# EDGAR Filing Document

**Accession Number:** 0000794105
**File Stem:** 0000794105-25-000075
**Filing Date:** 2025-8
**Character Count:** 6606606
**Document Hash:** 4fe186c1c6804a78691bd4513aa68592
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000794105-25-000075.hdr.sgml**: 20250827

**ACCESSION NUMBER**: 0000794105-25-000075

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250827

**DATE AS OF CHANGE**: 20250827

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** VANGUARD BOND INDEX FUNDS
- **CENTRAL INDEX KEY:** 0000794105

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-04681
- **FILM NUMBER:** 251265016

**BUSINESS ADDRESS:**
- **STREET 1:** PO BOX 2600
- **STREET 2:** V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482
- **BUSINESS PHONE:** 6106691000

**MAIL ADDRESS:**
- **STREET 1:** P.O. BOX 2600 V26
- **CITY:** VALLEY FORGE
- **STATE:** PA
- **ZIP:** 19482

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND INDEX FUND INC
- **DATE OF NAME CHANGE:** 19940111

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD BOND MARKET FUND INC
- **DATE OF NAME CHANGE:** 19920703

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** VANGUARD INDEX BOND FUND
- **DATE OF NAME CHANGE:** 19870105

## Series and Classes Contracts Data

### Vanguard Total Bond Market II Index Fund (Series ID: S000025158)

| Class ID   | Class Name           | Ticker Symbol   |
|:---|:---|:---|
| C000075027 | Investor Shares      | VTBIX           |
| C000075028 | Institutional Shares | VTBNX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** VANGUARD BOND INDEX FUNDS

- **b. Investment Company Act file number:** 811-04681

- **c. CIK number of Registrant:** 0000794105

- **d. LEI of Registrant:** 549300INE5BF80OGAZ51

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

  - **Street Address 1:** 100 Vanguard Boulevard

  - **City:** Malvern

  - **State:** PA

  - **Foreign country:** US

  - **Zip / Postal Code:** 19355

  - **Telephone number:** 610-669-1000

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

- **a. Name of Series:** VANGUARD TOTAL BOND MARKET II INDEX FUND

- **b. EDGAR series identifier (if any):** S000025158

- **c. LEI of Series:** E3F24BZCDA1UXGFMYX67

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

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

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $326692120296.47

**Total Liabilities:** $12147400960.19

**Net Assets:** $314544719336.28

**Delayed Delivery Securities:** $1742711061.44

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -256425.84546136 | **1-Year:** -8200373.58586523 | **5-Year:** -25238197.73649364 | **10-Year:** -37385790.14801168 | **30-Year:** -17919853.86842510

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

- **3-Month:** -2413.96654822 | **1-Year:** -104423.19622216 | **5-Year:** -337909.27088921 | **10-Year:** -405445.21481188 | **30-Year:** -253039.53954422

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000075027 | 0.32%                | -0.61%               | 1.49%                |
| Class ID C000075028 | 0.33%                | -0.61%               | 1.50%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-911749643.33           | $1107746592.91                             |
| Month 2  | $-351747666.68           | $-2750718336.24                            |
| Month 3  | $-11205145.21            | $3667739116.80                             |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     5200000 | PA      | $5097340.44     | 0.00%             | 2027-03-29      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08273                      | CUSIP: 3128MJJT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      291210 | PA      | $301491.85      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BQ2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $2140797.69     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBH8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7184444.55     | 0.00%             | 2063-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1603                      | CUSIP: 36179NX86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      303408 | PA      | $307439.55      | 0.00%             | 2044-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2021-A Owner Trust                                       | NAROT 2021-A A4                | CUSIP: 65480BAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      905087 | PA      | $898592.19      | 0.00%             | 2027-09-15      | Fixed         | 0.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5247                      | CUSIP: 31417BZM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1757750 | PA      | $1604134.72     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0319                      | CUSIP: 3142GQK92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21098847 | PA      | $22186830.06    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18471                      | CUSIP: 3128MMQZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1096313 | PA      | $1066399.73     | 0.00%             | 2028-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AX8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    18500000 | PA      | $15784662.87    | 0.01%             | 2031-02-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6109                      | CUSIP: 3140X9YF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22949787 | PA      | $19286543.89    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818ER5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     5726000 | PA      | $4216975.24     | 0.00%             | 2067-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8058                      | CUSIP: 3132D55T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16749128 | PA      | $15748580.77    | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABY0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    22833000 | PA      | $15201064.62    | 0.00%             | 2060-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 A2              | CUSIP: 08162MAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1208566 | PA      | $1120917.01     | 0.00%             | 2053-03-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN8146                      | CUSIP: 3140JRBQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3054098 | PA      | $2794394.65     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KL4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    12255000 | PA      | $7801082.34     | 0.00%             | 2050-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AX8<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    13936000 | PA      | $14272764.01    | 0.00%             | 2036-04-30      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6768                      | CUSIP: 3140QSQW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2837176 | PA      | $2943802.26     | 0.00%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04693                      | CUSIP: 3128M6RN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      124231 | PA      | $127142.44      | 0.00%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEP2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   994357200 | PA      | $927859562.25   | 0.29%             | 2032-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV7794                      | CUSIP: 3140MMUU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1585157 | PA      | $1315787.76     | 0.00%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4306                      | CUSIP: 3140X7YC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2689512 | PA      | $2438390.52     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECE3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    35100000 | PA      | $39808755.29    | 0.01%             | 2033-11-02      | Variable      | 7.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02664                      | CUSIP: 3132GF5Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      483235 | PA      | $478897.87      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AC5<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    24400000 | PA      | $21897534.39    | 0.01%             | 2031-10-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7272                      | CUSIP: 31417ECJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1082417 | PA      | $989087.11      | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284BA3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2712133.50     | 0.00%             | 2034-12-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9800885.63     | 0.00%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAA2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1623624.72     | 0.00%             | 2037-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 674282                      | CUSIP: 36295MCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      329686 | PA      | $326155.19      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0593                      | CUSIP: 3132DMUS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15994332 | PA      | $14116410.45    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135AQ9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    19336000 | PA      | $18728434.11    | 0.01%             | 2044-12-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAV0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3641164.90     | 0.00%             | 2031-04-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| North Texas Tollway Authority                                                    | N TX HWY-TXB-B                 | CUSIP: 66285WFB7<br>LEI: PQGZGRE0F2WPMYQQ1B78 | Long             | DBT              | MUN               | US        |    10215000 | PA      | $11243801.68    | 0.00%             | 2049-01-01      | Fixed         | 6.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2955                      | CUSIP: 3138WCH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      527745 | PA      | $505247.08      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90224                      | CUSIP: 312938G98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      260906 | PA      | $253200.35      | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JV3<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    14230000 | PA      | $10694143.49    | 0.00%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CP8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    11725000 | PA      | $9871236.88     | 0.00%             | 2035-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | DAIMLERCHRYS NA                | CUSIP: 233835AQ0<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     8820000 | PA      | $10485897.32    | 0.00%             | 2031-01-18      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C7                                                     | BBCMS 2020-C7 A5               | CUSIP: 05492VAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1551055.28     | 0.00%             | 2053-04-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    11700000 | PA      | $11980015.75    | 0.00%             | 2050-02-04      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6711                      | CUSIP: 36179VN48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6750471 | PA      | $6183558.15     | 0.00%             | 2050-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8490                      | CUSIP: 3132DWNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14873080 | PA      | $14224085.52    | 0.00%             | 2055-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 251799AA0<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     3314000 | PA      | $3804880.84     | 0.00%             | 2032-04-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO               | CUSIP: 212015AQ4<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     8900000 | PA      | $6998880.42     | 0.00%             | 2044-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8874                      | CUSIP: 36179X2F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16552895 | PA      | $14757983.55    | 0.00%             | 2053-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAN5<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6739572.14     | 0.00%             | 2030-06-05      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3704                        | CUSIP: 36202EDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8804 | PA      | $9220.86        | 0.00%             | 2035-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJS0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    41000000 | PA      | $41848498.55    | 0.01%             | 2030-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687ET9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     6633000 | PA      | $6589554.88     | 0.00%             | 2043-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAS0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    30500000 | PA      | $26310836.79    | 0.01%             | 2032-02-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAK6<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     6126000 | PA      | $4179117.41     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1131                      | CUSIP: 3132DNHG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5258670 | PA      | $4928790.71     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2883                      | CUSIP: 3132DQFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6997107 | PA      | $7104203.99     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6583                      | CUSIP: 3140KEJ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1940078 | PA      | $1621914.88     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-A             | CUSIP: 594712UF6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2025000 | PA      | $1791286.04     | 0.00%             | 2048-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AZ6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3893738.18     | 0.00%             | 2029-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8689                      | CUSIP: 3140XCUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7319914 | PA      | $6176672.10     | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AY2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    14492000 | PA      | $14160957.33    | 0.00%             | 2026-11-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5375                      | CUSIP: 3140XL6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17240712 | PA      | $13928950.93    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08369                      | CUSIP: 3128MJMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      456403 | PA      | $462281.16      | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8427                      | CUSIP: 36179XLG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    90612172 | PA      | $87510435.39    | 0.03%             | 2052-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                | CUSIP: 25245BAC1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     3646000 | PA      | $3756124.25     | 0.00%             | 2030-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91876                      | CUSIP: 312940CM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      334817 | PA      | $339154.82      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAZ8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    14295000 | PA      | $13506867.26    | 0.00%             | 2029-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91403                      | CUSIP: 3128P7RY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1214876 | PA      | $1192016.65     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     8565000 | PA      | $7950124.62     | 0.00%             | 2054-02-10      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HJ5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    18350000 | PA      | $18189513.10    | 0.01%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                              | FORDO 2024-A A4                | CUSIP: 34535EAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6420000 | PA      | $6534105.87     | 0.00%             | 2029-09-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4                        | GMCAR 2024-4 A4                | CUSIP: 38014AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1910156.64     | 0.00%             | 2030-04-16      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3057                      | CUSIP: 3132DQME3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2452133 | PA      | $2480929.23     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAS9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5016946.36     | 0.00%             | 2028-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FQ1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    22972000 | PA      | $18656968.91    | 0.01%             | 2058-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716785                      | CUSIP: 3620A2J64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      108798 | PA      | $107666.60      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3956                      | CUSIP: 31418DME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4007393 | PA      | $3857662.74     | 0.00%             | 2035-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYG3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $18347024.51    | 0.01%             | 2027-09-10      | Variable      | 1.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02682                      | CUSIP: 3128M4J38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      154812 | PA      | $167252.67      | 0.00%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EF3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    11575000 | PA      | $11339023.24    | 0.00%             | 2054-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   731318000 | PA      | $674183781.25   | 0.21%             | 2028-07-31      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616886                      | CUSIP: 36290TJ75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4233 | PA      | $4272.76        | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-1                                      | MBART 2023-1 A3                | CUSIP: 58770AAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1985507 | PA      | $1985439.48     | 0.00%             | 2027-11-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT0874                      | CUSIP: 3138WM6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31304 | PA      | $28424.88       | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Genpact Luxembourg SARL/Genpact USA Inc                                          | GEN LUX/GEN USA                | CUSIP: 37190AAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     4125000 | PA      | $4275543.63     | 0.00%             | 2029-06-04      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3769                      | CUSIP: 3140X7FK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6420027 | PA      | $6036511.61     | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745780                      | CUSIP: 31403DQ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22183 | PA      | $23859.45       | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535039                      | CUSIP: 31384VLU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2766 | PA      | $2852.33        | 0.00%             | 2029-12-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3995                        | CUSIP: 36202ENL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16035 | PA      | $16872.71       | 0.00%             | 2037-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7168                      | CUSIP: 3140XN6E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8076276 | PA      | $8577328.45     | 0.00%             | 2054-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Aegon Ltd                                                                        | AEGON LTD                      | CUSIP: 007924AJ2<br>LEI: O4QK7KMMK83ITNTHUG69 | Long             | DBT              | CORP              | BM        |     6000000 | PA      | $6026973.26     | 0.00%             | 2048-04-11      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4510                      | CUSIP: 36179TAK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10179953 | PA      | $9398196.58     | 0.00%             | 2047-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9606                      | CUSIP: 36179YU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    47867984 | PA      | $48692332.60    | 0.02%             | 2054-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5700000 | PA      | $4218609.43     | 0.00%             | 2048-10-01      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAH3<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |    14075000 | PA      | $14547446.47    | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-TXBL-BABS                | CUSIP: 13063BFR8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    14985000 | PA      | $17936656.89    | 0.01%             | 2040-03-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBG3<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     7080000 | PA      | $7258850.84     | 0.00%             | 2027-10-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4441                      | CUSIP: 3140X75B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5621856 | PA      | $5041541.82     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0036                      | CUSIP: 3140XFBE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4424991 | PA      | $3963523.69     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NF4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     2290000 | PA      | $1623824.94     | 0.00%             | 2042-11-03      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6061                      | CUSIP: 3140XMWX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23964852 | PA      | $22495811.17    | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAP7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     1105000 | PA      | $1117854.67     | 0.00%             | 2027-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0834                      | CUSIP: 3140XF4U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      907895 | PA      | $753897.82      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AP6<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    11148000 | PA      | $8415973.88     | 0.00%             | 2048-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9846                      | CUSIP: 3138ER5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2441262 | PA      | $2402442.89     | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03698                      | CUSIP: 3128M5NP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      163851 | PA      | $172807.64      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAU4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     8603000 | PA      | $8959110.93     | 0.00%             | 2027-10-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1806                      | CUSIP: 31419CAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29040 | PA      | $28925.43       | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AW9<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    16721000 | PA      | $15161994.87    | 0.00%             | 2030-03-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3387                      | CUSIP: 3140X6XR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3123346 | PA      | $3068256.20     | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Resources LLC                                                         | BURLINGTON RES F               | CUSIP: 12201PAB2<br>LEI: 0FJ5X7MVCTSE8OEPQE56 | Long             | DBT              | CORP              | US        |     5472000 | PA      | $6231587.96     | 0.00%             | 2031-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5698                      | CUSIP: 3138WFKL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      212885 | PA      | $196778.29      | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAB8<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    17600000 | PA      | $17569397.81    | 0.01%             | 2027-09-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8473                      | CUSIP: 3132DWMW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    62421625 | PA      | $59697825.99    | 0.02%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3092                      | CUSIP: 3140QANJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3963897 | PA      | $3855034.46     | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKW8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    53000000 | PA      | $53606853.85    | 0.02%             | 2028-07-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBN1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    25455000 | PA      | $23561150.46    | 0.01%             | 2030-10-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                 | CUSIP: 127387AP3<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    26850000 | PA      | $26520009.05    | 0.01%             | 2034-09-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737689                      | CUSIP: 3620ARRJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      720766 | PA      | $696619.69      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04240                      | CUSIP: 3128M6BH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2817 | PA      | $3025.65        | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0014                      | CUSIP: 3142J6AQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   208580824 | PA      | $212084147.40   | 0.07%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAD9<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8478103.93     | 0.00%             | 2030-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                                                     | FACTSET RESEARCH               | CUSIP: 303075AB1<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5011802.07     | 0.00%             | 2032-03-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67700                      | CUSIP: 3132XCRV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17705856 | PA      | $16387304.14    | 0.01%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08785                      | CUSIP: 3128MJ2T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1439913 | PA      | $1363481.94     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J12696                      | CUSIP: 3128PR7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         140 | PA      | $139.56         | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE5002                      | CUSIP: 3133BERX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      465058 | PA      | $434286.37      | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K751 A2                   | CUSIP: 3137HA4B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8525000 | PA      | $8609091.45     | 0.00%             | 2030-03-25      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9027                      | CUSIP: 3138ERA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      931082 | PA      | $886350.03      | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C9                                            | UBSCM 2018-C9 A4               | CUSIP: 90291JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12275000 | PA      | $12060072.12    | 0.00%             | 2051-03-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4746                        | CUSIP: 36202FHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1290999 | PA      | $1278187.82     | 0.00%             | 2040-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2611                      | CUSIP: 3142GS3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22882571 | PA      | $22925325.21    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734372                      | CUSIP: 31402N2D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30212 | PA      | $31037.23       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2892                      | CUSIP: 36179RF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9359876 | PA      | $8629451.26     | 0.00%             | 2045-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAQ3<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    15600000 | PA      | $14375908.91    | 0.00%             | 2030-04-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4559                        | CUSIP: 36202FB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3909428 | PA      | $3960190.00     | 0.00%             | 2039-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CR9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    29724000 | PA      | $22881227.40    | 0.01%             | 2040-02-21      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CV7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    22141000 | PA      | $21903708.37    | 0.01%             | 2026-07-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04877                      | CUSIP: 3128M6XE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      200288 | PA      | $211566.02      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU3083                      | CUSIP: 3140M4M96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7938511 | PA      | $6589500.70     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BD7<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     9675000 | PA      | $10267415.19    | 0.00%             | 2039-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CD0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     4534000 | PA      | $4712883.01     | 0.00%             | 2041-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                  | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $14065415.50    | 0.00%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF5472                      | CUSIP: 3133BTCH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24579419 | PA      | $25102092.88    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables                                                    | EART 2025-1A A3                | CUSIP: 30167MAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2100000 | PA      | $2102797.83     | 0.00%             | 2028-08-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HN0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3716048.06     | 0.00%             | 2046-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7325                      | CUSIP: 3140QFD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    47024197 | PA      | $37991337.50    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3004                      | CUSIP: 3140KNKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12172666 | PA      | $9716500.60     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PSNH Funding LLC 3                                                               | PSNH 2018-1 A3                 | CUSIP: 69363PAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2148433.98     | 0.00%             | 2035-02-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8004                      | CUSIP: 3132DV3M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6223789 | PA      | $5465814.19     | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08682                      | CUSIP: 3128MJXL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1937346 | PA      | $1842986.53     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAU4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    21230000 | PA      | $23033455.09    | 0.01%             | 2033-12-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8347                      | CUSIP: 36179XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   119341764 | PA      | $115256588.17   | 0.04%             | 2052-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HM8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    15539000 | PA      | $15539032.69    | 0.00%             | 2029-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBU9<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $6615229.42     | 0.00%             | 2041-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9607                      | CUSIP: 36179YU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19059119 | PA      | $19597927.59    | 0.01%             | 2054-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8221                      | CUSIP: 3140XQD38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20277878 | PA      | $20776886.31    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHJ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   286120000 | PA      | $285404700.00   | 0.09%             | 2030-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX11 Commercial Mortgage Trust                                        | CSAIL 2018-CX11 A5             | CUSIP: 12652UAU3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12600000 | PA      | $12382695.36    | 0.00%             | 2051-04-15      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CN8<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8550967.57     | 0.00%             | 2054-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BH6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $9808142.42     | 0.00%             | 2029-03-07      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     9080000 | PA      | $5454050.88     | 0.00%             | 2051-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JF8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $4361085.01     | 0.00%             | 2045-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05463HAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2531054.66     | 0.00%             | 2029-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Teledyne FLIR LLC                                                                | FLIR SYSTEMS                   | CUSIP: 302445AE1<br>LEI: 5493000HDPX16EHNN346 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4072660.99     | 0.00%             | 2030-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18360                      | CUSIP: 3128PYJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      470474 | PA      | $464996.26      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                  | BANK 2020-BN30 AS              | CUSIP: 06541UCD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      415000 | PA      | $350708.82      | 0.00%             | 2053-12-15      | Variable      | 2.11%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAR5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $4056114.53     | 0.00%             | 2060-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAN3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     2820000 | PA      | $2848059.55     | 0.00%             | 2032-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC               | CUSIP: 796253T93<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     1650000 | PA      | $1721543.67     | 0.00%             | 2039-02-01      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10144397.26    | 0.00%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C33                              | JPMBB 2015-C33 A4              | CUSIP: 46645JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2518008 | PA      | $2506583.96     | 0.00%             | 2048-12-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M1 A2                 | CUSIP: 3136AY7L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      425671 | PA      | $415271.42      | 0.00%             | 2027-12-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADB8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13263000 | PA      | $12985993.69    | 0.00%             | 2054-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07068                      | CUSIP: 3128M9FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      400385 | PA      | $405461.73      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18587                      | CUSIP: 3128MMUM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      999323 | PA      | $975040.47      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBB2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    10695000 | PA      | $9367896.88     | 0.00%             | 2043-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                   | CUSIP: 92338CAF0<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8249443.17     | 0.00%             | 2033-09-18      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09002                      | CUSIP: 31294UAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      118905 | PA      | $116960.96      | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725946                      | CUSIP: 31402DP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1405423 | PA      | $1447617.91     | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAD2<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    25025000 | PA      | $25418704.24    | 0.01%             | 2028-11-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJD3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4384136.51     | 0.00%             | 2033-01-27      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747BC0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4509675.93     | 0.00%             | 2028-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAH7<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    34760000 | PA      | $25988764.72    | 0.01%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FB4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    34200000 | PA      | $30007269.02    | 0.01%             | 2031-03-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2021-C                                         | WOART 2021-C A4                | CUSIP: 98164CAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1201479 | PA      | $1196171.05     | 0.00%             | 2027-09-15      | Fixed         | 0.64%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VBC3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5635072.07     | 0.00%             | 2028-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLD5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    10210000 | PA      | $10373656.80    | 0.00%             | 2026-11-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WBH3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3612701.39     | 0.00%             | 2026-09-09      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAW9<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     5600000 | PA      | $4839347.43     | 0.00%             | 2032-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 941053AJ9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    16870000 | PA      | $16496601.18    | 0.01%             | 2029-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4709                      | CUSIP: 31418EGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26711138 | PA      | $26354127.26    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04790                      | CUSIP: 3128M6UP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      107137 | PA      | $113060.86      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2090                      | CUSIP: 3132AEKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3580471 | PA      | $3150011.85     | 0.00%             | 2049-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1105                      | CUSIP: 3138EHGP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      766156 | PA      | $758403.69      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3442                      | CUSIP: 3140X6ZG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1987609 | PA      | $1741197.06     | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LEXINGTON REALTY               | CUSIP: 529043AE1<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2236458.78     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3853                        | CUSIP: 36202EH69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28389 | PA      | $29766.62       | 0.00%             | 2036-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FL2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10545907.13    | 0.00%             | 2027-04-28      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AZ2<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3996629.95     | 0.00%             | 2032-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sierra Pacific Power Co                                                          | SIERRA PAC POWER               | CUSIP: 826418BQ7<br>LEI: QB888G5GSVGE1LD1WV84 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5015493.23     | 0.00%             | 2054-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7340                      | CUSIP: 3140QTEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17106380 | PA      | $17463193.56    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8024                      | CUSIP: 3132DV4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25192566 | PA      | $22100828.71    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   660660000 | PA      | $611162110.76   | 0.19%             | 2028-09-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8647                      | CUSIP: 36179XTC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24174442 | PA      | $23872548.84    | 0.01%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CK7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     7135000 | PA      | $6550910.18     | 0.00%             | 2034-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4377                      | CUSIP: 3140XK2K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      355619 | PA      | $307752.90      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                               | HAROT 2024-2 A3                | CUSIP: 437930AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9900000 | PA      | $10018330.74    | 0.00%             | 2028-11-20      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWN PUB SERV               | CUSIP: 845743BN2<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     4164000 | PA      | $3612483.63     | 0.00%             | 2041-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2044                      | CUSIP: 36179QHV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      488964 | PA      | $479079.50      | 0.00%             | 2029-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01724                      | CUSIP: 31292H4H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      197007 | PA      | $199255.98      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915048                      | CUSIP: 31411UTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17037 | PA      | $17940.38       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EP9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    19123000 | PA      | $18774130.96    | 0.01%             | 2027-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                     | BBCMS 2020-C6 AS               | CUSIP: 05492TAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1441351.04     | 0.00%             | 2053-02-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR2                                                                  | BANK5 2023-5YR2 AS             | CUSIP: 06211CAP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2333792.12     | 0.00%             | 2056-07-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BS2<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    14800000 | PA      | $9327130.27     | 0.00%             | 2051-12-21      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GM3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $7750508.60     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4299                      | CUSIP: 3140J8X57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3193431 | PA      | $3152777.03     | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BC0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $2723054.98     | 0.00%             | 2051-09-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3015                      | CUSIP: 3140XJK51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6326024 | PA      | $5814119.10     | 0.00%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7248                      | CUSIP: 3138WHBS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3451578 | PA      | $3276045.88     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 Mortgage Trust                                                       | CD 2019-CD8 A3                 | CUSIP: 12515BAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2863065 | PA      | $2653577.46     | 0.00%             | 2057-08-15      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBU9<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     6085000 | PA      | $6121856.30     | 0.00%             | 2028-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| New York State Thruway Authority                                                 | NY ST THRUWAY AUTH-M           | CUSIP: 650009S53<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3945000 | PA      | $3457694.66     | 0.00%             | 2035-01-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DL5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    19688000 | PA      | $20197051.48    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TCI Communications Inc                                                           | TCI COMMUN INC                 | CUSIP: 872287AL1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $777057.28      | 0.00%             | 2028-02-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                                | FLOWERS FOODS                  | CUSIP: 343498AB7<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3449025.06     | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ8887                      | CUSIP: 3140HA2V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2514096 | PA      | $2303453.64     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK2030                      | CUSIP: 3140HFHG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2111723 | PA      | $1995091.62     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | ICE: (CDX.NA.IG.44.V1)         | CUSIP: N/A<br>LEI: N/A                        | N/A              | DCR              |  | N/A       | -1200000000 | NC      | $26535728.18    | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCB9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1605665.81     | 0.00%             | 2027-01-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BR9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     3230000 | PA      | $3109173.02     | 0.00%             | 2032-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CF1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $22190506.15    | 0.01%             | 2031-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eaton Capital ULC                                                                | EATON CAPITAL                  | CUSIP: 27806HAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4450000 | PA      | $4471046.93     | 0.00%             | 2030-05-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDG1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    19524000 | PA      | $18564295.36    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B35 Mortgage Trust                                                | BMARK 2022-B35 A5              | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $9639048.00     | 0.00%             | 2055-05-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783024                      | CUSIP: 36241LLD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      302633 | PA      | $305935.71      | 0.00%             | 2040-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K123 A2                   | CUSIP: 3137F8ZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24050000 | PA      | $21072496.97    | 0.01%             | 2030-12-25      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                                               | MET LIFE GLOB                  | CUSIP: 59217GBY4<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1068140.77     | 0.00%             | 2026-12-18      | Fixed         | 3.45%                 | Yes           |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BL6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7648983.89     | 0.00%             | 2033-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFA9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     6934000 | PA      | $6780140.28     | 0.00%             | 2034-09-06      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AY7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $3880670.54     | 0.00%             | 2030-06-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 5YR NOTE (CBT) Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         605 | NC      | $429492.52      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAF4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5670044.17     | 0.00%             | 2029-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3867                      | CUSIP: 31417AJM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      689575 | PA      | $648967.81      | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCC8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $2920374.56     | 0.00%             | 2050-01-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FX1<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6385279.26     | 0.00%             | 2032-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7485                      | CUSIP: 3133KPJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      668235 | PA      | $624019.59      | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAG2<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     6720000 | PA      | $6834106.85     | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02998                      | CUSIP: 3128M4UX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      592110 | PA      | $623304.06      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                   | SYNNEX CORP                    | CUSIP: 87162WAH3<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5630082.73     | 0.00%             | 2028-08-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2977                      | CUSIP: 3140XJJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11484440 | PA      | $10781958.68    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBL2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10051000 | PA      | $8853518.65     | 0.00%             | 2047-04-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 22550L2K6<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    23250000 | PA      | $23607176.96    | 0.01%             | 2027-07-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1451                      | CUSIP: 36179NTG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      350368 | PA      | $355038.20      | 0.00%             | 2043-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DR8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4276546.61     | 0.00%             | 2031-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K507 A2                   | CUSIP: 3137HAMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6000000 | PA      | $6114657.00     | 0.00%             | 2028-09-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AS2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     9250000 | PA      | $9193535.04     | 0.00%             | 2027-07-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950718                      | CUSIP: 31413NVK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11069 | PA      | $11656.16       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58588                      | CUSIP: 3132Y2RJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45508 | PA      | $44215.54       | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4203                      | CUSIP: 3140J8U50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          17 | PA      | $16.73          | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CY4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    55570000 | PA      | $50982854.64    | 0.02%             | 2038-03-25      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC5575                      | CUSIP: 3133AQFQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1024289 | PA      | $850229.03      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXX2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     3365000 | PA      | $3358530.57     | 0.00%             | 2031-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15774                      | CUSIP: 3132J62G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2508049 | PA      | $2280235.39     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615519                      | CUSIP: 36290RYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25615 | PA      | $25466.19       | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 AS             | CUSIP: 06541QBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1888831.04     | 0.00%             | 2055-08-15      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDA6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    21500000 | PA      | $19971791.44    | 0.01%             | 2030-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1364                      | CUSIP: 31416WQS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1713 | PA      | $1706.73        | 0.00%             | 2025-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5305                        | CUSIP: 36202F3N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2405309 | PA      | $2316296.06     | 0.00%             | 2042-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW8597                      | CUSIP: 3138XYRT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1012892 | PA      | $991889.93      | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAE9<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5993680.35     | 0.00%             | 2028-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAW2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |      800000 | PA      | $636304.24      | 0.00%             | 2044-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4746                      | CUSIP: 3132A5HX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      625651 | PA      | $554147.45      | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DD7<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1115745.69     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79876                      | CUSIP: 31288J6M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5066 | PA      | $5195.22        | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-B Owner Trust                                       | TAOT 2022-B A3                 | CUSIP: 89238FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      564984 | PA      | $563572.83      | 0.00%             | 2026-09-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJA0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   629257000 | PA      | $646758210.31   | 0.21%             | 2028-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBY5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1639414.41     | 0.00%             | 2027-01-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAY1<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     8150000 | PA      | $8221239.78     | 0.00%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5406                      | CUSIP: 3132DTAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10578240 | PA      | $11022894.21    | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7535                      | CUSIP: 36179WLQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    93893191 | PA      | $83044368.35    | 0.03%             | 2051-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4465                      | CUSIP: 31418D6B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   148494389 | PA      | $117974767.78   | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2D8<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    10525000 | PA      | $10646882.57    | 0.00%             | 2029-02-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53747                      | CUSIP: 3128KGEU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         735 | PA      | $775.52         | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4639                      | CUSIP: 3132A5EL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6445408 | PA      | $6127693.75     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q32070                      | CUSIP: 3132QNJQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11266 | PA      | $10797.59       | 0.00%             | 2045-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BE8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     5495000 | PA      | $5375864.68     | 0.00%             | 2044-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6305000 | PA      | $5580833.59     | 0.00%             | 2044-09-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0920                      | CUSIP: 3140HEAW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      222429 | PA      | $209935.36      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AN7<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10319500.83    | 0.00%             | 2027-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                  | CUSIP: 457187AC6<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     8075000 | PA      | $7465065.65     | 0.00%             | 2030-06-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AS5<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     2290000 | PA      | $1874667.44     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEP2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11613327.86    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBB5<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6294550.71     | 0.00%             | 2027-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7581                      | CUSIP: 3138Y9M70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2026984 | PA      | $1938936.05     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 967811                      | CUSIP: 31414JVC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       93886 | PA      | $96371.61       | 0.00%             | 2037-12-01      | Floating      | 6.41%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CJ3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    29107000 | PA      | $29743366.60    | 0.01%             | 2028-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CW7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    16346000 | PA      | $15070458.43    | 0.00%             | 2038-11-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PBB2<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4770509.35     | 0.00%             | 2035-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4947                        | CUSIP: 36202FP83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      876849 | PA      | $888396.23      | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBP0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    11205000 | PA      | $11141308.56    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAL5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $9043181.26     | 0.00%             | 2051-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07939                      | CUSIP: 3128MAEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      919727 | PA      | $908566.81      | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564436                      | CUSIP: 36213UBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1673 | PA      | $1720.33        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    11500000 | PA      | $11728424.69    | 0.00%             | 2034-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMM1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    44171000 | PA      | $36975483.34    | 0.01%             | 2033-12-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CX6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    23907000 | PA      | $23805992.58    | 0.01%             | 2028-03-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-3 Owner Trust                                        | HAROT 2024-3 A4                | CUSIP: 43813YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3750000 | PA      | $3775519.13     | 0.00%             | 2030-11-21      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAD0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      100000 | PA      | $112842.72      | 0.00%             | 2033-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 699932                      | CUSIP: 31400WSV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6766 | PA      | $6962.13        | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CY4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $1666369.74     | 0.00%             | 2060-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03163                      | CUSIP: 3128M4Z48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      141099 | PA      | $146176.82      | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0255                      | CUSIP: 3138W9H94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      438796 | PA      | $432968.60      | 0.00%             | 2043-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AT2<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9590979.29     | 0.00%             | 2031-09-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C23                                         | WFRBS 2014-C23 AS              | CUSIP: 92939HBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      679948 | PA      | $662269.78      | 0.00%             | 2057-10-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAL9<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     5279000 | PA      | $5359275.00     | 0.00%             | 2035-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP               | CUSIP: 472140AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11450000 | PA      | $11861755.69    | 0.00%             | 2035-04-20      | Fixed         | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638FC1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     8492000 | PA      | $8506783.01     | 0.00%             | 2036-03-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8080                      | CUSIP: 3132D56R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10028118 | PA      | $9413396.27     | 0.00%             | 2035-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91928                      | CUSIP: 3128P8D99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2325151 | PA      | $2233978.25     | 0.00%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AFFX0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    62745000 | PA      | $61809723.03    | 0.02%             | 2028-11-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AK2<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    21530000 | PA      | $21927215.62    | 0.01%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48575                      | CUSIP: 3128K9Q49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14405 | PA      | $15151.79       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DY0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8709558.21     | 0.00%             | 2030-10-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4048                      | CUSIP: 3138AVQA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      153740 | PA      | $148333.13      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                                         | WOART 2023-B A3                | CUSIP: 98164QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2632017 | PA      | $2633795.25     | 0.00%             | 2028-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 845335                      | CUSIP: 31408AEG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11499 | PA      | $11887.41       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ8719                      | CUSIP: 3138MQVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2258753 | PA      | $2214113.19     | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 A4                 | CUSIP: 61692CBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4275000 | PA      | $3750261.71     | 0.00%             | 2054-06-15      | Variable      | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 894101                      | CUSIP: 31410QKN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42246 | PA      | $44393.11       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7733                      | CUSIP: 31417ESX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4263322 | PA      | $3877347.36     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5933                      | CUSIP: 36179USW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7570166 | PA      | $7562567.54     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAK9<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     9319000 | PA      | $6638850.84     | 0.00%             | 2050-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Community Health Network Inc                                                     | COMMUNITY HEALTH               | CUSIP: 20369EAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6115000 | PA      | $3859163.00     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HC0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $5372589.42     | 0.00%             | 2050-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                                                  | MAREX GROUP                    | CUSIP: 566539AA0<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     9200000 | PA      | $9467578.22     | 0.00%             | 2029-11-04      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCX2<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     9578000 | PA      | $8098701.97     | 0.00%             | 2048-10-17      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M4 A2                 | CUSIP: 3136AVY52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7245726 | PA      | $7066209.18     | 0.00%             | 2026-12-25      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDY5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    16110000 | PA      | $11680546.70    | 0.00%             | 2040-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CV3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $6210321.14     | 0.00%             | 2049-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAW9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     7690000 | PA      | $7601489.01     | 0.00%             | 2053-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603553                      | CUSIP: 36200KQE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15649 | PA      | $16238.46       | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DH8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    12014000 | PA      | $10647229.67    | 0.00%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6865                      | CUSIP: 36179VTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9791195 | PA      | $8331983.04     | 0.00%             | 2050-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    34960000 | PA      | $23958145.49    | 0.01%             | 2052-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTEGROUP INC                 | CUSIP: 745867AX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6780000 | PA      | $6828375.70     | 0.00%             | 2027-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14660                      | CUSIP: 3128MDMH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      269934 | PA      | $263585.38      | 0.00%             | 2028-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3906                      | CUSIP: 3138ELKU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2718505 | PA      | $2750192.26     | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AX3<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |      428000 | PA      | $443319.89      | 0.00%             | 2034-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15454                      | CUSIP: 3128MEH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      233890 | PA      | $229638.71      | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5024                      | CUSIP: 3140J9SN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5129928 | PA      | $4535629.59     | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150AX2<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $6216008.60     | 0.00%             | 2036-08-15      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8997                      | CUSIP: 3140XC7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5304586 | PA      | $4457868.67     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR               | CUSIP: 465685AP0<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     6505000 | PA      | $6366442.85     | 0.00%             | 2027-11-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 AS              | CUSIP: 06035RAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2509618.80     | 0.00%             | 2060-09-15      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8347                      | CUSIP: 3132DWHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27505732 | PA      | $26352782.88    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8256                      | CUSIP: 3132DWE58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45730267 | PA      | $42618637.79    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAH9<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $6619462.07     | 0.00%             | 2028-12-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCF6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $23040505.84    | 0.01%             | 2030-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3339                      | CUSIP: 3132DQV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6826524 | PA      | $6796615.38     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254693                      | CUSIP: 31371K3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      423246 | PA      | $434694.81      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-6 A1A                | CUSIP: 92348KDE0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    10000000 | PA      | $10013087.00    | 0.00%             | 2030-08-20      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| Brown University                                                                 | BROWN UNIVERSITY               | CUSIP: 11575TAC2<br>LEI: 9M13ULPHBPDR83N6CB89 | Long             | DBT              | CORP              | US        |     6815000 | PA      | $4494407.71     | 0.00%             | 2050-09-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781774                      | CUSIP: 36225B6K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       40096 | PA      | $41386.83       | 0.00%             | 2034-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 845619                      | CUSIP: 31408APC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18477 | PA      | $19087.33       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DA3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      545000 | PA      | $501375.83      | 0.00%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8232                      | CUSIP: 3138WJEE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71923 | PA      | $69903.85       | 0.00%             | 2031-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0463                      | CUSIP: 36179MQQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      876704 | PA      | $843198.89      | 0.00%             | 2042-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A3G5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     6000000 | PA      | $6162442.57     | 0.00%             | 2032-01-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783757                      | CUSIP: 3622A2E65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      454920 | PA      | $473001.46      | 0.00%             | 2041-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJB7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    13585000 | PA      | $11519154.89    | 0.00%             | 2036-11-03      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAQ4<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    22150000 | PA      | $22991693.42    | 0.01%             | 2031-03-13      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AF1<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     6335000 | PA      | $4333908.53     | 0.00%             | 2119-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAL7<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    13250000 | PA      | $13357259.10    | 0.00%             | 2028-06-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2025-A1 A                | CUSIP: 17305EHA6<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |     8475000 | PA      | $8524381.28     | 0.00%             | 2030-06-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JU1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    51700000 | PA      | $51899233.29    | 0.02%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0984                      | CUSIP: 3140H2CW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1567062 | PA      | $1439683.70     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AU7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     8070000 | PA      | $6602219.95     | 0.00%             | 2052-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 Mortgage Trust                                                       | BMO 2023-C7 AS                 | CUSIP: 05593FAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2442416.02     | 0.00%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00844                      | CUSIP: 31292G5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1805 | PA      | $1898.74        | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2120                      | CUSIP: 3140XHLA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3438389 | PA      | $3216250.07     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3902000 | PA      | $3325995.58     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAJ2<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    12850000 | PA      | $12167951.83    | 0.00%             | 2027-09-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 A4               | CUSIP: 90276VAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2455880.75     | 0.00%             | 2051-02-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Phillips Edison Grocery Center Operating Partnership I LP                        | PHILLIPS EDIS                  | CUSIP: 71845JAA6<br>LEI: 549300WUPIVS6ZE0ZI51 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6525862.49     | 0.00%             | 2031-11-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BV1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6579106.41     | 0.00%             | 2044-06-24      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012653AD3<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $5112522.64     | 0.00%             | 2027-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M5 A2                 | CUSIP: 3136B8TG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4960183 | PA      | $4572456.87     | 0.00%             | 2030-01-25      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0093                      | CUSIP: 3132DMC60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4671268 | PA      | $4665400.40     | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBU5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    11775000 | PA      | $11412035.16    | 0.00%             | 2054-02-26      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCF0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    21011000 | PA      | $20548464.18    | 0.01%             | 2054-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8398                      | CUSIP: 3132DWKK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21357571 | PA      | $22456508.02    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FG3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     7732000 | PA      | $6609516.96     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AT6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $12593423.05    | 0.00%             | 2031-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5070                      | CUSIP: 3140XLT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11608179 | PA      | $11897466.21    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3572                      | CUSIP: 3140X66J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1635520 | PA      | $1597247.52     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBW2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    18142000 | PA      | $14396617.91    | 0.00%             | 2050-01-31      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BT2<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2022379.04     | 0.00%             | 2031-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3240                      | CUSIP: 31418CS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1391495 | PA      | $1353714.71     | 0.00%             | 2048-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAK0<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     9262000 | PA      | $9054543.55     | 0.00%             | 2027-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAH7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     9590000 | PA      | $9584426.17     | 0.00%             | 2040-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CE0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4611703.78     | 0.00%             | 2028-03-15      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Z78<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   870357000 | PA      | $839520521.30   | 0.27%             | 2027-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| California Endowment/The                                                         | CALI ENDOWMENT                 | CUSIP: 1301ETAA0<br>LEI: 54930046FICHFANLFV69 | Long             | DBT              | CORP              | US        |     3776000 | PA      | $2191749.26     | 0.00%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC7175                      | CUSIP: 31417T6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28103 | PA      | $29127.72       | 0.00%             | 2039-11-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   651869000 | PA      | $473216152.19   | 0.15%             | 2041-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8162                      | CUSIP: 3140XQB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18533441 | PA      | $18911912.51    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3283                      | CUSIP: 31418CUH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2884708 | PA      | $2795221.86     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RBA6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     9110000 | PA      | $8974160.45     | 0.00%             | 2033-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0650                      | CUSIP: 3140H1WL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4189482 | PA      | $3838468.14     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACA1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    23429000 | PA      | $22144185.03    | 0.01%             | 2028-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0287                      | CUSIP: 3140W0J97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    64176797 | PA      | $65274765.36    | 0.02%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K157 A3                   | CUSIP: 3137FHQ71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3775000 | PA      | $3638341.60     | 0.00%             | 2033-08-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485682                      | CUSIP: 36209YRB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6088 | PA      | $6280.12        | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA3351                      | CUSIP: 31339SWL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9568600 | PA      | $8044251.46     | 0.00%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPSW6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    11650000 | PA      | $11716218.60    | 0.00%             | 2026-08-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AK1<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7401122.77     | 0.00%             | 2028-08-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00609                      | CUSIP: 31292GVA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1576 | PA      | $1657.82        | 0.00%             | 2028-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA6107                      | CUSIP: 3133A0YC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2192460 | PA      | $1981359.90     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   497876000 | PA      | $503632691.25   | 0.16%             | 2031-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081EQ6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $2062251.75     | 0.00%             | 2034-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBM9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3670598.65     | 0.00%             | 2047-06-15      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BY8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    10710000 | PA      | $8053800.24     | 0.00%             | 2047-10-03      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FP3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    39175000 | PA      | $38673463.85    | 0.01%             | 2027-08-20      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                    | SDART 2023-3 A3                | CUSIP: 80285XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      112174 | PA      | $112311.27      | 0.00%             | 2027-10-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AT2<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $2170738.68     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3042                      | CUSIP: 3140XJLY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12773058 | PA      | $12338440.69    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    12000000 | PA      | $12787961.45    | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADL6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3933000 | PA      | $3906244.07     | 0.00%             | 2029-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AB6<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $4162215.59     | 0.00%             | 2043-11-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FP8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    13675000 | PA      | $14674984.38    | 0.00%             | 2031-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08789                      | CUSIP: 3128MJ2X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1878350 | PA      | $1778646.43     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9723                      | CUSIP: 36179YYU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    86950940 | PA      | $83268054.66    | 0.03%             | 2054-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marex Group PLC                                                                  | MAREX GROUP                    | CUSIP: 566539AB8<br>LEI: 549300DWX0SVICJAL507 | Long             | DBT              | CORP              | GB        |     8145000 | PA      | $8246253.34     | 0.00%             | 2028-05-08      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCQ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11749000 | PA      | $11350860.37    | 0.00%             | 2035-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1746                      | CUSIP: 3138WA5G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1936144 | PA      | $1897893.76     | 0.00%             | 2029-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0392                      | CUSIP: 31427MNJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19394827 | PA      | $19807859.22    | 0.01%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LAP9<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     7811000 | PA      | $8646947.73     | 0.00%             | 2039-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC8492                      | CUSIP: 3133ATNH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5733138 | PA      | $4864597.04     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0366                      | CUSIP: 3618N5MQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    66729382 | PA      | $66855167.12    | 0.02%             | 2055-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-5C23                                                   | BBCMS 2023-5C23 AS             | CUSIP: 05493QAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      250000 | PA      | $269161.55      | 0.00%             | 2056-12-15      | Variable      | 7.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACW3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13235000 | PA      | $12789679.27    | 0.00%             | 2053-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBK1<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $19205827.77    | 0.01%             | 2032-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2062                      | CUSIP: 3138WPJG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1424538 | PA      | $1394277.42     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4466                      | CUSIP: 31418D6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    69970394 | PA      | $58255082.73    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6135                      | CUSIP: 3140X9Y90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23418342 | PA      | $18758921.11    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERSP7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     4475000 | PA      | $4422933.38     | 0.00%             | 2029-09-10      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KZ3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     9490000 | PA      | $8637856.45     | 0.00%             | 2053-02-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8140                      | CUSIP: 3132DWBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   125259972 | PA      | $99867947.12    | 0.03%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAG4<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1931632.92     | 0.00%             | 2026-11-09      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2833                      | CUSIP: 3138EKEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5444935 | PA      | $5245575.05     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7409                      | CUSIP: 3140XPGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21462818 | PA      | $17192477.23    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                   | CARMX 2024-1 A4                | CUSIP: 14318WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      800000 | PA      | $812377.84      | 0.00%             | 2029-08-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     9819000 | PA      | $9883731.55     | 0.00%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 852523                      | CUSIP: 31408JD40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11903 | PA      | $12296.62       | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3060                      | CUSIP: 31418CMJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5318469 | PA      | $5162451.44     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                           | GSMS 2015-GC34 A3              | CUSIP: 36250VAC6<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |      743309 | PA      | $741555.98      | 0.00%             | 2048-10-10      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AR5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    10420000 | PA      | $10396897.86    | 0.00%             | 2026-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAM2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5176368.30     | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GN3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $5648715.32     | 0.00%             | 2035-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UK2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1369200000 | PA      | $1361337793.45  | 0.43%             | 2055-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08620                      | CUSIP: 3128MJVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1907941 | PA      | $1773137.60     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778973                      | CUSIP: 36176XFN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2374574 | PA      | $2224048.43     | 0.00%             | 2042-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AG7<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     6805000 | PA      | $6781418.75     | 0.00%             | 2028-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UCY3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     6624000 | PA      | $6614332.53     | 0.00%             | 2028-06-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6740                      | CUSIP: 3140XNP24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18228698 | PA      | $17544075.28    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBL5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     5875000 | PA      | $5722323.07     | 0.00%             | 2054-11-26      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AZ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5511291.90     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2021-D Owner Trust                                       | TAOT 2021-D A4                 | CUSIP: 89238JAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      792604 | PA      | $783342.99      | 0.00%             | 2027-03-15      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FT0<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    12473000 | PA      | $8859535.62     | 0.00%             | 2049-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCU3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    16075000 | PA      | $15993948.83    | 0.01%             | 2030-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734438                      | CUSIP: 3620AM4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8277 | PA      | $8367.53        | 0.00%             | 2041-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CV0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    25093000 | PA      | $22263042.01    | 0.01%             | 2030-06-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02390                      | CUSIP: 3128LXUP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      170992 | PA      | $179891.39      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAV5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13727562.75    | 0.00%             | 2032-11-16      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 479494                      | CUSIP: 36209RUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      893049 | PA      | $860897.01      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     9575000 | PA      | $8400579.36     | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                                     | GMALT 2023-3 A4                | CUSIP: 379929AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      475000 | PA      | $476958.52      | 0.00%             | 2027-08-20      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEX6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $12813216.52    | 0.00%             | 2063-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850578                      | CUSIP: 31408F6P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3377 | PA      | $3486.82        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 822100                      | CUSIP: 31406WKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30797 | PA      | $31752.45       | 0.00%             | 2035-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AQ2<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    23275000 | PA      | $22795945.01    | 0.01%             | 2026-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3145                      | CUSIP: 3132DQP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43556517 | PA      | $44032628.69    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | RALPH LAUREN                   | CUSIP: 751212AD3<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |    14650000 | PA      | $14875212.50    | 0.00%             | 2032-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5153                      | CUSIP: 3133KYWN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15971745 | PA      | $13617956.89    | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591ES7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     8050000 | PA      | $6485402.00     | 0.00%             | 2065-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833AL4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    34463000 | PA      | $28840126.04    | 0.01%             | 2043-05-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAT7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    13060000 | PA      | $11813989.16    | 0.00%             | 2049-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                           | UBSCM 2019-C16 AS              | CUSIP: 90276YAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1190084.88     | 0.00%             | 2052-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781918                      | CUSIP: 36241KDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32970 | PA      | $33286.64       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C A3                | CUSIP: 344940AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4950000 | PA      | $4999239.63     | 0.00%             | 2028-09-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                | CUSIP: 16876BAA0<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1290399.65     | 0.00%             | 2047-01-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Barrick Gold Corp                                                                | BARRICK MINING                 | CUSIP: 725906AN1<br>LEI: 0O4KBQCJZX82UKGCBV73 | Long             | DBT              | CORP              | CA        |     1050000 | PA      | $1153086.28     | 0.00%             | 2035-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2316                      | CUSIP: 3140Q9SE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3769817 | PA      | $3558073.18     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 817417                      | CUSIP: 31406RDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9691 | PA      | $9987.80        | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9858                      | CUSIP: 3133KR5T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13586440 | PA      | $13925027.59    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2802                      | CUSIP: 31418CDG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3634239 | PA      | $3457293.33     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DF4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    22750000 | PA      | $17786907.58    | 0.01%             | 2052-02-22      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    22888000 | PA      | $23237497.40    | 0.01%             | 2038-01-29      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NP6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    21725000 | PA      | $21296723.07    | 0.01%             | 2028-02-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DC1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     4203000 | PA      | $2703849.94     | 0.00%             | 2052-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FM5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     6825000 | PA      | $5336660.73     | 0.00%             | 2045-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAG5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $3573221.03     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BJ          | CUSIP: 91412HKE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5900000 | PA      | $3903002.22     | 0.00%             | 2051-05-15      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AS4<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     8075000 | PA      | $6026931.38     | 0.00%             | 2048-08-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                                                   | HAROT 2025-1 A3                | CUSIP: 43814VAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11000000 | PA      | $11106307.30    | 0.00%             | 2029-09-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782371                      | CUSIP: 36241KT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      536810 | PA      | $542572.62      | 0.00%             | 2038-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NW1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3367098.58     | 0.00%             | 2031-03-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAA7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    12510000 | PA      | $12524535.02    | 0.00%             | 2025-11-19      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QN1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   120722000 | PA      | $122207446.79   | 0.04%             | 2041-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAD7<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13284161.02    | 0.00%             | 2034-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555679                      | CUSIP: 31385XJY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1035867 | PA      | $1046129.19     | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBT9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     5875000 | PA      | $5993107.32     | 0.00%             | 2035-02-06      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Brookfield Capital Finance LLC                                                   | BROOKFIELD CAP                 | CUSIP: 11259NAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12184000 | PA      | $12924245.68    | 0.00%             | 2033-06-14      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FB4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $8399200.72     | 0.00%             | 2031-08-18      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAE5<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    12550000 | PA      | $13705548.17    | 0.00%             | 2040-04-16      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLY5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   944334000 | PA      | $949240107.87   | 0.30%             | 2026-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A3               | CUSIP: 17327FAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6641544 | PA      | $6556357.96     | 0.00%             | 2051-03-10      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DH8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     9500000 | PA      | $8284312.78     | 0.00%             | 2031-01-19      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0424                      | CUSIP: 3132CWPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2787150 | PA      | $2568580.18     | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     3000000 | PA      | $2625897.12     | 0.00%             | 2032-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 69120VBB6<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5508916.51     | 0.00%             | 2028-06-13      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-C                                              | FORDO 2023-C A4                | CUSIP: 344940AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1850000 | PA      | $1894846.59     | 0.00%             | 2029-05-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564661                      | CUSIP: 36213UJE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2396 | PA      | $2464.34        | 0.00%             | 2031-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2486                      | CUSIP: 3140XHXQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      166419 | PA      | $155667.13      | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79410                      | CUSIP: 31288JN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18261 | PA      | $18750.39       | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AH6<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    11900000 | PA      | $11911049.93    | 0.00%             | 2031-11-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QK7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   140325000 | PA      | $129016777.97   | 0.04%             | 2040-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7502                      | CUSIP: 3132DVKP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25165919 | PA      | $23025947.45    | 0.01%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 AS               | CUSIP: 90276RBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2594000 | PA      | $2482994.96     | 0.00%             | 2050-10-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5105                      | CUSIP: 3133KYU64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24168849 | PA      | $20789357.36    | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91808                      | CUSIP: 312940AH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      416212 | PA      | $412919.39      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EN6<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5333217.89     | 0.00%             | 2031-06-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4150                      | CUSIP: 31418RTG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14909 | PA      | $14898.10       | 0.00%             | 2030-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                | CUSIP: 247361A24<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     7769000 | PA      | $7812785.91     | 0.00%             | 2028-07-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7188                      | CUSIP: 3138WG7A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41970 | PA      | $39835.13       | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   574303000 | PA      | $454215346.79   | 0.14%             | 2048-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8798                      | CUSIP: 36179XX35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21941389 | PA      | $20477003.34    | 0.01%             | 2053-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 906563                      | CUSIP: 31411FFC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       93075 | PA      | $97510.60       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HNJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11592000 | PA      | $11642822.35    | 0.00%             | 2027-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2967                      | CUSIP: 3140XJJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10498294 | PA      | $10344034.78    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EV4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    20211000 | PA      | $18241122.93    | 0.01%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | EL PASO CORP                   | CUSIP: 28368EAE6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     7956000 | PA      | $9184563.38     | 0.00%             | 2032-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2903                      | CUSIP: 3140X6GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      873790 | PA      | $807679.34      | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAP6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     6851000 | PA      | $6856742.42     | 0.00%             | 2028-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAT2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    16809000 | PA      | $13248853.35    | 0.00%             | 2045-02-10      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QCA6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    46453000 | PA      | $47229105.48    | 0.02%             | 2034-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03514                      | CUSIP: 3128M5GX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2345 | PA      | $2474.12        | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725257                      | CUSIP: 31402CWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15388 | PA      | $15827.94       | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAR1<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3188471.89     | 0.00%             | 2031-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CE2<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4082868.67     | 0.00%             | 2028-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5254                      | CUSIP: 3140HJZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3672262 | PA      | $3465997.84     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2017-C8                                          | CFCRE 2017-C8 A4               | CUSIP: 12532CBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $3320595.04     | 0.00%             | 2050-06-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AM3<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     5225000 | PA      | $3517099.66     | 0.00%             | 2050-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    25625000 | PA      | $18283463.03    | 0.01%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1186                      | CUSIP: 3138AEJ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1423374 | PA      | $1375836.78     | 0.00%             | 2041-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4315                      | CUSIP: 3140X7YM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2943504 | PA      | $2679699.90     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03457                      | CUSIP: 31292KZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      141747 | PA      | $140626.50      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBC4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     6315000 | PA      | $6291366.83     | 0.00%             | 2033-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAM2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    48300000 | PA      | $41802738.68    | 0.01%             | 2031-05-24      | Fixed         | 2.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5488                      | CUSIP: 3140X9C29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12383744 | PA      | $11699782.83    | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5303                      | CUSIP: 3132DS3L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28394910 | PA      | $29030663.37    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4248                      | CUSIP: 3132E0WH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13090988 | PA      | $13433592.63    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08364                      | CUSIP: 3128MJMN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      198492 | PA      | $197000.78      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867229AD8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |    13095000 | PA      | $13578535.90    | 0.00%             | 2034-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBB3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    10641000 | PA      | $10553905.72    | 0.00%             | 2053-03-27      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KF3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4109000 | PA      | $4160140.38     | 0.00%             | 2027-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBE0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7545461.18     | 0.00%             | 2028-02-15      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406FAE3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     8315000 | PA      | $8160440.29     | 0.00%             | 2026-08-17      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KB9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    17200000 | PA      | $17920146.87    | 0.01%             | 2030-10-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4144                      | CUSIP: 3138LUTA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      560676 | PA      | $539696.12      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735226                      | CUSIP: 31402QYX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      326862 | PA      | $330435.68      | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAX2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6988039.15     | 0.00%             | 2028-11-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5174                        | CUSIP: 36202FXB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2076311 | PA      | $2000704.30     | 0.00%             | 2041-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03205                      | CUSIP: 3128M43N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      248188 | PA      | $255758.24      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4652                      | CUSIP: 36179TEZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27423831 | PA      | $25309283.27    | 0.01%             | 2047-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5497                      | CUSIP: 3140X9DB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4136257 | PA      | $3805426.33     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-A                                            | HART 2023-A A4                 | CUSIP: 448979AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1375000 | PA      | $1376978.35     | 0.00%             | 2028-07-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    28582000 | PA      | $29359676.09    | 0.01%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| FEDEX 2020-1 PASS TST                                                            | FEDEX 2020-1                   | CUSIP: 314353AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16364493 | PA      | $14129220.74    | 0.00%             | 2035-08-20      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CB3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    16375000 | PA      | $13977800.64    | 0.00%             | 2031-04-01      | Fixed         | 1.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725589                      | CUSIP: 31402DC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      436149 | PA      | $440748.02      | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1179                      | CUSIP: 31427NJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30095181 | PA      | $30094982.73    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBT0<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4299840.84     | 0.00%             | 2030-08-10      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8212                      | CUSIP: 31419KDS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1084095 | PA      | $1049135.79     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18525                      | CUSIP: 3128MMSP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      771220 | PA      | $762685.05      | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EM3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    11395000 | PA      | $10434704.69    | 0.00%             | 2054-10-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5718                      | CUSIP: 3138YXK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15216 | PA      | $14859.38       | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4120                      | CUSIP: 31418DSJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    81072363 | PA      | $67776908.98    | 0.02%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CF0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2238036.45     | 0.00%             | 2059-03-01      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3900                        | CUSIP: 36202EKM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      206170 | PA      | $216607.39      | 0.00%             | 2036-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | BRANCH BKG & TR                | CUSIP: 07330MAA5<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3417564.52     | 0.00%             | 2026-10-30      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08742                      | CUSIP: 3128MJZG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2111290 | PA      | $1948784.16     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52536                      | CUSIP: 3128KEY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22651 | PA      | $23814.32       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DU0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    15095000 | PA      | $14891906.80    | 0.00%             | 2035-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4919                      | CUSIP: 31418EPD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15406981 | PA      | $15455026.55    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M12 A2                | CUSIP: 3136AX7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7371218 | PA      | $7221191.21     | 0.00%             | 2027-06-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AX1<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     2575000 | PA      | $2571202.39     | 0.00%             | 2029-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142ET6<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8711420.20     | 0.00%             | 2031-09-22      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAH2<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    22628000 | PA      | $21239462.85    | 0.01%             | 2032-04-05      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AS6<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     4625000 | PA      | $4740811.85     | 0.00%             | 2040-03-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BR1<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1337965.14     | 0.00%             | 2031-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAE0<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4420931.99     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAQ5<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5409430.11     | 0.00%             | 2029-10-30      | Variable      | 7.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BD4725                      | CUSIP: 3617BLHA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1629897 | PA      | $1492235.79     | 0.00%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3493                      | CUSIP: 31416Y3B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      290757 | PA      | $287585.91      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AZ9<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |     4065000 | PA      | $4256587.63     | 0.00%             | 2037-09-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08706                      | CUSIP: 3128MJYC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2971115 | PA      | $2744286.11     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94611                      | CUSIP: 312943DQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      301566 | PA      | $298982.16      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87580                      | CUSIP: 312934M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      627748 | PA      | $635832.23      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JZ7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    24575000 | PA      | $22633083.08    | 0.01%             | 2028-09-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                                            | MSWF 2023-2 A5                 | CUSIP: 55361AAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $2034783.91     | 0.00%             | 2056-12-15      | Variable      | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08677                      | CUSIP: 3128MJXF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2121565 | PA      | $2019559.77     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAD8<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4000459.54     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3768                      | CUSIP: 3132E0FH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30345107 | PA      | $27394895.30    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802AH2<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     6140000 | PA      | $6257834.70     | 0.00%             | 2036-11-17      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CW1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3990000 | PA      | $3639609.85     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06025                      | CUSIP: 3128M8A20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      402274 | PA      | $398917.22      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5327                      | CUSIP: 31418E4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26345196 | PA      | $25842827.38    | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DC0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5148920.49     | 0.00%             | 2028-09-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4078                      | CUSIP: 31418DQ88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54027234 | PA      | $45234577.50    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NG2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19564370.05    | 0.01%             | 2028-02-24      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CY8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    15000000 | PA      | $15328763.43    | 0.00%             | 2029-04-19      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AT4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    11841000 | PA      | $11211383.06    | 0.00%             | 2039-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3900                      | CUSIP: 31417AKN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204973 | PA      | $202678.70      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1041                      | CUSIP: 3132DNEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42953261 | PA      | $37802662.47    | 0.01%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4380                      | CUSIP: 31418D2N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46742697 | PA      | $40772523.22    | 0.01%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCS3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     9275000 | PA      | $9258511.02     | 0.00%             | 2034-08-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840134                      | CUSIP: 31407TLP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6047 | PA      | $6252.50        | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9839                      | CUSIP: 31417G4Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9645852 | PA      | $8998420.80     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 06423AAJ2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      240000 | PA      | $283555.99      | 0.00%             | 2030-09-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBG4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    23664000 | PA      | $15190350.94    | 0.00%             | 2050-02-24      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24823                      | CUSIP: 31297CLC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13809 | PA      | $13976.35       | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                                           | JDOT 2025-A A4                 | CUSIP: 47800DAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1505881.80     | 0.00%             | 2032-02-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | MSBAM 2017-C33 A5              | CUSIP: 61767CAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6500000 | PA      | $6342633.05     | 0.00%             | 2050-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAP3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1058520.96     | 0.00%             | 2029-01-24      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HHV5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    26584000 | PA      | $27107362.49    | 0.01%             | 2040-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                | BMARK 2020-B20 AS              | CUSIP: 08162XBL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      400000 | PA      | $336545.60      | 0.00%             | 2053-10-15      | Fixed         | 2.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15478                      | CUSIP: 31296QCP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5806 | PA      | $5983.76        | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBQ8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8372948.06     | 0.00%             | 2033-01-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAC1<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     5856000 | PA      | $5996075.18     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6548                      | CUSIP: 3140XAH21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29118013 | PA      | $23515646.15    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8432                      | CUSIP: 3132DWLM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    77350446 | PA      | $78673796.39    | 0.03%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3611                      | CUSIP: 3140J8AM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1794737 | PA      | $1725990.61     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JG0<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    34750000 | PA      | $29685044.36    | 0.01%             | 2030-09-30      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CT9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2232967.74     | 0.00%             | 2035-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3855                      | CUSIP: 3140QPH91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18624948 | PA      | $17462414.50    | 0.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M13 2A2               | CUSIP: 3136BHNA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2200000 | PA      | $1789826.72     | 0.00%             | 2033-03-25      | Variable      | 1.68%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BL7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6128816.27     | 0.00%             | 2032-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKA9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    35445000 | PA      | $25137735.63    | 0.01%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BP5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    37279000 | PA      | $36345842.72    | 0.01%             | 2028-05-22      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BQ1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     2789000 | PA      | $2736407.09     | 0.00%             | 2026-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     4107000 | PA      | $4024286.80     | 0.00%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 884993                      | CUSIP: 31410CGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1896 | PA      | $1992.68        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 22550L2G5<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    15735000 | PA      | $15225678.70    | 0.00%             | 2026-08-07      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5530                      | CUSIP: 36179UEB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1609762 | PA      | $1608146.40     | 0.00%             | 2048-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-2                                               | ALLYA 2022-2 A4                | CUSIP: 02008MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2125000 | PA      | $2133012.10     | 0.00%             | 2028-04-17      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                | CUSIP: 151191BD4<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     4300000 | PA      | $3748898.55     | 0.00%             | 2047-11-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0988                      | CUSIP: 31419BC29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           3 | PA      | $3.29           | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBX4<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6539263.16     | 0.00%             | 2032-01-29      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAE0<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1363310.35     | 0.00%             | 2051-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEV0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14616167.21    | 0.00%             | 2033-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AE4<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     5511000 | PA      | $4739529.23     | 0.00%             | 2042-11-02      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VHA5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   114725000 | PA      | $115385727.36   | 0.04%             | 2037-07-02      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GM9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    14250000 | PA      | $14431817.78    | 0.00%             | 2035-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAK0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    12610000 | PA      | $10156188.60    | 0.00%             | 2048-02-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AZ9<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4933359.63     | 0.00%             | 2028-08-16      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                | CUSIP: 34531XAC8<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     8638000 | PA      | $4813503.73     | 0.00%             | 2070-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8453                      | CUSIP: 3132DWMA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   117326226 | PA      | $117325452.02   | 0.04%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAX5<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     3185000 | PA      | $3161141.06     | 0.00%             | 2035-03-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAQ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    12365000 | PA      | $11542382.76    | 0.00%             | 2030-01-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    18300000 | PA      | $16489922.32    | 0.01%             | 2030-01-23      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3P6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    81000000 | PA      | $83092292.94    | 0.03%             | 2031-01-24      | Variable      | 5.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A29694                      | CUSIP: 31297HXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5361 | PA      | $5545.29        | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786679                      | CUSIP: 3622ACJY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12971595 | PA      | $13052797.62    | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41856                      | CUSIP: 3128K2BZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49568 | PA      | $51283.72       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15308                      | CUSIP: 3132J6KW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8376757 | PA      | $7620589.03     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS 2023-C21 B               | CUSIP: 05553WAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1162043.41     | 0.00%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAY4<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     4235000 | PA      | $4141224.41     | 0.00%             | 2026-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $29979529.54    | 0.01%             | 2028-04-26      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255994                      | CUSIP: 31371MKF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         829 | PA      | $827.69         | 0.00%             | 2025-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 402479CF4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2289312.55     | 0.00%             | 2027-05-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7566                      | CUSIP: 3138Y9MQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2321551 | PA      | $2154085.59     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08856                      | CUSIP: 3128MJ5S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3051416 | PA      | $2789849.23     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M11 A2                | CUSIP: 3136AX3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4340546 | PA      | $4145698.38     | 0.00%             | 2029-08-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AW7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6445284.57     | 0.00%             | 2029-11-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03827                      | CUSIP: 31292LHC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      733794 | PA      | $726509.55      | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBP1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    16425000 | PA      | $16606700.58    | 0.01%             | 2055-05-15      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAL9<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9061757.86     | 0.00%             | 2030-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 886607                      | CUSIP: 31410EAG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7644 | PA      | $8039.20        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745515                      | CUSIP: 31403DGY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      902124 | PA      | $912447.99      | 0.00%             | 2036-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82888                       | CUSIP: 36225FF61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      569716 | PA      | $578454.28      | 0.00%             | 2041-07-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAN5<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     5160000 | PA      | $5580212.88     | 0.00%             | 2033-10-13      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBJ7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    14450000 | PA      | $14204250.78    | 0.00%             | 2045-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4439                      | CUSIP: 31418D4Z2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7464221 | PA      | $6501528.75     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FK9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    27413000 | PA      | $18926038.75    | 0.01%             | 2050-02-05      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                   | CUSIP: 455170AB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3350000 | PA      | $2098580.23     | 0.00%             | 2051-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RBA9<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6698615.77     | 0.00%             | 2032-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEV9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   359400000 | PA      | $352857795.08   | 0.11%             | 2029-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                   | CUSIP: 928881AF8<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5369954.74     | 0.00%             | 2031-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6089                      | CUSIP: 36179UXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14175253 | PA      | $12594970.06    | 0.00%             | 2049-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607PH98<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     7314000 | PA      | $7391461.50     | 0.00%             | 2029-03-30      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAK8<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2872065.98     | 0.00%             | 2029-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778591                      | CUSIP: 36176WXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9356 | PA      | $9309.94        | 0.00%             | 2026-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7432                      | CUSIP: 31417EHJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2095490 | PA      | $1908066.31     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAJ4<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10258529.29    | 0.00%             | 2039-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605813                      | CUSIP: 36201XAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45177 | PA      | $45617.73       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT0432                      | CUSIP: 3138WMPS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      939645 | PA      | $852825.66      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0951                      | CUSIP: 3132DNBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13078176 | PA      | $11493601.56    | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06530                      | CUSIP: 3128M8ST2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      255820 | PA      | $269955.44      | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2043                      | CUSIP: 3133L8HU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16223756 | PA      | $14423013.35    | 0.00%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3135                      | CUSIP: 3138WCPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      315004 | PA      | $292991.76      | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meritage Homes Corp                                                              | MERITAGE HOMES                 | CUSIP: 59001ABG6<br>LEI: 52990044W9UMFJO2FB97 | Long             | DBT              | CORP              | US        |     2531000 | PA      | $2539887.00     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Jones Lang LaSalle Inc                                                           | JONES LANG LASAL               | CUSIP: 48020QAB3<br>LEI: 6SYKCME112RT8TQUO411 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5366226.50     | 0.00%             | 2028-12-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                                | BMARK 2020-B19 A5              | CUSIP: 08162WBC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2350000 | PA      | $2033770.37     | 0.00%             | 2053-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBW9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7955000 | PA      | $7388211.33     | 0.00%             | 2030-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAF1<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     4600000 | PA      | $3984880.98     | 0.00%             | 2031-09-14      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2853                      | CUSIP: 3138AGE38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19753 | PA      | $20590.49       | 0.00%             | 2041-06-01      | Floating      | 6.57%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                    | SDART 2023-4 B                 | CUSIP: 802927AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1540000 | PA      | $1560087.91     | 0.00%             | 2028-12-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZQ8<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     6000000 | PA      | $5233755.47     | 0.00%             | 2032-01-12      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO FINANCIAL                  | CUSIP: 12621EAL7<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5449832.64     | 0.00%             | 2029-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance PLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05464HAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    10000000 | PA      | $9898457.50     | 0.00%             | 2027-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AG6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     7580000 | PA      | $6479366.41     | 0.00%             | 2044-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AW6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |    13771000 | PA      | $15266186.81    | 0.00%             | 2038-01-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                  | CUSIP: 929903AM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5725000 | PA      | $5814299.19     | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AC9<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $6515736.75     | 0.00%             | 2030-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 901699                      | CUSIP: 31410YX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25547 | PA      | $26877.00       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AU3<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     8550000 | PA      | $8585982.33     | 0.00%             | 2030-06-30      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                 | CUSIP: 87268LAD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2674079.97     | 0.00%             | 2043-11-23      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233WBM0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     4065000 | PA      | $4215989.30     | 0.00%             | 2028-07-21      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4623                      | CUSIP: 3140QQD51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6866640 | PA      | $6765743.74     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCH8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     4525000 | PA      | $4550346.02     | 0.00%             | 2028-06-09      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDA0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    25078000 | PA      | $26680245.45    | 0.01%             | 2034-06-08      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03613                      | CUSIP: 31292LAN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      519231 | PA      | $503059.85      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15717                      | CUSIP: 3128MESE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           5 | PA      | $5.26           | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83888                      | CUSIP: 312930J92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27958 | PA      | $28903.05       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 485684                      | CUSIP: 36209YRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3197 | PA      | $3291.64        | 0.00%             | 2031-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBF0<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2129366.01     | 0.00%             | 2028-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2021-C                                                       | CNH 2021-C A4                  | CUSIP: 12598LAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      550000 | PA      | $539890.45      | 0.00%             | 2028-10-16      | Fixed         | 1.16%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B36<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    32409000 | PA      | $29572550.03    | 0.01%             | 2030-11-13      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AD2<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $918157.63      | 0.00%             | 2052-11-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07020                      | CUSIP: 3128M9DZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      251532 | PA      | $254776.29      | 0.00%             | 2036-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 035242AN6<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |    21742000 | PA      | $19806992.07    | 0.01%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47597                      | CUSIP: 3128K8NN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      114660 | PA      | $116121.49      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8268                      | CUSIP: 36179XFH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    97439215 | PA      | $94103782.53    | 0.03%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAJ9<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    23750000 | PA      | $22389590.05    | 0.01%             | 2030-05-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     2000000 | PA      | $2033446.47     | 0.00%             | 2032-09-12      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDN8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4061000 | PA      | $3466690.03     | 0.00%             | 2031-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08837                      | CUSIP: 3128MJ4X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6077425 | PA      | $5908618.25     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AJ3<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     1503000 | PA      | $1336370.26     | 0.00%             | 2052-08-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAF2<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |    10840000 | PA      | $10865411.06    | 0.00%             | 2043-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1828                      | CUSIP: 3132DPA57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12817979 | PA      | $12345782.18    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081ED1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    13900000 | PA      | $11415296.08    | 0.00%             | 2046-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6773                      | CUSIP: 3140XNQ31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20971919 | PA      | $22305787.20    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                             | SSM HEALTH CARE                | CUSIP: 784710AA3<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3572280.73     | 0.00%             | 2027-06-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DH6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     8082000 | PA      | $5966503.78     | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6867                      | CUSIP: 3138EPTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1638368 | PA      | $1602608.88     | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1975                      | CUSIP: 3140X5FR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6276979 | PA      | $6086936.75     | 0.00%             | 2049-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY7263                      | CUSIP: 3140NQB98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23111760 | PA      | $23586614.49    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toledo Hospital/The                                                              | TOLEDO HOSPITAL                | CUSIP: 889184AD9<br>LEI: 5493009DCR7NWV6K4T34 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3844926.51     | 0.00%             | 2038-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Texas Private Activity Bond Surface Transportation Corp                          | TX ST PRIV ACTIVITY-B          | CUSIP: 882667AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    13225000 | PA      | $10321541.18    | 0.00%             | 2049-12-31      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933313                      | CUSIP: 31412SK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35496 | PA      | $36751.36       | 0.00%             | 2038-03-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BK4<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     4217000 | PA      | $3937706.70     | 0.00%             | 2031-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G98<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1905000 | PA      | $1933731.47     | 0.00%             | 2032-03-19      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                   | CARMX 2023-4 A3                | CUSIP: 14318XAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1450000 | PA      | $1470902.33     | 0.00%             | 2028-07-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432CT0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     1513000 | PA      | $1782391.65     | 0.00%             | 2032-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0CY2<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    28500000 | PA      | $27731574.62    | 0.01%             | 2027-07-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BB1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    11990000 | PA      | $12124973.18    | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03155                      | CUSIP: 3128M4ZU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      145061 | PA      | $146920.59      | 0.00%             | 2036-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAU4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9559428.64     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AG9<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     7765000 | PA      | $7622515.67     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3992                      | CUSIP: 31418DNJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14128090 | PA      | $12851659.04    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCK9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     7200000 | PA      | $7319635.42     | 0.00%             | 2035-06-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5383                      | CUSIP: 3140X86V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3284315 | PA      | $3162819.38     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781840                      | CUSIP: 36241KBH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      451349 | PA      | $448713.94      | 0.00%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CY2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1009966.23     | 0.00%             | 2052-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CW2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     2390000 | PA      | $2483730.20     | 0.00%             | 2034-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AH6<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     3310000 | PA      | $2908873.85     | 0.00%             | 2030-11-15      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AA5<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     3438000 | PA      | $3455444.28     | 0.00%             | 2027-04-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9172                      | CUSIP: 36179YFM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16679849 | PA      | $17025737.30    | 0.01%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                                       | TAOT 2023-C A4                 | CUSIP: 89231FAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      825000 | PA      | $836404.06      | 0.00%             | 2029-02-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4429                      | CUSIP: 31417A4P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      295176 | PA      | $277888.20      | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                           | GSMS 2019-GC42 A4              | CUSIP: 36257UAL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12280000 | PA      | $11452832.71    | 0.00%             | 2052-09-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03531                      | CUSIP: 31292K4Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46065 | PA      | $44624.68       | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBE1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $11233149.52    | 0.00%             | 2037-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | ST PAUL TRAVELER               | CUSIP: 792860AK4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $3572832.26     | 0.00%             | 2036-06-20      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAT8<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    46262000 | PA      | $45030124.60    | 0.01%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9312                      | CUSIP: 3138WKK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2353090 | PA      | $2166232.15     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BX1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15200000 | PA      | $12813019.50    | 0.00%             | 2032-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAT7<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1241914.06     | 0.00%             | 2032-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEF2<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    18725000 | PA      | $18127524.36    | 0.01%             | 2026-07-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05072                      | CUSIP: 3128M66H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47414 | PA      | $49158.08       | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AF9<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    12900000 | PA      | $12934763.96    | 0.00%             | 2035-07-08      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBB5<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    20401000 | PA      | $18981279.67    | 0.01%             | 2030-06-30      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0673                      | CUSIP: 3140H1XB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1654034 | PA      | $1602717.63     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8726                      | CUSIP: 36179XVT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12421697 | PA      | $12499456.70    | 0.00%             | 2053-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91619                      | CUSIP: 3128P7YQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2415781 | PA      | $2332373.55     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CU4<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    10020000 | PA      | $9211351.03     | 0.00%             | 2030-02-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EG1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    24665000 | PA      | $14598017.67    | 0.00%             | 2061-02-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832718                      | CUSIP: 31407KDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       94682 | PA      | $97525.88       | 0.00%             | 2035-08-01      | Floating      | 7.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SC0190                      | CUSIP: 3132D9F74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5928942 | PA      | $5274077.57     | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K510 A2                   | CUSIP: 3137HB3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5150000 | PA      | $5288471.14     | 0.00%             | 2028-10-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VIRGINIA-REF           | CUSIP: 915217XF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    11890000 | PA      | $6769320.62     | 0.00%             | 2050-09-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAN8<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    32996000 | PA      | $33661063.23    | 0.01%             | 2028-01-24      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4172                      | CUSIP: 3138WDT68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      171959 | PA      | $164305.01      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 A4              | CUSIP: 06427DAS2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7560000 | PA      | $7444656.32     | 0.00%             | 2050-02-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4333                      | CUSIP: 31418DY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    72140471 | PA      | $62011083.34    | 0.02%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439BA6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     8780000 | PA      | $8925029.20     | 0.00%             | 2035-11-26      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5784                      | CUSIP: 3140XMNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11375601 | PA      | $11715970.83    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AA3<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5188188.58     | 0.00%             | 2030-11-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0352                      | CUSIP: 3133KTL99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27884444 | PA      | $23243869.83    | 0.01%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9725                      | CUSIP: 36179YYW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23095908 | PA      | $23153878.31    | 0.01%             | 2054-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5077                      | CUSIP: 3140X8UB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14209865 | PA      | $12630272.63    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2522                      | CUSIP: 36179QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2883784 | PA      | $2757481.61     | 0.00%             | 2045-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BG7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     6599000 | PA      | $5602110.03     | 0.00%             | 2031-06-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AV6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    21150000 | PA      | $21023749.07    | 0.01%             | 2028-03-02      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                           | GSMS 2019-GC40 A3              | CUSIP: 36257HBN5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5200000 | PA      | $4904859.96     | 0.00%             | 2052-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7556                      | CUSIP: 3132DVMD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28387108 | PA      | $24894451.84    | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08810                      | CUSIP: 3128MJ3U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      564667 | PA      | $549159.06      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGR4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    47625000 | PA      | $46888998.44    | 0.01%             | 2028-07-21      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5991                      | CUSIP: 3140X9UR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14452429 | PA      | $12145533.76    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EB0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    25000000 | PA      | $24124994.20    | 0.01%             | 2027-01-13      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE               | CUSIP: 940663AD9<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     5760000 | PA      | $4409700.97     | 0.00%             | 2122-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1584                      | CUSIP: 31418AXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1108403 | PA      | $1082471.61     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 363576AB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $6950866.30     | 0.00%             | 2051-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2503                      | CUSIP: 3132DPX86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6952551 | PA      | $6896018.28     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9799                      | CUSIP: 3140QV3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33877310 | PA      | $34057059.51    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AU0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     8950000 | PA      | $9124582.52     | 0.00%             | 2053-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| DBJPM 2016-C3 Mortgage Trust                                                     | DBJPM 2016-C3 A5               | CUSIP: 23312VAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6575000 | PA      | $6441726.07     | 0.00%             | 2049-08-10      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0698                      | CUSIP: 31417YX44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78399 | PA      | $77924.71       | 0.00%             | 2026-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M12 A2                | CUSIP: 3136B26W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15800000 | PA      | $15392394.76    | 0.00%             | 2030-08-25      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E03048                      | CUSIP: 31294ML58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      185460 | PA      | $183301.17      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   405293600 | PA      | $390585876.23   | 0.12%             | 2026-08-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DS8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    14800000 | PA      | $11007485.18    | 0.00%             | 2041-03-11      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0048                      | CUSIP: 3140EUBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      876062 | PA      | $847775.82      | 0.00%             | 2030-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBF2<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $8236017.51     | 0.00%             | 2029-03-09      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51995                      | CUSIP: 3128KEGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5571 | PA      | $5859.76        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-D                                         | WOART 2023-D A3                | CUSIP: 98164DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2222601.48     | 0.00%             | 2029-02-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CK3<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     7800000 | PA      | $7903118.02     | 0.00%             | 2026-10-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AC7<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10058217.20    | 0.00%             | 2030-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GT5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5825127.51     | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08331                      | CUSIP: 3128MJLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1098775 | PA      | $1091026.33     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                                       | TAOT 2024-A A4                 | CUSIP: 89238DAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1350000 | PA      | $1368797.40     | 0.00%             | 2029-04-16      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400EB5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |      850000 | PA      | $891356.42      | 0.00%             | 2029-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   343279300 | PA      | $257714253.46   | 0.08%             | 2047-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759087                      | CUSIP: 36230UCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2552511 | PA      | $2465814.47     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DT6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    15050000 | PA      | $10333587.80    | 0.00%             | 2051-03-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAW6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     3233000 | PA      | $3250388.67     | 0.00%             | 2065-03-14      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2805                      | CUSIP: 3140QADK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3886984 | PA      | $3769301.40     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   413060000 | PA      | $416900165.12   | 0.13%             | 2032-02-29      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3395                      | CUSIP: 31416YXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1079673 | PA      | $1068490.53     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCJ8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9528996.23     | 0.00%             | 2038-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAD0<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $762231.15      | 0.00%             | 2048-07-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1640                      | CUSIP: 3132ADZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3299850 | PA      | $3209223.77     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C1                                      | CGCMT 2016-C1 AAB              | CUSIP: 17290YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      170122 | PA      | $169514.46      | 0.00%             | 2049-05-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS 2023-C21 AS              | CUSIP: 05553WAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3550000 | PA      | $3771105.01     | 0.00%             | 2056-09-15      | Variable      | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K081 A2                   | CUSIP: 3137FJEH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16400000 | PA      | $16325483.32    | 0.01%             | 2028-08-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                  | CUSIP: 169905AF3<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2851954.63     | 0.00%             | 2029-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEG4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $17887052.64    | 0.01%             | 2028-04-30      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2M3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    13340000 | PA      | $13618640.23    | 0.00%             | 2028-01-10      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08402                      | CUSIP: 3128MJNU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65068 | PA      | $65907.58       | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889505                      | CUSIP: 31410KGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      217382 | PA      | $228117.83      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                 | CUSIP: 680223AL8<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $6400375.87     | 0.00%             | 2051-06-11      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAC6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     2125000 | PA      | $2100065.35     | 0.00%             | 2028-01-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: 83192PAC2<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     2750000 | PA      | $2784915.26     | 0.00%             | 2027-03-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AC8<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     3707000 | PA      | $2876728.47     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAE7<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |    12219000 | PA      | $11277568.83    | 0.00%             | 2032-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Rady Children's Hospital-San Diego                                               | RADY CHILD/SD CA               | CUSIP: 75063MAA5<br>LEI: 549300FOKP65GNO33016 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2646919.55     | 0.00%             | 2051-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AS8<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     7300000 | PA      | $7313843.12     | 0.00%             | 2027-06-30      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV TX REVS-C-BABS            | CUSIP: 9151375R0<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     2200000 | PA      | $2039003.56     | 0.00%             | 2046-08-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04832                      | CUSIP: 3128M6VZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      316827 | PA      | $320850.28      | 0.00%             | 2038-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO7977                      | CUSIP: 3138LY2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1995345 | PA      | $1968633.88     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DS4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    70825000 | PA      | $61065441.55    | 0.02%             | 2031-01-13      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HS9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9767807.74     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   167346000 | PA      | $163417291.59   | 0.05%             | 2040-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781265                      | CUSIP: 36225BMN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       13194 | PA      | $13547.14       | 0.00%             | 2029-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAM1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    14265000 | PA      | $11410888.01    | 0.00%             | 2052-04-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AM2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2957108.72     | 0.00%             | 2029-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M8 A2                 | CUSIP: 3136BQSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3150000 | PA      | $3156770.93     | 0.00%             | 2033-03-25      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAK9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    24500000 | PA      | $24777396.00    | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2Z5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    65755000 | PA      | $56009920.97    | 0.02%             | 2053-04-25      | Variable      | 4.61%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HS5<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     5080000 | PA      | $3856210.92     | 0.00%             | 2050-04-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2332                      | CUSIP: 3133KHSV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      850279 | PA      | $747523.32      | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7540                      | CUSIP: 3132DVLV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12914925 | PA      | $10909949.03    | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BW8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4369739.41     | 0.00%             | 2032-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725591                      | CUSIP: 31402DC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      340250 | PA      | $343857.40      | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                   | CUSIP: 845467AT6<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    10570000 | PA      | $10263917.48    | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 A5              | CUSIP: 36258YBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5910000 | PA      | $5482460.55     | 0.00%             | 2053-02-13      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C41                                   | WFCM 2017-C41 A4               | CUSIP: 95001ABD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10150000 | PA      | $9890381.27     | 0.00%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5094                      | CUSIP: 3133KYUT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11524152 | PA      | $9590151.69     | 0.00%             | 2041-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAX5<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     8260000 | PA      | $8402076.07     | 0.00%             | 2030-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61761J3R8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    53000000 | PA      | $52338945.48    | 0.02%             | 2026-07-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 739821                      | CUSIP: 31402V4E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46998 | PA      | $47472.69       | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAS5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    21785000 | PA      | $22395678.22    | 0.01%             | 2033-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                           | CRVNA 2024-P4 A3               | CUSIP: 14076LAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1508857.80     | 0.00%             | 2030-01-10      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAE2<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |      920000 | PA      | $908412.72      | 0.00%             | 2030-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JT2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    80330000 | PA      | $79173723.55    | 0.03%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAP1<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     4839000 | PA      | $3832662.27     | 0.00%             | 2049-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR               | CUSIP: 78572XAG6<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     8975000 | PA      | $8550633.72     | 0.00%             | 2029-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBV2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    25971000 | PA      | $25190483.90    | 0.01%             | 2037-05-15      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                                  | BANK 2023-BNK46 AS             | CUSIP: 06541DBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1525000 | PA      | $1636115.92     | 0.00%             | 2056-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    13900000 | PA      | $14096383.62    | 0.00%             | 2029-01-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2095                      | CUSIP: 3138AFKH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11249 | PA      | $11195.20       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9382                      | CUSIP: 3138WKM85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      354631 | PA      | $336263.13      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-C                                                       | CNH 2022-C A3                  | CUSIP: 12664JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1475884 | PA      | $1483062.38     | 0.00%             | 2028-04-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCT5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $10265573.28    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBB8<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    16090000 | PA      | $13106108.69    | 0.00%             | 2029-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBR1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     5927000 | PA      | $5974214.64     | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AJ1<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    27572000 | PA      | $26050507.99    | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AT9<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    11053000 | PA      | $9549850.76     | 0.00%             | 2031-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BL4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     4493000 | PA      | $4610429.84     | 0.00%             | 2029-06-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5118                      | CUSIP: 3138MLVL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      628573 | PA      | $616471.68      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95825                      | CUSIP: 312944PJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      797211 | PA      | $772636.89      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CV2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6548936.42     | 0.00%             | 2026-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03837AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     2900000 | PA      | $2797889.58     | 0.00%             | 2034-09-13      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL2207                      | CUSIP: 3617JENY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29066 | PA      | $28078.03       | 0.00%             | 2049-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 A3               | CUSIP: 90276RBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4281829 | PA      | $4196405.00     | 0.00%             | 2050-10-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBD1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     1405000 | PA      | $1435630.59     | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 607179                      | CUSIP: 36201YQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4412 | PA      | $4582.50        | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4065                      | CUSIP: 3140X7QT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1491634 | PA      | $1384717.53     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAD5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    15300000 | PA      | $15024846.33    | 0.00%             | 2026-10-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9394                      | CUSIP: 3138ERNL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16162099 | PA      | $14193769.95    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAH3<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2432318.98     | 0.00%             | 2030-06-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A             | CUSIP: 914455UH1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3950000 | PA      | $2908165.38     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95090                      | CUSIP: 312943UP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      273310 | PA      | $270999.65      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7796                      | CUSIP: 3140QTUW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15948066 | PA      | $16744279.31    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1861                      | CUSIP: 3140XHB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3333122 | PA      | $3181086.88     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5985                      | CUSIP: 36179UUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2643638 | PA      | $2424927.06     | 0.00%             | 2049-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Issuance Trust                                                    | SYNIT 2025-A1 A                | CUSIP: 87166PAP6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4125000 | PA      | $4188700.31     | 0.00%             | 2031-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08432                      | CUSIP: 3128MJPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      314207 | PA      | $311530.86      | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 983475                      | CUSIP: 31415LQ42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70243 | PA      | $74093.65       | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAE6<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     5802000 | PA      | $5498355.59     | 0.00%             | 2029-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CF4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    21025000 | PA      | $21372507.13    | 0.01%             | 2030-03-31      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1027                      | CUSIP: 31418AD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1434693 | PA      | $1347396.63     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7500                      | CUSIP: 3132DVKM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5315078 | PA      | $5043115.37     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 456873AD0<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |    12915000 | PA      | $12701911.08    | 0.00%             | 2029-03-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448CQ9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3081717.58     | 0.00%             | 2044-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAE6<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     1711000 | PA      | $1499432.24     | 0.00%             | 2030-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DW0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      150000 | PA      | $147745.57      | 0.00%             | 2028-01-25      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAB9<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     4945000 | PA      | $4398686.33     | 0.00%             | 2041-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5244                      | CUSIP: 3138XUZJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      602383 | PA      | $590029.55      | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAG8<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |      750000 | PA      | $750179.88      | 0.00%             | 2041-02-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Industrial & Commercial Bank of China Ltd/New York NY                            | ICBC/NEW YORK                  | CUSIP: 45580KAK4<br>LEI: 5493002ERZU2K9PZDL40 | Long             | DBT              | CORP              | CN        |     9212000 | PA      | $9086984.50     | 0.00%             | 2027-11-08      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    24650000 | PA      | $24546644.00    | 0.01%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     5760000 | PA      | $5638220.03     | 0.00%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1665                      | CUSIP: 3140X4Z74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      197675 | PA      | $196653.75      | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARMACEU               | CUSIP: 874060AW6<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    33800000 | PA      | $34416618.68    | 0.01%             | 2028-11-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636234                      | CUSIP: 36291RY71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4409 | PA      | $4453.22        | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0499                      | CUSIP: 3132DMRU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27419481 | PA      | $24157269.96    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE                  | CUSIP: 75968NAE1<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |    30278000 | PA      | $31137715.22    | 0.01%             | 2033-06-05      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-A                                              | FORDO 2022-A A4                | CUSIP: 345286AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      634169 | PA      | $628061.67      | 0.00%             | 2027-05-15      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBJ4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6320152.83     | 0.00%             | 2029-05-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5027                      | CUSIP: 3133KYSQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2993473 | PA      | $2764549.29     | 0.00%             | 2040-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 600594                      | CUSIP: 36200GGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6313 | PA      | $6612.11        | 0.00%             | 2036-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cleveland Clinic Foundation/The                                                  | CLEVELAND CLINIC               | CUSIP: 18600TAA0<br>LEI: 5493005LGDPOFHUC6Z36 | Long             | DBT              | CORP              | US        |     4515000 | PA      | $3797611.92     | 0.00%             | 2114-01-01      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BL2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    10951000 | PA      | $11087100.59    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAH1<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2240216.85     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83575                      | CUSIP: 3129296L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40905 | PA      | $41428.23       | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4924                      | CUSIP: 3140XLPJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55083055 | PA      | $48271390.98    | 0.02%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BA8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $5166050.82     | 0.00%             | 2043-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91581                      | CUSIP: 3128P7XJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2792799 | PA      | $2700013.09     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5268                      | CUSIP: 31418E2A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2564909 | PA      | $2637950.85     | 0.00%             | 2039-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CU0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    11700000 | PA      | $11851754.51    | 0.00%             | 2028-02-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Rollins Inc                                                                      | ROLLINS INC                    | CUSIP: 775711AC8<br>LEI: 549300F2A0BXT4SGWD84 | Long             | DBT              | CORP              | US        |     2707000 | PA      | $2716085.80     | 0.00%             | 2035-02-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7362                      | CUSIP: 3138A9FC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30004 | PA      | $29860.28       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2018-H4                                           | MSC 2018-H4 A4                 | CUSIP: 61691RAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9875000 | PA      | $9782478.16     | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAD3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1935579.33     | 0.00%             | 2027-02-02      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-156 A2                  | CUSIP: 3137HA2B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5100000 | PA      | $5095725.69     | 0.00%             | 2033-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                   | CUSIP: 200340AQ0<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |      850000 | PA      | $839938.00      | 0.00%             | 2026-07-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EU8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    16308000 | PA      | $12310284.54    | 0.00%             | 2050-03-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3373                      | CUSIP: 3140X6XB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4194224 | PA      | $4113692.79     | 0.00%             | 2035-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4807                      | CUSIP: 31418EKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63780022 | PA      | $64018776.12    | 0.02%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sanofi SA                                                                        | SANOFI SA                      | CUSIP: 801060AD6<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |    10775000 | PA      | $10665320.67    | 0.00%             | 2028-06-19      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C77411                      | CUSIP: 31288GGU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         460 | PA      | $464.33         | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS8                                            | GSMS 2017-GS8 A3               | CUSIP: 36254KAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13910000 | PA      | $13528103.73    | 0.00%             | 2050-11-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP7                              | JPMCC 2017-JP7 A5              | CUSIP: 465968AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1215902.13     | 0.00%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3188                      | CUSIP: 3132DQRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15050348 | PA      | $15407780.43    | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAZ1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5476163.77     | 0.00%             | 2027-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AY8<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $2435543.94     | 0.00%             | 2041-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT3209                      | CUSIP: 3138WQR79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      385876 | PA      | $363325.42      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLV9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    35000000 | PA      | $35610995.75    | 0.01%             | 2027-09-15      | Variable      | 5.93%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BP3<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $3392551.39     | 0.00%             | 2046-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-2                                                   | CARMX 2024-2 A3                | CUSIP: 14319EAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5500000 | PA      | $5578121.45     | 0.00%             | 2029-01-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCV0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    14750000 | PA      | $14184161.53    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BP6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    10910000 | PA      | $7585460.92     | 0.00%             | 2056-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3615                      | CUSIP: 31418DAR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5230732 | PA      | $4930392.99     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08675                      | CUSIP: 3128MJXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2640263 | PA      | $2354746.68     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08727                      | CUSIP: 3128MJYZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5660798 | PA      | $5228625.52     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B2PJ8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    26250000 | PA      | $26148307.50    | 0.01%             | 2026-09-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A3               | CUSIP: 95000YAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3925000 | PA      | $3844196.03     | 0.00%             | 2050-10-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1883                      | CUSIP: 3132DPCU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10173775 | PA      | $9462443.99     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HLDGS                | CUSIP: 29452EAD3<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5926771.80     | 0.00%             | 2055-03-28      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AC0<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     9550000 | PA      | $7530647.94     | 0.00%             | 2047-10-01      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DE7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10182933.13    | 0.00%             | 2032-02-22      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J24888                      | CUSIP: 31307DND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      321594 | PA      | $316453.61      | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02703                      | CUSIP: 31294MAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1614 | PA      | $1610.60        | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C21                                                    | BBCMS 2023-C21 A5              | CUSIP: 05553WAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6650000 | PA      | $7083027.39     | 0.00%             | 2056-09-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0305                      | CUSIP: 3140XFKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27886914 | PA      | $22998148.33    | 0.01%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY5315                      | CUSIP: 3140NM3Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2727515 | PA      | $2785600.28     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AY1<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3716978.92     | 0.00%             | 2052-02-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBE9<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    36900000 | PA      | $37579477.97    | 0.01%             | 2035-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AB4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $4507062.51     | 0.00%             | 2035-11-28      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAT2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     5293000 | PA      | $4257835.01     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3735                      | CUSIP: 31418DEH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86455 | PA      | $84766.83       | 0.00%             | 2029-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CL0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    11150000 | PA      | $9581959.24     | 0.00%             | 2031-01-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAK1<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    16820000 | PA      | $15759225.76    | 0.01%             | 2049-01-25      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4016                      | CUSIP: 31418DPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9932020 | PA      | $8886455.11     | 0.00%             | 2040-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FF5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     5000000 | PA      | $4654258.66     | 0.00%             | 2028-06-09      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26367                      | CUSIP: 31297ECC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18907 | PA      | $19516.67       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                   | CUSIP: 83012AAD1<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2005611.68     | 0.00%             | 2030-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBY6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5752000 | PA      | $5916789.68     | 0.00%             | 2031-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15476                      | CUSIP: 31296QCM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11530 | PA      | $11859.23       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                                           | UBSCM 2019-C18 A4              | CUSIP: 90278PBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2850000 | PA      | $2624946.90     | 0.00%             | 2052-12-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CJ5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2821107.59     | 0.00%             | 2038-07-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AK7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3085890.83     | 0.00%             | 2055-06-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3614                      | CUSIP: 31418DAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1738368 | PA      | $1585657.99     | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B39 Mortgage Trust                                                | BMARK 2023-B39 A5              | CUSIP: 081925AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10950000 | PA      | $11536959.42    | 0.00%             | 2056-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4045                      | CUSIP: 31418RP70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1028405 | PA      | $1040334.66     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DG2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    12160000 | PA      | $9584617.84     | 0.00%             | 2047-11-13      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8651                      | CUSIP: 36179XTG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2164674 | PA      | $2244604.32     | 0.00%             | 2053-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                    | CUSIP: 413875AS4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3278194.90     | 0.00%             | 2035-04-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EF1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    19239000 | PA      | $19699259.20    | 0.01%             | 2029-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G31003                      | CUSIP: 3132J4KR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3629908 | PA      | $3333526.08     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BT2<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |    47569000 | PA      | $46016811.42    | 0.01%             | 2035-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AL9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     5110000 | PA      | $4660467.47     | 0.00%             | 2043-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BN5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |      375000 | PA      | $283921.27      | 0.00%             | 2047-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158AY2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4803047.12     | 0.00%             | 2027-05-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0659                      | CUSIP: 3138EGWV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      350047 | PA      | $346449.68      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAH0<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    11216000 | PA      | $11018699.92    | 0.00%             | 2029-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAG3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6522543 | PA      | $6574792.77     | 0.00%             | 2035-06-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786858                      | CUSIP: 3622ACQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6887271 | PA      | $7047847.65     | 0.00%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                   | WFCM 2017-C39 A5               | CUSIP: 95000XAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7175000 | PA      | $6960260.14     | 0.00%             | 2050-09-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888893                      | CUSIP: 31410GRN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34888 | PA      | $36043.55       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4102                      | CUSIP: 31417ARY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1142900 | PA      | $1073612.40     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AQ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5230475.75     | 0.00%             | 2028-03-07      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   479638700 | PA      | $477184297.64   | 0.15%             | 2045-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC3415                      | CUSIP: 3140AQYM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6295338 | PA      | $6170867.95     | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3544                      | CUSIP: 31418C5E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1705398 | PA      | $1649579.02     | 0.00%             | 2038-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBM2<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8210265.93     | 0.00%             | 2029-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0220                      | CUSIP: 36179MG53<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8679438 | PA      | $8091894.37     | 0.00%             | 2042-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DJ8<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5446666.88     | 0.00%             | 2053-11-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBX1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     4358000 | PA      | $4078259.42     | 0.00%             | 2052-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCJ8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    14828000 | PA      | $14860847.32    | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAA4<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |    15440000 | PA      | $11731965.55    | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3639                      | CUSIP: 3138WDBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      604582 | PA      | $579031.21      | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Synovus Bank/Columbus GA                                                         | SYNOVUS BANK GA                | CUSIP: 87164DVJ6<br>LEI: DX0JX77PRMOELF7VG772 | Long             | DBT              | CORP              | US        |     5475000 | PA      | $5535607.79     | 0.00%             | 2028-02-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GN8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6903851.38     | 0.00%             | 2053-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     4466000 | PA      | $4311598.12     | 0.00%             | 2027-11-01      | Variable      | 1.71%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CS9<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $803571.90      | 0.00%             | 2049-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1520 A2                 | CUSIP: 3137FYTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10350000 | PA      | $8373818.61     | 0.00%             | 2036-02-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J35715                      | CUSIP: 31307SK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      912124 | PA      | $878650.93      | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57701                      | CUSIP: 3128KLRW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42249 | PA      | $44447.64       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RM2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   170253700 | PA      | $130383741.31   | 0.04%             | 2045-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2444                      | CUSIP: 3140XHWE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20489926 | PA      | $19339045.81    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND66<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7000000 | PA      | $5041584.10     | 0.00%             | 2050-06-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3247                      | CUSIP: 3140QNTD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40055 | PA      | $34663.39       | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BC6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     4085000 | PA      | $3148367.75     | 0.00%             | 2050-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAR8<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5918796.09     | 0.00%             | 2031-01-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DG5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5380070.15     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   229651500 | PA      | $197419553.72   | 0.06%             | 2043-08-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACS2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     7663000 | PA      | $7130578.22     | 0.00%             | 2029-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHW5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    17926000 | PA      | $17786212.99    | 0.01%             | 2027-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAC3<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2509400.10     | 0.00%             | 2032-01-01      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7589                      | CUSIP: 3133KPNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      262848 | PA      | $228454.84      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AX1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    12745500 | PA      | $12387157.90    | 0.00%             | 2028-06-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82845                       | CUSIP: 36225FET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72530 | PA      | $73838.16       | 0.00%             | 2041-05-20      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DF9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    18043000 | PA      | $18473115.11    | 0.01%             | 2036-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08694                      | CUSIP: 3128MJXY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3133252 | PA      | $2980646.50     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   488256000 | PA      | $492642672.56   | 0.16%             | 2032-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDU7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    54705000 | PA      | $56167512.52    | 0.02%             | 2029-07-24      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAS2<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    15400000 | PA      | $15157897.62    | 0.00%             | 2054-06-28      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3164                      | CUSIP: 3140X6QS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6658609 | PA      | $6117367.47     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2522                      | CUSIP: 31418BYU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4933170 | PA      | $4555304.13     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2441                      | CUSIP: 3132DPWA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5437467 | PA      | $5595913.41     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 USA LLC                                                       | CNOOC FINANCE                  | CUSIP: 12634MAE0<br>LEI: 549300Q3CTIH31RFPO82 | Long             | DBT              | CORP              | US        |    33050000 | PA      | $33226995.86    | 0.01%             | 2028-05-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GJ6<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    44800000 | PA      | $45468632.25    | 0.01%             | 2028-01-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738535                      | CUSIP: 3620ASPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1421757 | PA      | $1374126.00     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DB5<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6039454.64     | 0.00%             | 2034-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                   | CHUBB CORP                     | CUSIP: 171232AQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4557812.51     | 0.00%             | 2037-05-11      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BT5<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    10750000 | PA      | $10190225.59    | 0.00%             | 2054-10-01      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AL7<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4394181.15     | 0.00%             | 2032-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3407                      | CUSIP: 31416YYD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      238248 | PA      | $236449.58      | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BN1<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    22349000 | PA      | $21836757.00    | 0.01%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K083 A2                   | CUSIP: 3137FJXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14770000 | PA      | $14760631.39    | 0.00%             | 2028-09-25      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AB3<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     4585000 | PA      | $4631840.62     | 0.00%             | 2028-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4165                      | CUSIP: 3138WDTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36224 | PA      | $34645.53       | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5124                      | CUSIP: 3140QQVS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12933560 | PA      | $12412646.60    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DD7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     6925000 | PA      | $6113445.17     | 0.00%             | 2046-04-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AA5<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $11792176.82    | 0.00%             | 2050-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EV6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1500898.66     | 0.00%             | 2060-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8266                      | CUSIP: 36179XFF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13703127 | PA      | $12497722.81    | 0.00%             | 2052-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V80020                      | CUSIP: 3132L5AV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2735873 | PA      | $2560513.09     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDU3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $8013836.31     | 0.00%             | 2049-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1875                      | CUSIP: 3140Q9CM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      670221 | PA      | $614066.97      | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERFT3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     5211000 | PA      | $5263125.63     | 0.00%             | 2026-08-28      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704473                      | CUSIP: 36296XT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      256484 | PA      | $249199.37      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2003                      | CUSIP: 3140J6GM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11465240 | PA      | $10853505.25    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8089                      | CUSIP: 3132D57A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23556404 | PA      | $21606039.84    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBC4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     9136000 | PA      | $8983731.46     | 0.00%             | 2028-09-14      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18659                      | CUSIP: 3128MMWV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4321291 | PA      | $4196848.69     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                 | BMARK 2018-B7 A2               | CUSIP: 08162TAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1766654 | PA      | $1758354.95     | 0.00%             | 2053-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJM3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    36510000 | PA      | $36765570.76    | 0.01%             | 2043-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 A5              | CUSIP: 08162BBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2550000 | PA      | $2428844.91     | 0.00%             | 2052-05-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862123AA4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2782204.72     | 0.00%             | 2030-04-30      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18010000 | PA      | $14414970.42    | 0.00%             | 2046-11-15      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEY4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6440642.88     | 0.00%             | 2027-04-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89760                      | CUSIP: 312936ZZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      417579 | PA      | $414329.53      | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 628895                      | CUSIP: 36291HUU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23421 | PA      | $23645.33       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2789000 | PA      | $2869628.62     | 0.00%             | 2029-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AK8<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4667532.47     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAS0<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    15300000 | PA      | $15709570.53    | 0.00%             | 2034-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664DB4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    51085000 | PA      | $39514802.32    | 0.01%             | 2052-03-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EL5<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |    11855000 | PA      | $9335209.10     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GT8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6571892.07     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-1 A                 | CUSIP: 02582JJZ4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    16575000 | PA      | $16660541.92    | 0.01%             | 2028-05-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8053                      | CUSIP: 3140XP5P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24897526 | PA      | $24625054.71    | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08350                      | CUSIP: 3128MJL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31212 | PA      | $32364.31       | 0.00%             | 2039-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0016                      | CUSIP: 3138W9AS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2243943 | PA      | $2028033.24     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DT9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    24715000 | PA      | $27068582.90    | 0.01%             | 2054-05-01      | Fixed         | 6.86%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786358                      | CUSIP: 3622AB5T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32388400 | PA      | $31155729.88    | 0.01%             | 2052-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBF4<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    51247000 | PA      | $52200011.08    | 0.02%             | 2032-03-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BL3<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     7173000 | PA      | $6830267.99     | 0.00%             | 2029-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEM9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    12938000 | PA      | $13205802.22    | 0.00%             | 2028-07-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV TRUSTEES -          | CUSIP: 13077DTS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2400000 | PA      | $2282754.24     | 0.00%             | 2053-11-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67708                      | CUSIP: 3132XCR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3762594 | PA      | $3467108.66     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3563742.38     | 0.00%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0614                      | CUSIP: 31417YVG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1272186 | PA      | $1230510.35     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8083                      | CUSIP: 3132D56U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38372664 | PA      | $34257417.91    | 0.01%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AN0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4658075.37     | 0.00%             | 2041-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| City of Atlanta GA Water & Wastewater Revenue                                    | ATLANTA-TXBL-REF-REV           | CUSIP: 047870SN1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6700000 | PA      | $5499018.30     | 0.00%             | 2035-11-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5139                        | CUSIP: 36202FV86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1475175 | PA      | $1421680.02     | 0.00%             | 2041-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                                         | WOART 2023-C A4                | CUSIP: 98164FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      450000 | PA      | $455550.75      | 0.00%             | 2029-11-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFJ8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    13389000 | PA      | $12577024.42    | 0.00%             | 2029-09-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JAG3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    11425000 | PA      | $11521646.59    | 0.00%             | 2027-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC7174                      | CUSIP: 3617BA6K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       87343 | PA      | $84483.53       | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735667                      | CUSIP: 31402RJL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      784072 | PA      | $792298.20      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | CRVNA 2025-P1 A3               | CUSIP: 14689MAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $753756.45      | 0.00%             | 2030-05-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EN4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    79000000 | PA      | $79882014.96    | 0.03%             | 2029-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AL4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $12368088.32    | 0.00%             | 2028-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DR7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     7750000 | PA      | $7765178.57     | 0.00%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEU5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10011708.19    | 0.00%             | 2033-07-20      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5583                      | CUSIP: 3138A7FZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1100167 | PA      | $1089365.38     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97040                      | CUSIP: 312945ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2600327 | PA      | $2518150.92     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BZ0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $3967416.52     | 0.00%             | 2060-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 313644                      | CUSIP: 31374GLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2903 | PA      | $3053.25        | 0.00%             | 2027-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AQ1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    15896000 | PA      | $15079267.39    | 0.00%             | 2027-05-21      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4210                      | CUSIP: 31418DVC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45680694 | PA      | $38160742.55    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8326                      | CUSIP: 3138WJHC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      486718 | PA      | $461205.36      | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8948                      | CUSIP: 36179X5H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    73255125 | PA      | $73713702.38    | 0.02%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4269                      | CUSIP: 31418DW73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5155289 | PA      | $4587037.80     | 0.00%             | 2041-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AV1<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    24555000 | PA      | $19653125.82    | 0.01%             | 2033-02-01      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AJ6<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    20011000 | PA      | $20432271.09    | 0.01%             | 2027-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBC1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $4917265.64     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                                   | NALT 2024-A A3                 | CUSIP: 65481CAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2550000 | PA      | $2559573.98     | 0.00%             | 2027-04-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KC4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    40865000 | PA      | $32921976.39    | 0.01%             | 2049-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1248756.62     | 0.00%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3937                      | CUSIP: 3140X7LT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7673528 | PA      | $7500369.46     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAE1<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     8775000 | PA      | $5590690.69     | 0.00%             | 2052-05-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                   | CUSIP: 200340AT4<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |     5370000 | PA      | $5246620.98     | 0.00%             | 2029-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8128                      | CUSIP: 3132DWA52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   226900038 | PA      | $180904087.33   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB68<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3700000 | PA      | $2747464.23     | 0.00%             | 2042-06-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0885                      | CUSIP: 3140EU6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3620903 | PA      | $3221791.89     | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4722                      | CUSIP: 36179TG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2097117 | PA      | $2111395.74     | 0.00%             | 2047-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9643                      | CUSIP: 3140QVWD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14691525 | PA      | $14525007.20    | 0.00%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS               | CUSIP: 64972FH25<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     5625000 | PA      | $5685689.81     | 0.00%             | 2041-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | UNIV OF NOTRE DA               | CUSIP: 914744AD9<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     8925000 | PA      | $6858100.01     | 0.00%             | 2045-02-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BR1<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $1761950.68     | 0.00%             | 2047-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 625027                      | CUSIP: 31389GLG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2090 | PA      | $2209.51        | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAF0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    13110000 | PA      | $13299517.08    | 0.00%             | 2028-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7986                      | CUSIP: 36179W2T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24398573 | PA      | $19896562.98    | 0.01%             | 2052-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZS6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5007351.62     | 0.00%             | 2027-08-03      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   798127000 | PA      | $790145730.00   | 0.25%             | 2029-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAX9<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    26765000 | PA      | $23062199.94    | 0.01%             | 2031-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833ED8<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    27800000 | PA      | $24274654.26    | 0.01%             | 2031-02-08      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784605                      | CUSIP: 3622AAAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2151186 | PA      | $2127482.66     | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZU1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    44763000 | PA      | $44817088.28    | 0.01%             | 2028-08-23      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4 7/25                    | CUSIP: 01F040677<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66840000 | PA      | $62132692.74    | 0.02%             | 2025-07-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | PRECISION CAST                 | CUSIP: 740189AP0<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |     5962000 | PA      | $5068607.81     | 0.00%             | 2045-06-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8925                      | CUSIP: 3140XQ4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8965048 | PA      | $9137232.95     | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YG9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    56188000 | PA      | $54636245.33    | 0.02%             | 2026-09-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAM6<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12162194.79    | 0.00%             | 2028-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDR2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    13216000 | PA      | $12397970.76    | 0.00%             | 2039-03-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAD4<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     5598000 | PA      | $5275329.74     | 0.00%             | 2030-05-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FT5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6391414.56     | 0.00%             | 2048-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE1626                      | CUSIP: 3133BAYX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      857606 | PA      | $742173.05      | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6156                      | CUSIP: 36179UZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1419787 | PA      | $1383942.45     | 0.00%             | 2049-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-2                                      | MBART 2023-2 A3                | CUSIP: 58769FAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4400000 | PA      | $4457152.04     | 0.00%             | 2028-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13544                      | CUSIP: 3128PS5D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11875 | PA      | $11832.68       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CD0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    31680000 | PA      | $25646988.89    | 0.01%             | 2046-08-04      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAU2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $17499450.58    | 0.01%             | 2033-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95406                      | CUSIP: 312944AF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      438616 | PA      | $425303.82      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6312                      | CUSIP: 3140XNAN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19206953 | PA      | $20197378.73    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC                 | CUSIP: 68233DAP2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      150000 | PA      | $171523.78      | 0.00%             | 2033-01-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8099                      | CUSIP: 3128UGL70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20610 | PA      | $21391.36       | 0.00%             | 2041-03-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AF0<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     7336000 | PA      | $5950916.61     | 0.00%             | 2042-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638EB4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    13975000 | PA      | $13954279.75    | 0.00%             | 2035-02-08      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5200                      | CUSIP: 3140X8X69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40830648 | PA      | $38626584.81    | 0.01%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4720                      | CUSIP: 36179TG58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8518770 | PA      | $8043394.18     | 0.00%             | 2047-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57426                      | CUSIP: 3132Y1HC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      166284 | PA      | $161821.29      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                 | CUSIP: 03522AAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   131931000 | PA      | $120848143.27   | 0.04%             | 2046-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                                       | CNH 2024-A A3                  | CUSIP: 18978FAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2550000 | PA      | $2562890.76     | 0.00%             | 2029-06-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5233                        | CUSIP: 36202FY67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9277049 | PA      | $8936885.42     | 0.00%             | 2041-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AD3<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $8116548.84     | 0.00%             | 2041-10-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDV5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |      250000 | PA      | $245673.68      | 0.00%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AD2<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     5478000 | PA      | $4631738.63     | 0.00%             | 2044-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AX7<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     8885000 | PA      | $9222091.52     | 0.00%             | 2035-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8469                      | CUSIP: 3132DWMS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52827136 | PA      | $52826787.43    | 0.02%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9906                      | CUSIP: 36180AAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   171132129 | PA      | $171401234.72   | 0.05%             | 2054-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                      | APACHE CORP                    | CUSIP: 037411AW5<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |    16835000 | PA      | $14180910.20    | 0.00%             | 2040-09-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615496                      | CUSIP: 36290RXZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7056 | PA      | $7015.01        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAK0<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    14930000 | PA      | $10728219.36    | 0.00%             | 2041-07-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8857                      | CUSIP: 3138ETZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4614192 | PA      | $4405489.16     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5115                        | CUSIP: 36202FVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7660760 | PA      | $7580347.64     | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22041                      | CUSIP: 31296YHS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5488 | PA      | $5556.23        | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08671                      | CUSIP: 3128MJW97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7714818 | PA      | $7140296.78     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4383                      | CUSIP: 36179S2Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15583262 | PA      | $14723404.24    | 0.00%             | 2047-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q27298                      | CUSIP: 3132M7X37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      154042 | PA      | $147822.69      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7704                      | CUSIP: 36179WRZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   162455112 | PA      | $132478992.02   | 0.04%             | 2051-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAH7<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    12145000 | PA      | $12071614.64    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646843                      | CUSIP: 36292ES84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4381 | PA      | $4424.61        | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520786                      | CUSIP: 36211RRF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17883 | PA      | $18058.66       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AB0<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |    17800000 | PA      | $15723297.88    | 0.00%             | 2045-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0137                      | CUSIP: 3140Y6EK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20711484 | PA      | $21607976.09    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3219                      | CUSIP: 3140QNSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      333721 | PA      | $319166.01      | 0.00%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5722                      | CUSIP: 3138WFLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9473120 | PA      | $8756388.22     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4616                      | CUSIP: 3132DSDV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27669994 | PA      | $29096825.14    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CM3<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     4094000 | PA      | $4030070.05     | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U7W4<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16341705.72    | 0.01%             | 2026-10-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| System Energy Resources Inc                                                      | SYSTEM ENG RES                 | CUSIP: 871911AV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4250721.30     | 0.00%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255899                      | CUSIP: 31371MGG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      275972 | PA      | $285021.17      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBZ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    28908000 | PA      | $22753975.73    | 0.01%             | 2041-03-25      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14873                      | CUSIP: 3128PUMW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4520 | PA      | $4504.85        | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AQ4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     6960000 | PA      | $7162042.77     | 0.00%             | 2034-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBJ2<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13271266.56    | 0.00%             | 2029-03-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9015                      | CUSIP: 36179YAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22701840 | PA      | $21836057.75    | 0.01%             | 2053-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAK1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6850299.28     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3090                      | CUSIP: 31418CNG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      824270 | PA      | $799892.24      | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBS4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $7045102.32     | 0.00%             | 2031-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00764                      | CUSIP: 31292GZ58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19293 | PA      | $19685.47       | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   807806000 | PA      | $819481317.05   | 0.26%             | 2029-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ7859                      | CUSIP: 3138MPWV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      448197 | PA      | $439564.66      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                                        | HAROT 2024-1 A4                | CUSIP: 437918AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      850000 | PA      | $863023.70      | 0.00%             | 2030-05-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDM8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    13300000 | PA      | $13330848.29    | 0.00%             | 2036-07-08      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3778                      | CUSIP: 31418RFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37705 | PA      | $39048.13       | 0.00%             | 2040-05-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAL4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    14335000 | PA      | $12524620.59    | 0.00%             | 2047-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AG6<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     5580000 | PA      | $3747207.56     | 0.00%             | 2050-07-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EG8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5171496.59     | 0.00%             | 2027-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725222                      | CUSIP: 31402CVP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      367160 | PA      | $377655.36      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8214                      | CUSIP: 3132DWDT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   119435942 | PA      | $107712169.56   | 0.03%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CE8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     1875000 | PA      | $1840821.74     | 0.00%             | 2027-05-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2019-A3 A3               | CUSIP: 14041NFV8<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    15250000 | PA      | $14894289.18    | 0.00%             | 2028-08-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 B                 | CUSIP: 09660SAY6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $5749107.65     | 0.00%             | 2057-05-15      | Variable      | 7.25%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                       | BBCMS 2019-C4 A5               | CUSIP: 07335CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12610000 | PA      | $11763908.09    | 0.00%             | 2052-08-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10059995.83    | 0.00%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5386                      | CUSIP: 3132DS6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11649986 | PA      | $11942936.06    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                    | SDART 2023-4 A3                | CUSIP: 802927AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1894395 | PA      | $1899652.29     | 0.00%             | 2028-04-17      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725250                      | CUSIP: 31402CWK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85762 | PA      | $86639.73       | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K760 A2                   | CUSIP: 3137HKDD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25000000 | PA      | $25283417.50    | 0.01%             | 2032-01-25      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC1840                      | CUSIP: 31417LBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24074 | PA      | $23858.09       | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AQ9<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |    11055000 | PA      | $9328792.21     | 0.00%             | 2046-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW1007                      | CUSIP: 3138XQDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5082593 | PA      | $4882517.56     | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCS3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3731000 | PA      | $3812447.91     | 0.00%             | 2029-01-17      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BU4<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     3936000 | PA      | $3756240.39     | 0.00%             | 2030-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9780                      | CUSIP: 36179Y2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   128335117 | PA      | $130384796.07   | 0.04%             | 2054-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH          | CUSIP: 576004HG3<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     3024400 | PA      | $3016760.51     | 0.00%             | 2031-07-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4183                      | CUSIP: 31418DUH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27764481 | PA      | $23211247.63    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D96976                      | CUSIP: 3128E3XD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         488 | PA      | $488.81         | 0.00%             | 2026-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2495                      | CUSIP: 31418BXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7482469 | PA      | $6909333.92     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                            | GSMS 2016-GS4 A3               | CUSIP: 36251XAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      590239 | PA      | $581097.28      | 0.00%             | 2049-11-10      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGL0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    15722000 | PA      | $15655426.82    | 0.00%             | 2028-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94760                      | CUSIP: 312943JD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      218614 | PA      | $211953.86      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | AQUA AMERICA INC               | CUSIP: 03836WAB9<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     8836000 | PA      | $8565653.90     | 0.00%             | 2029-05-01      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| BGC Group Inc                                                                    | BGC GROUP INC                  | CUSIP: 088929AC8<br>LEI: 2549001IGRCG4F0RLD36 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $5133885.17     | 0.00%             | 2028-05-25      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BM7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    12425000 | PA      | $10179313.49    | 0.00%             | 2057-08-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DS3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    15320000 | PA      | $12597356.47    | 0.00%             | 2049-04-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5141                        | CUSIP: 36202FWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      428352 | PA      | $434004.00      | 0.00%             | 2041-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX1661                      | CUSIP: 3140N5Z31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      883466 | PA      | $823352.02      | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 Commercial Mortgage Trust                                          | CSAIL 2015-C1 B                | CUSIP: 126281BE3<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     1525000 | PA      | $1454773.75     | 0.00%             | 2050-04-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AT6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     4150000 | PA      | $4163684.51     | 0.00%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8276                      | CUSIP: 3132DWFR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33153463 | PA      | $32687036.70    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                  | CUSIP: 38173MAB8<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     1243000 | PA      | $1209775.04     | 0.00%             | 2026-08-24      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAK5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2477891.92     | 0.00%             | 2042-02-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINAN               | CUSIP: 11133TAD5<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $7684680.96     | 0.00%             | 2029-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 793649                      | CUSIP: 31405MWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         391 | PA      | $403.81         | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-IG1 Mortgage Trust                                                | BMARK 2020-IG1 AS              | CUSIP: 08162LAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2125000 | PA      | $1741114.08     | 0.00%             | 2043-09-15      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252496                      | CUSIP: 31371HNM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1118 | PA      | $1136.91        | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAT3<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     8283000 | PA      | $8293483.71     | 0.00%             | 2028-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C1                                            | UBSCM 2017-C1 A4               | CUSIP: 90276EAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7950000 | PA      | $7776529.41     | 0.00%             | 2050-06-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6598                      | CUSIP: 3140XNKL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21293425 | PA      | $19183310.36    | 0.01%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930922                      | CUSIP: 31412PG70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      655810 | PA      | $650222.47      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91596                      | CUSIP: 3128P7XZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1014900 | PA      | $980237.13      | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q37198                      | CUSIP: 3132QT7L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86621 | PA      | $77253.81       | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3524                      | CUSIP: 3140QN4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20003 | PA      | $17392.04       | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8149                      | CUSIP: 36179XBS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21471368 | PA      | $19596046.19    | 0.01%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2023-B                                                   | NALT 2023-B A4                 | CUSIP: 65473FAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      550000 | PA      | $551741.69      | 0.00%             | 2027-11-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887615                      | CUSIP: 31410FDU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2286 | PA      | $2395.64        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBF8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    31450000 | PA      | $28117845.21    | 0.01%             | 2040-03-19      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CP5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    39279000 | PA      | $36369254.28    | 0.01%             | 2032-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                | CUSIP: 98459LAC7<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     8065000 | PA      | $4795372.31     | 0.00%             | 2050-04-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35072                      | CUSIP: 31297QT58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16661 | PA      | $16859.06       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: D4S46MLM5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    45775000 | PA      | $45973447.12    | 0.01%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 AS              | CUSIP: 06541RBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3125000 | PA      | $2887678.75     | 0.00%             | 2052-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701361                      | CUSIP: 36296UFA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19490 | PA      | $19285.62       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BQ2<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     3440000 | PA      | $3490154.61     | 0.00%             | 2034-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7721                      | CUSIP: 3140XBSK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23387129 | PA      | $19661386.22    | 0.01%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAB8<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2363501.72     | 0.00%             | 2029-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18474                      | CUSIP: 3128MMQ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1333694 | PA      | $1297304.09     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8157                      | CUSIP: 3132DWB28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17471990 | PA      | $15240394.05    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2015 Australia Pty Ltd                                             | CNOOC FINANCE                  | CUSIP: 12634GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | AU        |     5000000 | PA      | $4428707.18     | 0.00%             | 2045-05-05      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7518                      | CUSIP: 3132DVK79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1482396 | PA      | $1307418.99     | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2801                      | CUSIP: 3140QADF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1301406 | PA      | $1265664.96     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAH0<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2086541.54     | 0.00%             | 2047-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A59270                      | CUSIP: 3128KNJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           1 | PA      | $1.04           | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN               | CUSIP: 829932AE2<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    10475000 | PA      | $10669134.68    | 0.00%             | 2030-07-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A11301                      | CUSIP: 31296KNS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4552 | PA      | $4692.64        | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 960463                      | CUSIP: 31414AQQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23167 | PA      | $24346.73       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BR7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    12457000 | PA      | $7597119.60     | 0.00%             | 2051-08-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                      | MSBAM 2016-C32 AS              | CUSIP: 61691GAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3050000 | PA      | $2997012.35     | 0.00%             | 2049-12-15      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783390                      | CUSIP: 36241LXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1011406 | PA      | $976013.30      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CV9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    32734000 | PA      | $32004303.35    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CJ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    12750000 | PA      | $12306146.91    | 0.00%             | 2049-02-11      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERT84<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     9260000 | PA      | $9367953.08     | 0.00%             | 2028-01-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30703                      | CUSIP: 3132J4AD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      787764 | PA      | $770285.21      | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BA0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $11121025.93    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BR6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    27550000 | PA      | $26863054.10    | 0.01%             | 2029-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BM3956                      | CUSIP: 3617JUMD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1096387 | PA      | $1120381.42     | 0.00%             | 2049-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBF5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    11269000 | PA      | $9933768.91     | 0.00%             | 2045-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01771                      | CUSIP: 31283H6G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      332663 | PA      | $343460.45      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CZ9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    16189000 | PA      | $14574569.31    | 0.00%             | 2053-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 664444                      | CUSIP: 36295AER2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1344 | PA      | $1401.19        | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAR0<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2530198.49     | 0.00%             | 2034-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q18251                      | CUSIP: 3132J9TH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4902184 | PA      | $4582715.34     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7582                      | CUSIP: 3138WHM82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1819134 | PA      | $1618621.78     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10490000 | PA      | $10742972.17    | 0.00%             | 2028-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6064                      | CUSIP: 3138WFW28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2543872 | PA      | $2269040.12     | 0.00%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | WFCM 2016-LC24 ASB             | CUSIP: 95000HBG6<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |      442091 | PA      | $439465.92      | 0.00%             | 2049-10-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2C0<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |     6975000 | PA      | $7160112.46     | 0.00%             | 2028-09-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1366                      | CUSIP: 31416WQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4614 | PA      | $4599.29        | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGN8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    48254000 | PA      | $41582093.97    | 0.01%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8G8<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    23620000 | PA      | $23653913.43    | 0.01%             | 2027-10-15      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 564760CC8<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    14750000 | PA      | $14847217.94    | 0.00%             | 2028-07-06      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     9075000 | PA      | $7701425.39     | 0.00%             | 2032-01-06      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAH7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    12912000 | PA      | $12577141.00    | 0.00%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4286                      | CUSIP: 3140X7XQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9567761 | PA      | $7682054.76     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DR7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8233223.22     | 0.00%             | 2028-04-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2076                      | CUSIP: 3132DPJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4491247 | PA      | $3586420.10     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RLJ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    91005000 | PA      | $61386252.37    | 0.02%             | 2055-09-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BF9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $4480655.59     | 0.00%             | 2034-11-01      | Variable      | 3.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0535                      | CUSIP: 3138MFSZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5666961 | PA      | $5191843.39     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QCB4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $17113860.23    | 0.01%             | 2029-11-25      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| City of San Francisco CA Public Utilities Commission Water Revenue               | SAN FRANCISCO WTR-BAB          | CUSIP: 79765RTL3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5795000 | PA      | $6463312.43     | 0.00%             | 2050-11-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93497                      | CUSIP: 3129413E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      265469 | PA      | $263286.09      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAX2<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $11748729.51    | 0.00%             | 2052-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93093                      | CUSIP: 312941NJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3518056 | PA      | $3490668.61     | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CM2<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    26338000 | PA      | $18885141.32    | 0.01%             | 2041-10-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6709                      | CUSIP: 36179VN22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    51577036 | PA      | $43922585.66    | 0.01%             | 2050-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97644                      | CUSIP: 312946P59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14372 | PA      | $13925.30       | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10964000 | PA      | $9348002.22     | 0.00%             | 2045-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBG7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     2521000 | PA      | $2528589.63     | 0.00%             | 2059-02-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2909                      | CUSIP: 31418CGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1194282 | PA      | $1147216.19     | 0.00%             | 2037-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0535                      | CUSIP: 36179MSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1132948 | PA      | $1089288.79     | 0.00%             | 2042-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J23926                      | CUSIP: 31307CLF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      489936 | PA      | $479350.19      | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAY8<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    11504000 | PA      | $8978718.75     | 0.00%             | 2039-08-16      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CZ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    15700000 | PA      | $15910818.22    | 0.01%             | 2031-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAQ6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    16209000 | PA      | $13504836.28    | 0.00%             | 2043-05-02      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78865                      | CUSIP: 31288HZ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15207 | PA      | $15374.95       | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAP9<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    10161000 | PA      | $10703647.89    | 0.00%             | 2038-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AX7<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    14550000 | PA      | $14309696.57    | 0.00%             | 2026-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     3000000 | PA      | $2657706.92     | 0.00%             | 2031-12-02      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAC3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6458325.17     | 0.00%             | 2027-09-15      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP                 | CUSIP: 049468AB7<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5848240.00     | 0.00%             | 2034-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CW3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    69871000 | PA      | $67031753.04    | 0.02%             | 2050-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                   | BANK 2017-BNK9 A3              | CUSIP: 06540RAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2691452 | PA      | $2636523.59     | 0.00%             | 2054-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03812                      | CUSIP: 3128M5R93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      147518 | PA      | $152985.74      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TGY5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19118626.17    | 0.01%             | 2030-04-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9668                      | CUSIP: 36179YW59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23061405 | PA      | $23126495.96    | 0.01%             | 2054-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615904                      | CUSIP: 36290SGM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1470 | PA      | $1461.77        | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422ETW9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $7886830.45     | 0.00%             | 2027-09-08      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725249                      | CUSIP: 31402CWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      121031 | PA      | $122278.17      | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93990                      | CUSIP: 312942NF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7052106 | PA      | $6838432.56     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK9                                                                   | BANK 2017-BNK9 A4              | CUSIP: 06540RAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6150000 | PA      | $5999123.28     | 0.00%             | 2054-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CA9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7450000 | PA      | $5305544.10     | 0.00%             | 2050-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782451                      | CUSIP: 36241KWL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4407 | PA      | $4626.85        | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K152 A2                   | CUSIP: 3137BPVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3500000 | PA      | $3307886.40     | 0.00%             | 2031-01-25      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAF1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     5205000 | PA      | $5523992.10     | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3904                      | CUSIP: 3140X7KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14777843 | PA      | $13947799.83    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1200                      | CUSIP: 31418AKN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1744757 | PA      | $1685392.80     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 559433                      | CUSIP: 36213NPS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3829 | PA      | $3931.02        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4269                      | CUSIP: 3132E0W65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30011004 | PA      | $22570462.52    | 0.01%             | 2052-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DG9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    14625000 | PA      | $15204515.20    | 0.00%             | 2035-02-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    13143000 | PA      | $13365788.00    | 0.00%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8497                      | CUSIP: 3140XCNP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16959391 | PA      | $15624126.95    | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    11100000 | PA      | $10960009.68    | 0.00%             | 2040-08-17      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAF6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    20288000 | PA      | $19885846.81    | 0.01%             | 2029-04-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECT0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    18531000 | PA      | $18670488.63    | 0.01%             | 2028-09-10      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBL0<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15530850.83    | 0.00%             | 2028-10-25      | Variable      | 5.80%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CM0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    19410000 | PA      | $17255055.47    | 0.01%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AK6<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6063464.41     | 0.00%             | 2027-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAF5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     5175000 | PA      | $4230917.98     | 0.00%             | 2042-09-21      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BK5<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     3984000 | PA      | $4004665.77     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5487                      | CUSIP: 31419GCZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       55709 | PA      | $55465.38       | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AQ8<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     9890000 | PA      | $10186838.01    | 0.00%             | 2033-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3075                      | CUSIP: 3140X6MZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6824987 | PA      | $6470705.34     | 0.00%             | 2039-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03517                      | CUSIP: 31292K4A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1891611 | PA      | $1875598.39     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BH5<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $3736116.74     | 0.00%             | 2051-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCN8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4868970.28     | 0.00%             | 2030-02-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2E6<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |     2650000 | PA      | $2636538.96     | 0.00%             | 2027-02-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1148502000 | PA      | $1152405115.14  | 0.37%             | 2034-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   594900000 | PA      | $549585348.59   | 0.17%             | 2028-12-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5122                      | CUSIP: 3140XLVQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6299740 | PA      | $6533514.19     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                                   | CF 2019-CF1 A5                 | CUSIP: 12529MAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5705000 | PA      | $5481167.18     | 0.00%             | 2052-05-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41693                      | CUSIP: 3128K13A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9510 | PA      | $9842.63        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2016-C1                               | JPMBB 2016-C1 ASB              | CUSIP: 46645LAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      209490 | PA      | $208618.70      | 0.00%             | 2049-03-17      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAG8<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    22254000 | PA      | $14010694.92    | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CK0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     6061000 | PA      | $4734018.52     | 0.00%             | 2062-04-13      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 04517PBT8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    22450000 | PA      | $22074454.23    | 0.01%             | 2033-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8430                      | CUSIP: 3132DWLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26819938 | PA      | $26308516.98    | 0.01%             | 2054-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAF4<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    24495000 | PA      | $24172364.31    | 0.01%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| American Airlines 2021-1 Class A Pass Through Trust                              | AM AIRLN 21-1A                 | CUSIP: 02379KAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19043797 | PA      | $16913331.96    | 0.01%             | 2036-01-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                    | BBCMS 2025-C32 A5              | CUSIP: 07337AAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5500000 | PA      | $5780168.35     | 0.00%             | 2062-02-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7418                      | CUSIP: 36179WG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   177559093 | PA      | $151096910.84   | 0.05%             | 2051-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1772                      | CUSIP: 31418A6J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2158099 | PA      | $2105577.52     | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAW0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6884427.65     | 0.00%             | 2027-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8515                      | CUSIP: 3132DWN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37402554 | PA      | $37402307.52    | 0.01%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBW9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $7640742.98     | 0.00%             | 2053-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54665                      | CUSIP: 3128KHFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7476 | PA      | $7844.47        | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03432                      | CUSIP: 3128M5ED8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       95011 | PA      | $98410.50       | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAK4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    44833000 | PA      | $44044134.56    | 0.01%             | 2028-07-22      | Variable      | 3.59%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAH5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    10550000 | PA      | $10306347.27    | 0.00%             | 2027-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 737215                      | CUSIP: 31402TAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9892 | PA      | $10153.50       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CQ6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    24900000 | PA      | $17587969.52    | 0.01%             | 2050-02-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08068                      | CUSIP: 3128MJCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      713737 | PA      | $738051.88      | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4024                      | CUSIP: 3140QBPJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5786596 | PA      | $5276452.94     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745950                      | CUSIP: 31403DWK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      369103 | PA      | $387626.28      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4206                      | CUSIP: 3138AVU86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      349786 | PA      | $328886.19      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HW0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    20800000 | PA      | $20121169.99    | 0.01%             | 2027-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                | CUSIP: 65334HAG7<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |    11325000 | PA      | $13207001.81    | 0.00%             | 2037-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-A Owner Trust                                       | NAROT 2024-A A3                | CUSIP: 65479UAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3034232.40     | 0.00%             | 2028-12-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 Mortgage Trust                                                      | BMO 2023-5C1 AS                | CUSIP: 055986AF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      700000 | PA      | $742482.58      | 0.00%             | 2056-08-15      | Variable      | 7.35%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AS8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     8801000 | PA      | $7309968.38     | 0.00%             | 2048-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBH6<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     5700000 | PA      | $5771901.38     | 0.00%             | 2054-06-17      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK41                                                                  | BANK 2022-BNK41 A4             | CUSIP: 06540MBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2550000 | PA      | $2394139.67     | 0.00%             | 2065-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BP0<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     5137000 | PA      | $4573553.26     | 0.00%             | 2043-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                  | CUSIP: 758750AN3<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    11450000 | PA      | $11998558.19    | 0.00%             | 2030-02-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     1920000 | PA      | $1945723.85     | 0.00%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAY6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4882000 | PA      | $3567693.13     | 0.00%             | 2049-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A71410                      | CUSIP: 3128L4R71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12238 | PA      | $12927.32       | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DQ9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2486940.73     | 0.00%             | 2034-11-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |     3717000 | PA      | $3748883.23     | 0.00%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                | IBM INT CAPITAL                | CUSIP: 449276AC8<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     6000000 | PA      | $6059072.01     | 0.00%             | 2029-02-05      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   749246000 | PA      | $751031310.86   | 0.24%             | 2027-05-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KX8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    22980000 | PA      | $23186414.46    | 0.01%             | 2028-02-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08784                      | CUSIP: 3128MJ2S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14738792 | PA      | $13558291.03    | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2694                      | CUSIP: 3142GS7G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18368171 | PA      | $18465630.96    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4783                      | CUSIP: 31418EJ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      857288 | PA      | $798955.81      | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236THG3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     9277000 | PA      | $8722241.50     | 0.00%             | 2027-08-13      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BQ5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7083884.36     | 0.00%             | 2034-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZX1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    18100000 | PA      | $18231733.95    | 0.01%             | 2027-07-23      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBJ9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    25343000 | PA      | $20049911.20    | 0.01%             | 2041-02-15      | Fixed         | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 762808                      | CUSIP: 36176DGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      984149 | PA      | $972727.85      | 0.00%             | 2041-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622278                      | CUSIP: 36291AJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10710 | PA      | $10810.85       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5217                      | CUSIP: 3140X8YP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16176470 | PA      | $12968035.60    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-C                                                    | JDOT 2023-C A4                 | CUSIP: 47787CAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220000 | PA      | $1245068.68     | 0.00%             | 2030-08-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BV0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4497707.85     | 0.00%             | 2055-04-01      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0291                      | CUSIP: 3132DMKC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24301862 | PA      | $24225767.66    | 0.01%             | 2050-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0416                      | CUSIP: 3140XFPA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20437402 | PA      | $17884530.99    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4922                      | CUSIP: 3140QQPG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6251040 | PA      | $6422449.73     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863CE6<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    12200000 | PA      | $9447900.69     | 0.00%             | 2047-06-21      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UCK3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     9650000 | PA      | $9481696.20     | 0.00%             | 2026-08-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1660                      | CUSIP: 3138X0Z27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      785150 | PA      | $767377.39      | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | NORSK HYDRO A/S                | CUSIP: 656531AM2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     4350000 | PA      | $4641340.21     | 0.00%             | 2027-09-23      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAF6<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     9628000 | PA      | $10553245.78    | 0.00%             | 2034-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0023                      | CUSIP: 36179MAY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3960204 | PA      | $3812279.63     | 0.00%             | 2042-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oriental Republic of Uruguay                                                     | REPUB URUGUAY                  | CUSIP: 760942BG6<br>LEI: 549300RDR012H2V82H43 | Long             | DBT              | NUSS              | UY        |    14500000 | PA      | $13126708.53    | 0.00%             | 2060-09-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCB5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     8900000 | PA      | $8867297.03     | 0.00%             | 2030-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9673                      | CUSIP: 3138WKXB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2941321 | PA      | $2707752.35     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AK4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    10990000 | PA      | $11404953.70    | 0.00%             | 2029-09-13      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718DB2<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6718262.30     | 0.00%             | 2034-08-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4694                      | CUSIP: 3140QQGC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7286460 | PA      | $7363830.91     | 0.00%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CZ1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    98227000 | PA      | $84845000.48    | 0.03%             | 2048-03-25      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| National Health Investors Inc                                                    | NATIONAL HEALTH                | CUSIP: 63633DAF1<br>LEI: 549300ZPKZIG6DKDEC02 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $7546297.60     | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   637584400 | PA      | $646226658.89   | 0.21%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04236                      | CUSIP: 31292LV51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      447143 | PA      | $407621.06      | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CD3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    14250000 | PA      | $14127003.12    | 0.00%             | 2031-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAK0<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |     8700000 | PA      | $8790343.22     | 0.00%             | 2030-03-14      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BJ8<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     3202000 | PA      | $1909128.06     | 0.00%             | 2055-08-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46869                      | CUSIP: 3132WLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      679310 | PA      | $643888.86      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8184                      | CUSIP: 3132DWCV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14338945 | PA      | $12480629.03    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3690                      | CUSIP: 3133KKC31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35305325 | PA      | $28402176.79    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFB7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    43645000 | PA      | $44154335.49    | 0.01%             | 2030-01-07      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03092                      | CUSIP: 3128M4XV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      467256 | PA      | $483711.76      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BC6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    16175000 | PA      | $15955202.37    | 0.01%             | 2027-06-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AH8<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     8932000 | PA      | $6721868.18     | 0.00%             | 2050-04-03      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                | CUSIP: 25731VAC8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2811149.53     | 0.00%             | 2035-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4839                      | CUSIP: 36179TLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1020254 | PA      | $997684.77      | 0.00%             | 2047-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   555620000 | PA      | $515120508.16   | 0.16%             | 2028-10-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BN1<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     6491000 | PA      | $4882217.02     | 0.00%             | 2045-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAM1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    20101000 | PA      | $19267925.28    | 0.01%             | 2034-03-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Yale University                                                                  | YALE UNIVERSITY                | CUSIP: 98459LAB9<br>LEI: 9SFB6DIM0FRWV0EV8S84 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4694104.12     | 0.00%             | 2030-04-15      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEE2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    23765000 | PA      | $24251100.30    | 0.01%             | 2028-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BJ5<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     4397000 | PA      | $3488864.94     | 0.00%             | 2048-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL C-2              | CUSIP: 64966SGN0<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     8150000 | PA      | $7915719.29     | 0.00%             | 2037-09-01      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BX5440                      | CUSIP: 3140NABJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4440703 | PA      | $4460657.27     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05852                      | CUSIP: 3128M7ZR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      155159 | PA      | $160747.86      | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733756                      | CUSIP: 31402NE53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10507 | PA      | $10612.50       | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BW9<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $4337177.16     | 0.00%             | 2051-08-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CZ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    27000000 | PA      | $27400161.14    | 0.01%             | 2034-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBA8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1798190.50     | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649520                      | CUSIP: 36292HSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6939 | PA      | $7010.15        | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9366                      | CUSIP: 36179YMP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2715663 | PA      | $2808535.57     | 0.00%             | 2053-12-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAQ5<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4661479.79     | 0.00%             | 2028-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18401                      | CUSIP: 3128MMNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126735 | PA      | $125856.72      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6955                      | CUSIP: 3133KNWQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      499156 | PA      | $431969.65      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0727                      | CUSIP: 3140W0YZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14704019 | PA      | $15488668.19    | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-1                                       | EART 2022-1A D                 | CUSIP: 30167JAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1338732 | PA      | $1326435.68     | 0.00%             | 2028-06-15      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDP2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    11000000 | PA      | $11358401.42    | 0.00%             | 2034-07-09      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAT8<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $3147634.11     | 0.00%             | 2064-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEN2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $25751807.17    | 0.01%             | 2029-01-07      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAV1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    13897000 | PA      | $12390704.75    | 0.00%             | 2047-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AJ0<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     7965000 | PA      | $8373914.64     | 0.00%             | 2037-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781287                      | CUSIP: 36225BNC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7335 | PA      | $7528.39        | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAV3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1121586.97     | 0.00%             | 2046-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5106                      | CUSIP: 31418EU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58989176 | PA      | $57956499.27    | 0.02%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7771                      | CUSIP: 3133KPT40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3763344 | PA      | $3522562.58     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P2                                           | CRVNA 2025-P2 A4               | CUSIP: 14688YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2527680.50     | 0.00%             | 2031-06-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC51<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    30123000 | PA      | $30158538.43    | 0.01%             | 2056-01-28      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EYH4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    38500000 | PA      | $33776167.65    | 0.01%             | 2031-11-03      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0944                      | CUSIP: 3138A2BN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      435181 | PA      | $421139.70      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03504                      | CUSIP: 3128M5GM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      229161 | PA      | $241750.06      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CX5<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    15000000 | PA      | $15097102.36    | 0.00%             | 2030-09-11      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0671                      | CUSIP: 3140XFW98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      254689 | PA      | $220407.66      | 0.00%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C19                                                    | BBCMS 2023-C19 AS              | CUSIP: 05553RAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1075000 | PA      | $1114145.80     | 0.00%             | 2056-04-15      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3172                      | CUSIP: 36179RQZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16549798 | PA      | $14834092.10    | 0.00%             | 2045-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2023-A1 A1               | CUSIP: 05522RDG0<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |    12225000 | PA      | $12277289.99    | 0.00%             | 2028-05-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2607                      | CUSIP: 3140XH3R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54158533 | PA      | $50761135.39    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AQ2<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     9487000 | PA      | $9749420.54     | 0.00%             | 2028-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08783                      | CUSIP: 3128MJ2R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6126245 | PA      | $5433126.93     | 0.00%             | 2047-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CY6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7273423.73     | 0.00%             | 2053-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7396                      | CUSIP: 3140QFGE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8977330 | PA      | $8233585.21     | 0.00%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0046                      | CUSIP: 3132ACBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4644311 | PA      | $4413927.15     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CE1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    21220000 | PA      | $21921874.65    | 0.01%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AJ1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     3021000 | PA      | $3001300.00     | 0.00%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAJ4<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $9316148.64     | 0.00%             | 2028-09-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CR9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     3029000 | PA      | $3003878.25     | 0.00%             | 2027-03-25      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6432                      | CUSIP: 31418UEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1210110 | PA      | $1198854.71     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 008281BF3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |     3900000 | PA      | $3742106.12     | 0.00%             | 2173-08-07      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4491                      | CUSIP: 3138M77D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3422799 | PA      | $3121872.71     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253895                      | CUSIP: 31371J7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2867 | PA      | $3015.49        | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93494                      | CUSIP: 3129413B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      490690 | PA      | $476040.55      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BZ2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    17370000 | PA      | $17040959.69    | 0.01%             | 2032-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAQ7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7843378.13     | 0.00%             | 2033-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDP1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     6530000 | PA      | $6270352.10     | 0.00%             | 2032-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KB5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1505000 | PA      | $970045.79      | 0.00%             | 2050-05-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8150                      | CUSIP: 3132DWBT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   145141803 | PA      | $115583369.92   | 0.04%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Indiana University Health Inc Obligated Group                                    | INDIANA UNIV                   | CUSIP: 455170AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5950000 | PA      | $4714806.56     | 0.00%             | 2048-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AQ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2116396.68     | 0.00%             | 2049-04-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                                          | HDMOT 2024-A A4                | CUSIP: 412922AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2556493.75     | 0.00%             | 2031-12-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M4 A2                 | CUSIP: 3136B1XJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5215099 | PA      | $5079139.57     | 0.00%             | 2028-03-25      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6658                      | CUSIP: 36179VMF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2926476 | PA      | $2750365.59     | 0.00%             | 2050-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9518                      | CUSIP: 3140XDSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55816091 | PA      | $46889289.71    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92141                      | CUSIP: 312940LW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      777234 | PA      | $770764.97      | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545723                      | CUSIP: 31385JG85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2748 | PA      | $2889.63        | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08528                      | CUSIP: 3128MJSS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5115259 | PA      | $4653780.55     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMK2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    50000000 | PA      | $50726243.17    | 0.02%             | 2029-01-24      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1754                      | CUSIP: 3140X45Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3118726 | PA      | $2882764.61     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5655                      | CUSIP: 3140XMH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11357035 | PA      | $11218550.96    | 0.00%             | 2053-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01797                      | CUSIP: 31292H7J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      112408 | PA      | $115879.92      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDT3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2939969.04     | 0.00%             | 2055-02-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAF7<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    22540000 | PA      | $22718862.80    | 0.01%             | 2048-11-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4689                      | CUSIP: 31417BF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71719 | PA      | $67236.72       | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAY5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $9332915.12     | 0.00%             | 2028-07-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   543896000 | PA      | $506333182.50   | 0.16%             | 2028-06-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C5                               | JPMDB 2017-C5 A4               | CUSIP: 46590TAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2140515 | PA      | $2093606.67     | 0.00%             | 2050-03-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                  | BANK5 2023-5YR3 A3             | CUSIP: 06211EAF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3300000 | PA      | $3497424.81     | 0.00%             | 2056-09-15      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHS1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2159108.18     | 0.00%             | 2050-03-15      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AX7<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3654311.80     | 0.00%             | 2033-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                              | JPMBB 2015-C30 A5              | CUSIP: 46644UBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1313392 | PA      | $1309734.90     | 0.00%             | 2048-07-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBC3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     8775000 | PA      | $8694570.23     | 0.00%             | 2028-07-19      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAW9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    12000000 | PA      | $11653407.60    | 0.00%             | 2026-07-14      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CH7<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    11920000 | PA      | $12297725.15    | 0.00%             | 2027-04-26      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BF2<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     3199000 | PA      | $3237774.54     | 0.00%             | 2035-04-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DW5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    41022000 | PA      | $29866689.22    | 0.01%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 6 7/25                    | CUSIP: 21H060671<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -25310000 | PA      | $-25664400.74   | -0.01%            | 2025-07-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15970000 | PA      | $16132572.54    | 0.01%             | 2040-01-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAN1<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |     9625000 | PA      | $7433528.16     | 0.00%             | 2052-03-24      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DK1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    14568000 | PA      | $12168434.73    | 0.00%             | 2047-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9120                      | CUSIP: 3140XRD28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8331136 | PA      | $8754881.62     | 0.00%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2964                      | CUSIP: 31418CJJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3176883 | PA      | $3086066.43     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GH0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |      900000 | PA      | $965816.84      | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8422                      | CUSIP: 3133KQLB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16849478 | PA      | $17211464.18    | 0.01%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13870                      | CUSIP: 31296NJP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8988 | PA      | $9275.57        | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY4786                      | CUSIP: 3138YJJ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2008050 | PA      | $1859422.42     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAS8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     7617000 | PA      | $7438186.36     | 0.00%             | 2053-05-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8801                      | CUSIP: 36179XX68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   132981954 | PA      | $133814421.05   | 0.04%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2939                      | CUSIP: 3140FNHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       62377 | PA      | $59107.32       | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                 | CUSIP: 595017BE3<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |    44082000 | PA      | $44766380.94    | 0.01%             | 2029-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9182                      | CUSIP: 3140E2FY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1099928 | PA      | $1073798.76     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX9 Commercial Mortgage Trust                                         | CSAIL 2017-CX9 A5              | CUSIP: 12595FAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4175000 | PA      | $4032060.94     | 0.00%             | 2050-09-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBF1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    21375000 | PA      | $16984398.35    | 0.01%             | 2045-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AZ4<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9851259.75     | 0.00%             | 2054-12-15      | Variable      | 7.05%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    19550000 | PA      | $12616845.84    | 0.00%             | 2053-04-29      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61658                      | CUSIP: 31335BZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5616373 | PA      | $5628705.34     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2979                      | CUSIP: 3140X6JZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8020169 | PA      | $7577209.84     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BR8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     9150000 | PA      | $8012434.67     | 0.00%             | 2046-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96409                      | CUSIP: 312945DN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3107673 | PA      | $2940195.27     | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02120                      | CUSIP: 3128LXK90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         711 | PA      | $747.82         | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5260                      | CUSIP: 3140HJZ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      818183 | PA      | $794434.22      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBB0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     7240000 | PA      | $4239329.07     | 0.00%             | 2050-06-24      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Northwest Natural Holding Co                                                     | NORTHWEST NATURA               | CUSIP: 66765NAA3<br>LEI: 254900PSJL6ZEC8FR782 | Long             | DBT              | CORP              | US        |     4075000 | PA      | $4120036.10     | 0.00%             | 2055-09-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22371                      | CUSIP: 31296YT45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10385 | PA      | $10707.19       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9102                      | CUSIP: 3140XRDG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      140219 | PA      | $137807.91      | 0.00%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BM5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2424231.30     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0978                      | CUSIP: 31418ACQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120904 | PA      | $119453.67      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    83072000 | PA      | $85554342.84    | 0.03%             | 2034-06-01      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCG8<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     3750000 | PA      | $3899515.11     | 0.00%             | 2055-03-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BC0<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     4970000 | PA      | $4176908.77     | 0.00%             | 2043-11-29      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BN8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    13861000 | PA      | $10909634.94    | 0.00%             | 2052-09-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DE4<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    14200000 | PA      | $13738345.06    | 0.00%             | 2030-04-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBF4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    18575000 | PA      | $23694386.44    | 0.01%             | 2039-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AP1<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     8748000 | PA      | $5572614.60     | 0.00%             | 2050-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EM1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     3014000 | PA      | $3240830.88     | 0.00%             | 2036-06-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBP5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    10365000 | PA      | $7599885.83     | 0.00%             | 2050-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | MONTEFIORE OBL                 | CUSIP: 61237WAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      810000 | PA      | $545239.33      | 0.00%             | 2050-09-01      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KV2<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     8025000 | PA      | $8142259.32     | 0.00%             | 2027-02-23      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NorthWestern Corp                                                                | NORTHWESTERN CRP               | CUSIP: 668074AU1<br>LEI: 3BPWMBHR1R9SHUN7J795 | Long             | DBT              | CORP              | US        |     6425000 | PA      | $5222706.40     | 0.00%             | 2044-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBV0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    36876000 | PA      | $38114892.19    | 0.01%             | 2034-07-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CA0<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3140998.92     | 0.00%             | 2051-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAS0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2661402.15     | 0.00%             | 2045-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                      | CUSIP: 38179RAB1<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     9250000 | PA      | $9243325.84     | 0.00%             | 2029-09-12      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AP5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    10903000 | PA      | $8752797.09     | 0.00%             | 2042-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BM9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2551470.22     | 0.00%             | 2042-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2106                      | CUSIP: 31417LKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       96577 | PA      | $100505.20      | 0.00%             | 2039-08-01      | Floating      | 7.59%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745067                      | CUSIP: 3620C0W46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       56355 | PA      | $55717.27       | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888276                      | CUSIP: 31410F2H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      285747 | PA      | $295215.83      | 0.00%             | 2036-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CF1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    27085000 | PA      | $26780196.30    | 0.01%             | 2027-04-13      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBN5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    15840000 | PA      | $15040355.44    | 0.00%             | 2065-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAQ5<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3097126.09     | 0.00%             | 2032-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BL2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     9917000 | PA      | $9986299.68     | 0.00%             | 2028-02-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EK2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $11262690.84    | 0.00%             | 2051-08-05      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86228                      | CUSIP: 3129324M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      409554 | PA      | $432525.89      | 0.00%             | 2039-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA5940                      | CUSIP: 31329PS53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1194742 | PA      | $1161929.84     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAV7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    22000000 | PA      | $23833986.87    | 0.01%             | 2033-08-08      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0318                      | CUSIP: 36179MK74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9543509 | PA      | $8895086.04     | 0.00%             | 2042-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0423                      | CUSIP: 3138LQPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1658191 | PA      | $1511593.09     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8423                      | CUSIP: 36179XLC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      358312 | PA      | $305639.86      | 0.00%             | 2052-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2L6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    88460000 | PA      | $88015019.05    | 0.03%             | 2031-04-04      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJM4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   332290000 | PA      | $340882810.06   | 0.11%             | 2030-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Nokia Oyj                                                                        | NOKIA OYJ                      | CUSIP: 654902AC9<br>LEI: 549300A0JPRWG1KI7U06 | Long             | DBT              | CORP              | FI        |     5250000 | PA      | $5445287.59     | 0.00%             | 2039-05-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7506                      | CUSIP: 3132DVKT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17397505 | PA      | $16480124.53    | 0.01%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GC6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    13635000 | PA      | $13834286.79    | 0.00%             | 2035-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEJ6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     7055000 | PA      | $7227419.81     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust 2017-B1                                           | CGCMT 2017-B1 A4               | CUSIP: 17326CAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9900000 | PA      | $9696712.41     | 0.00%             | 2050-08-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CS7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $7027219.22     | 0.00%             | 2050-02-21      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AK5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4869930.07     | 0.00%             | 2028-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BT0<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     2552000 | PA      | $2589865.60     | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBH7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3314680.70     | 0.00%             | 2028-05-17      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8V7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    23840000 | PA      | $23242324.95    | 0.01%             | 2054-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2021-2                                              | DRIVE 2021-2 D                 | CUSIP: 262104AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1137181 | PA      | $1128402.87     | 0.00%             | 2029-03-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CS5<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1803492.56     | 0.00%             | 2034-10-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 603604                      | CUSIP: 36200KRZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15293 | PA      | $15430.63       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8534                      | CUSIP: 3132DWPT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26544344 | PA      | $26986033.42    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN               | CUSIP: 33767BAH2<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3314716.70     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DB2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8288302.82     | 0.00%             | 2027-11-05      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBG8<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $19949832.46    | 0.01%             | 2027-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Takeda US Financing Inc                                                          | TAKEDA US                      | CUSIP: 87406BAA0<br>LEI: 254900ZGPIBGBZ2N3A33 | Long             | DBT              | CORP              | US        |    15050000 | PA      | $15051203.88    | 0.00%             | 2035-07-07      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 851342                      | CUSIP: 31408GZF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10451 | PA      | $10992.32       | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08842                      | CUSIP: 3128MJ5C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9309763 | PA      | $8798141.74     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evergy Missouri West Inc                                                         | EVERGY MISSOURI                | CUSIP: 30037EAB9<br>LEI: EZIFUDC0VSUS6T6LCG85 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3322787.40     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAH6<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    18647000 | PA      | $16800099.85    | 0.01%             | 2030-05-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4459                      | CUSIP: 3138AV5V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51705 | PA      | $48588.21       | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charlotte-Mecklenburg Hospital Authority/The                                     | CHARLOTTE-MECKLENBURG          | CUSIP: 160853VC8<br>LEI: 549300XOH4JU704GMZ32 | Long             | DBT              | MUN               | US        |     5300000 | PA      | $3596828.04     | 0.00%             | 2051-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01311                      | CUSIP: 31283HN43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3397 | PA      | $3572.82        | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                       | COMMONW BK AU NY               | CUSIP: 20271RAU4<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |    11250000 | PA      | $11330315.04    | 0.00%             | 2026-11-27      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFR8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $8432615.16     | 0.00%             | 2027-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0627                      | CUSIP: 3132CWVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9631692 | PA      | $9038261.68     | 0.00%             | 2037-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1284                      | CUSIP: 36179NM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14219623 | PA      | $12933179.10    | 0.00%             | 2043-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B6R24<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    11045000 | PA      | $11056652.48    | 0.00%             | 2027-06-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6185                      | CUSIP: 3140XM2T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3396991 | PA      | $3127412.35     | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256811                      | CUSIP: 31371NGU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24444 | PA      | $26508.80       | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K078 A2                   | CUSIP: 3137FGR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5200000 | PA      | $5171055.24     | 0.00%             | 2028-06-25      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-2                                                   | CARMX 2024-2 A4                | CUSIP: 14319EAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4250000 | PA      | $4366117.23     | 0.00%             | 2029-11-15      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                                       | NAROT 2024-B A4                | CUSIP: 65479WAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1258780.88     | 0.00%             | 2031-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CM6<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2139403.79     | 0.00%             | 2034-06-15      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAE4<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2269910.84     | 0.00%             | 2028-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                                      | BMO 2024-C10 A5                | CUSIP: 096920AD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2530000 | PA      | $2605292.80     | 0.00%             | 2057-11-15      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4097                      | CUSIP: 31418DRT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15691253 | PA      | $13731231.93    | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AD7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16125000 | PA      | $14236236.45    | 0.00%             | 2043-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3592                      | CUSIP: 31418C7E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3290947 | PA      | $3104043.89     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAR7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    53930000 | PA      | $53436287.03    | 0.02%             | 2029-04-23      | Variable      | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8443                      | CUSIP: 3140XQLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17535913 | PA      | $17961965.78    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAV2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    32700000 | PA      | $33453337.25    | 0.01%             | 2035-02-09      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AY3<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14340131.35    | 0.00%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DH0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    17770000 | PA      | $17560275.57    | 0.01%             | 2029-08-18      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8428                      | CUSIP: 36179XLH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   109139406 | PA      | $107776462.13   | 0.03%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CV2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5552859.31     | 0.00%             | 2026-09-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05724BAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4361142.08     | 0.00%             | 2026-12-15      | Fixed         | 2.06%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAY1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    13187000 | PA      | $9905628.62     | 0.00%             | 2047-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BN6<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     6781000 | PA      | $6942496.05     | 0.00%             | 2030-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995672                      | CUSIP: 31416CCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2241676 | PA      | $2222265.60     | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BF0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    14290000 | PA      | $13849165.75    | 0.00%             | 2028-03-17      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3988                      | CUSIP: 3133KKND7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9195888 | PA      | $7707925.24     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAY4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $2625108.09     | 0.00%             | 2052-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3280                      | CUSIP: 3140J7UE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1053922 | PA      | $1028270.92     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 773385                      | CUSIP: 31404NF27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17636 | PA      | $18171.20       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37454                      | CUSIP: 31297TH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6792 | PA      | $6868.44        | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBG3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $10591759.91    | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 693627AY7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2912065.58     | 0.00%             | 2035-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05255                      | CUSIP: 3128M7E44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81235 | PA      | $82264.76       | 0.00%             | 2038-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7368                      | CUSIP: 36179WFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11052627 | PA      | $9782466.66     | 0.00%             | 2051-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725231                      | CUSIP: 31402CVY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      625523 | PA      | $631845.50      | 0.00%             | 2034-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AT9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $3020893.82     | 0.00%             | 2027-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04422                      | CUSIP: 31292L4F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1183027 | PA      | $1078684.89     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW5242                      | CUSIP: 3140MWZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3187616 | PA      | $2974705.21     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3972                      | CUSIP: 31418DMW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1039526 | PA      | $1006753.44     | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   515834000 | PA      | $421069650.98   | 0.13%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AQ5<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2939786.04     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844298                      | CUSIP: 31407X7K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7957 | PA      | $8221.45        | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5267                      | CUSIP: 3140XLZ92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8953257 | PA      | $9090294.70     | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C5                                            | UBSCM 2017-C5 A5               | CUSIP: 90276TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3950000 | PA      | $3807121.39     | 0.00%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CL6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     6891000 | PA      | $6409111.58     | 0.00%             | 2030-04-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAP8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1540698.34     | 0.00%             | 2032-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3184                      | CUSIP: 31418CRE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6049294 | PA      | $5888829.42     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                               | GMCAR 2024-2 A3                | CUSIP: 379931AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6250000 | PA      | $6305423.13     | 0.00%             | 2029-03-16      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                                        | HAROT 2023-2 A3                | CUSIP: 437927AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1920062 | PA      | $1925536.68     | 0.00%             | 2027-11-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730801                      | CUSIP: 31402J3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26697 | PA      | $26962.82       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Suzano International Finance BV                                                  | SUZANO INTL FINA               | CUSIP: 31572UAF3<br>LEI: 5493000KMIB6J1KMKL84 | Long             | DBT              | CORP              | NL        |     7435000 | PA      | $7516298.25     | 0.00%             | 2027-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: 099724AL0<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $967265.10      | 0.00%             | 2027-07-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-B                                                   | NALT 2024-B A3                 | CUSIP: 65481DAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12700000 | PA      | $12836451.34    | 0.00%             | 2027-11-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SC0181                      | CUSIP: 3132D9FW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4336769 | PA      | $3848254.70     | 0.00%             | 2041-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3106                      | CUSIP: 36179RNX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9359426 | PA      | $8889785.62     | 0.00%             | 2045-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35760                      | CUSIP: 31297RMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      111818 | PA      | $113238.04      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CL1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5655864.23     | 0.00%             | 2038-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAJ5<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     6443000 | PA      | $6235468.20     | 0.00%             | 2042-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-C8 Commercial Mortgage Trust                                          | CSAIL 2017-C8 A4               | CUSIP: 12595BAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7800000 | PA      | $7591615.98     | 0.00%             | 2050-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK29                                                                  | BANK 2020-BN29 A4              | CUSIP: 06541TBF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5075000 | PA      | $4340365.33     | 0.00%             | 2053-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AG0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    10905000 | PA      | $11530468.96    | 0.00%             | 2041-06-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAC7<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    14674000 | PA      | $14399955.09    | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAW1<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10296616.99    | 0.00%             | 2031-04-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AF7<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     7364000 | PA      | $7229525.72     | 0.00%             | 2054-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0985                      | CUSIP: 31419BCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2270307 | PA      | $2248440.37     | 0.00%             | 2041-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DM1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     9625000 | PA      | $10928908.38    | 0.00%             | 2030-05-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAR3<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $7587844.88     | 0.00%             | 2063-03-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WELLS FARGO BANK               | CUSIP: 94988J6D4<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    23360000 | PA      | $23661613.53    | 0.01%             | 2026-08-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8147                      | CUSIP: 36179XBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    61530009 | PA      | $52350383.92    | 0.02%             | 2052-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS RAPID TRN SR            | CUSIP: 235241LS3<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     2945000 | PA      | $3009736.70     | 0.00%             | 2044-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571225                      | CUSIP: 36200SSN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2228 | PA      | $2300.36        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFP4<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8889274.64     | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DJ4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6111488.82     | 0.00%             | 2045-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAL7<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    22479000 | PA      | $22979165.50    | 0.01%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2S1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    18480000 | PA      | $17809027.76    | 0.01%             | 2028-06-02      | Variable      | 2.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04222                      | CUSIP: 3128M6AX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      239905 | PA      | $248550.99      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449486                      | CUSIP: 36208FJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1648 | PA      | $1665.60        | 0.00%             | 2027-11-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                           | GSMS 2020-GSA2 AS              | CUSIP: 36264KAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $667643.28      | 0.00%             | 2053-12-12      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002819AC4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     3830000 | PA      | $4245202.08     | 0.00%             | 2037-11-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 09581CAD3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9627979.66     | 0.00%             | 2030-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVF3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    12261000 | PA      | $11803634.22    | 0.00%             | 2027-03-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBK6<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $9155891.18     | 0.00%             | 2049-08-26      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUS RE               | CUSIP: 76169XAA2<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2612502.00     | 0.00%             | 2030-12-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECY9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    11650000 | PA      | $11895925.02    | 0.00%             | 2031-02-25      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBB9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $5562857.44     | 0.00%             | 2031-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CT6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2178932.84     | 0.00%             | 2043-08-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 A4              | CUSIP: 060352AE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3440976 | PA      | $3365075.21     | 0.00%             | 2060-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BG2<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     2595000 | PA      | $1580988.29     | 0.00%             | 2050-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62952EAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3625000 | PA      | $3668015.98     | 0.00%             | 2043-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DF6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $12954342.26    | 0.00%             | 2054-06-25      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1L1251                      | CUSIP: 3128Q3L82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20354 | PA      | $20818.44       | 0.00%             | 2036-02-01      | Floating      | 6.50%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AR7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     4789000 | PA      | $4778818.81     | 0.00%             | 2028-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAT3<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4034605.91     | 0.00%             | 2054-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWD7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4863625.42     | 0.00%             | 2027-03-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4777                      | CUSIP: 3140F0JX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5409792 | PA      | $5209944.95     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1089                      | CUSIP: 36179NF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1529377 | PA      | $1392710.81     | 0.00%             | 2043-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AJ0<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $8901582.09     | 0.00%             | 2052-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCC1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $16989490.29    | 0.01%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5140                      | CUSIP: 31418EWA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20139438 | PA      | $20817641.86    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAD5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     6725000 | PA      | $7343327.07     | 0.00%             | 2037-10-15      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2079                      | CUSIP: 3140QMJZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1525881 | PA      | $1217516.35     | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BG7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    25500000 | PA      | $23159634.12    | 0.01%             | 2031-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08578                      | CUSIP: 3128MJUC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      393269 | PA      | $387506.71      | 0.00%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4520                        | CUSIP: 36202FAV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      830240 | PA      | $841004.17      | 0.00%             | 2039-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4069                      | CUSIP: 3128JPMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15991 | PA      | $16596.54       | 0.00%             | 2038-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 692769                      | CUSIP: 36296JT21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15538 | PA      | $15707.50       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AZ8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     4389000 | PA      | $4422858.53     | 0.00%             | 2030-06-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8041                      | CUSIP: 36179W5A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8360984 | PA      | $6818220.34     | 0.00%             | 2052-05-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0926                      | CUSIP: 31418NA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      300221 | PA      | $310934.39      | 0.00%             | 2040-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK11                                                                  | BANK 2018-BN11 A3              | CUSIP: 06540TAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4275000 | PA      | $4225075.70     | 0.00%             | 2061-03-15      | Variable      | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00810                      | CUSIP: 31283G3T2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4400 | PA      | $4627.81        | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   711288000 | PA      | $724624650.00   | 0.23%             | 2029-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9851                      | CUSIP: 36179Y5L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   183444405 | PA      | $183761543.28   | 0.06%             | 2054-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAA5<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    12625000 | PA      | $11373901.59    | 0.00%             | 2030-03-05      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KB6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    10697000 | PA      | $9422376.55     | 0.00%             | 2039-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DC7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2974204.17     | 0.00%             | 2028-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    15305000 | PA      | $17103223.10    | 0.01%             | 2034-10-20      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BF0<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $10158438.58    | 0.00%             | 2039-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAW1<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |      915000 | PA      | $843165.40      | 0.00%             | 2052-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3766                      | CUSIP: 3140XKFG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3799228 | PA      | $3048065.06     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAN4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $11533287.82    | 0.00%             | 2031-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254904                      | CUSIP: 31371LDH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      277645 | PA      | $285522.27      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AV2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    21725000 | PA      | $16309605.73    | 0.01%             | 2046-05-19      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAN0<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6139493.44     | 0.00%             | 2026-07-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7614                      | CUSIP: 31418VN81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63976 | PA      | $64719.39       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7530                      | CUSIP: 3140XBLL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4294333 | PA      | $3780733.88     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAR2<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    18675000 | PA      | $19215495.20    | 0.01%             | 2034-03-23      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q           | CUSIP: 913366KW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     8290000 | PA      | $7002167.57     | 0.00%             | 2053-05-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BA1<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4593862.67     | 0.00%             | 2033-05-17      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AN4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     8619000 | PA      | $8541075.00     | 0.00%             | 2027-02-22      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BM4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $14485669.24    | 0.00%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CQ2<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     3695000 | PA      | $2870584.23     | 0.00%             | 2048-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| County of Riverside CA                                                           | RIVERSIDE CO-TXBL-REV          | CUSIP: 76913CBF5<br>LEI: 254900CB5HEOBAVTY629 | Long             | DBT              | MUN               | US        |      700000 | PA      | $643829.20      | 0.00%             | 2038-02-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2969                      | CUSIP: 31417MJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26074 | PA      | $26374.55       | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DM9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    25464000 | PA      | $23870232.46    | 0.01%             | 2027-08-21      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5336                      | CUSIP: 3138AW4W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      435243 | PA      | $430371.77      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AS1<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10046318.53    | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661CX3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2200396.94     | 0.00%             | 2042-04-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CE1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     6060000 | PA      | $5536898.00     | 0.00%             | 2041-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 892398                      | CUSIP: 31410NNP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3850 | PA      | $4140.07        | 0.00%             | 2036-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC37                                    | CGCMT 2016-GC37 A4             | CUSIP: 17290XAT7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10750000 | PA      | $10645300.38    | 0.00%             | 2049-04-10      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN-B-3-UNREF          | CUSIP: 650036JX5<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     2455000 | PA      | $2351255.87     | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DF6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    41456000 | PA      | $37182750.26    | 0.01%             | 2031-01-23      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AA8<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     3725000 | PA      | $4061447.70     | 0.00%             | 2038-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08372                      | CUSIP: 3128MJMW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1268808 | PA      | $1259103.44     | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8100                      | CUSIP: 36179W7M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   103853375 | PA      | $97449495.09    | 0.03%             | 2052-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AF0<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12773643.13    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6651                      | CUSIP: 31419HL91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51147 | PA      | $53086.98       | 0.00%             | 2040-12-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                                            | GSMS 2017-GS7 A4               | CUSIP: 36254CAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14339000 | PA      | $13943035.68    | 0.00%             | 2050-08-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAL1<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3843569.71     | 0.00%             | 2040-02-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FW1<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7094127.73     | 0.00%             | 2028-01-13      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGE4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    32218000 | PA      | $27539076.71    | 0.01%             | 2044-11-04      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2021-B Owner Trust                                       | TAOT 2021-B A4                 | CUSIP: 89190GAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      550026 | PA      | $549094.68      | 0.00%             | 2026-10-15      | Fixed         | 0.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7938                      | CUSIP: 36179WZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35429283 | PA      | $32334868.01    | 0.01%             | 2052-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJW6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1747339.34     | 0.00%             | 2032-01-13      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 23503CAN7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     9650000 | PA      | $8321657.24     | 0.00%             | 2051-11-01      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FU6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     9122000 | PA      | $7176155.82     | 0.00%             | 2049-03-01      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2739                      | CUSIP: 3142GTBH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28194432 | PA      | $27777949.36    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBC3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4127975.60     | 0.00%             | 2031-06-30      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3537                      | CUSIP: 3140J74X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      893418 | PA      | $878178.28      | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B0X87<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    16295000 | PA      | $16690495.95    | 0.01%             | 2034-03-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BS4<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4640652.33     | 0.00%             | 2028-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A11787                      | CUSIP: 31296K6Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9579 | PA      | $9878.61        | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Washington University/The                                                        | WASHINGTON UNIVE               | CUSIP: 940663AC1<br>LEI: 2V765680J33YAZOYW441 | Long             | DBT              | CORP              | US        |     5620000 | PA      | $4026171.00     | 0.00%             | 2054-04-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599CJ2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     4469000 | PA      | $3283880.74     | 0.00%             | 2046-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4119                      | CUSIP: 31418DSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   169291143 | PA      | $135290777.59   | 0.04%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4891                      | CUSIP: 3138AJNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1490673 | PA      | $1475554.20     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4734                      | CUSIP: 3140XLHL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19813745 | PA      | $16768721.52    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNG6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12080945.58    | 0.00%             | 2027-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3955                      | CUSIP: 31417AMD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57440 | PA      | $56653.15       | 0.00%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UCC1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $2890168.30     | 0.00%             | 2044-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 631103AM0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     2999000 | PA      | $2243937.60     | 0.00%             | 2052-03-07      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786714                      | CUSIP: 3622ACK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    37534415 | PA      | $37828027.73    | 0.01%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DX3<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    11700000 | PA      | $11483313.84    | 0.00%             | 2033-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1527                      | CUSIP: 31418AVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2744655 | PA      | $2640060.12     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8021                      | CUSIP: 3132DV4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32404028 | PA      | $27085882.03    | 0.01%             | 2049-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6090                      | CUSIP: 36179UXT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5232935 | PA      | $4800008.03     | 0.00%             | 2049-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DV6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     7333000 | PA      | $7338986.17     | 0.00%             | 2053-03-08      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMZ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $13689775.68    | 0.00%             | 2056-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCK4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $7227766.96     | 0.00%             | 2041-09-17      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBL6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1395083.02     | 0.00%             | 2027-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH9719                      | CUSIP: 3138ABYR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1491987 | PA      | $1476649.70     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M2 A2                 | CUSIP: 3136B0YM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17877625 | PA      | $17395365.02    | 0.01%             | 2028-01-25      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4791                      | CUSIP: 3132A5KC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8756711 | PA      | $8502537.83     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9106                      | CUSIP: 36179YDK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    96899628 | PA      | $97506219.74    | 0.03%             | 2053-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAL1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1259983.97     | 0.00%             | 2036-01-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORGWARNER INC                 | CUSIP: 099724AQ9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2023240.92     | 0.00%             | 2034-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FZ6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    11100000 | PA      | $10751434.18    | 0.00%             | 2054-07-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11107231.57    | 0.00%             | 2027-07-28      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BH2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    35182000 | PA      | $33283360.94    | 0.01%             | 2046-11-30      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBE8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3928102.00     | 0.00%             | 2035-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-164 A2                  | CUSIP: 3137HDUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14245000 | PA      | $14704604.95    | 0.00%             | 2034-05-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BJ3<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    12838000 | PA      | $12204430.47    | 0.00%             | 2030-04-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-LC22                                  | WFCM 2015-LC22 AS              | CUSIP: 94989TBB9<br>LEI: 549300XO83D3BDYP0P62 | Long             | ABS-MBS          | CORP              | US        |     1775000 | PA      | $1767473.47     | 0.00%             | 2058-09-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU7034                      | CUSIP: 3138X6Y82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40905 | PA      | $39216.86       | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 757687                      | CUSIP: 31403TXQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17924 | PA      | $18486.46       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12550000 | PA      | $10584316.59    | 0.00%             | 2053-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18710                      | CUSIP: 3128MMYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2941643 | PA      | $2892888.65     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 807347                      | CUSIP: 31406D5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21250 | PA      | $21928.07       | 0.00%             | 2034-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAD5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     6221000 | PA      | $5595311.50     | 0.00%             | 2045-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 729037                      | CUSIP: 3620AF4W4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1094793 | PA      | $1106741.02     | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4680                      | CUSIP: 31417BFW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      598944 | PA      | $563894.46      | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78521                      | CUSIP: 31288HPE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13000 | PA      | $13152.54       | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FY7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    26033000 | PA      | $21363474.62    | 0.01%             | 2040-05-13      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AH5<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1970569.49     | 0.00%             | 2028-03-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4379                      | CUSIP: 3140X72M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1866569 | PA      | $1650328.10     | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BZ5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |      500000 | PA      | $406888.40      | 0.00%             | 2049-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFA5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11582093.71    | 0.00%             | 2031-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844209                      | CUSIP: 31407X3S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2747 | PA      | $2835.47        | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256059                      | CUSIP: 31371MMG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128270 | PA      | $132500.77      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY1394                      | CUSIP: 3138YERQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2990097 | PA      | $2681316.35     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AH7<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    11111000 | PA      | $11049334.45    | 0.00%             | 2042-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0406                      | CUSIP: 3132CWNX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1508748 | PA      | $1426162.80     | 0.00%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3524                      | CUSIP: 36179R4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1139870 | PA      | $1155039.14     | 0.00%             | 2046-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863CF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    35310000 | PA      | $34321801.50    | 0.01%             | 2028-02-06      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                | CUSIP: 780153AG7<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     3823000 | PA      | $4039550.90     | 0.00%             | 2027-10-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6410                      | CUSIP: 36179VDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16225952 | PA      | $14873418.69    | 0.00%             | 2050-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-4                                    | SDART 2023-4 C                 | CUSIP: 802927AF0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3980000 | PA      | $4081940.14     | 0.00%             | 2031-12-15      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FR0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     7656000 | PA      | $6498255.87     | 0.00%             | 2044-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AV8<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3862332.00     | 0.00%             | 2030-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    48075000 | PA      | $47984859.38    | 0.02%             | 2038-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8383                      | CUSIP: 3132DWJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   130905315 | PA      | $131068082.50   | 0.04%             | 2053-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CZ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     7640000 | PA      | $7703578.82     | 0.00%             | 2032-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03831                      | CUSIP: 31292LHG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      363376 | PA      | $359785.19      | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QFA7<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    36400000 | PA      | $36799142.41    | 0.01%             | 2029-01-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BH5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2087000 | PA      | $2115325.07     | 0.00%             | 2026-11-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHR4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    21140000 | PA      | $20769106.22    | 0.01%             | 2027-04-27      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW3649                      | CUSIP: 3140MVBT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1590712 | PA      | $1484463.08     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6943                      | CUSIP: 31418UWD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      202525 | PA      | $204875.10      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RS56<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2828763.92     | 0.00%             | 2026-08-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BC8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |       30000 | PA      | $30490.29       | 0.00%             | 2030-03-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAM8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    65821000 | PA      | $64469882.18    | 0.02%             | 2029-01-23      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0533                      | CUSIP: 36179MSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4998092 | PA      | $4562202.35     | 0.00%             | 2042-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BK0<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1411265.66     | 0.00%             | 2048-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE25 Mortgage Trust                                                  | COMM 2015-CR25 A4              | CUSIP: 12593PAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1051407 | PA      | $1049094.57     | 0.00%             | 2048-08-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-159 A2                  | CUSIP: 3137HAMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8240000 | PA      | $8252167.18     | 0.00%             | 2033-07-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3598                      | CUSIP: 36179R7K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15234741 | PA      | $14446483.65    | 0.00%             | 2046-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2023-A                          | WOLS 2023-A A4                 | CUSIP: 981944AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $650811.40      | 0.00%             | 2028-07-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAE4<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7867848.10     | 0.00%             | 2026-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GA5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    35000000 | PA      | $35136683.69    | 0.01%             | 2027-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBD2<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $3991140.98     | 0.00%             | 2048-09-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   649243300 | PA      | $625150283.67   | 0.20%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3905                      | CUSIP: 3138WDKT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5563185 | PA      | $5319548.52     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAJ4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     8615000 | PA      | $9402458.00     | 0.00%             | 2035-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779084                      | CUSIP: 36176XJ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1435432 | PA      | $1307278.25     | 0.00%             | 2042-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Concentrix Corp                                                                  | CONCENTRIX CORP                | CUSIP: 20602DAB7<br>LEI: 5493000EAJN1KMPVA737 | Long             | DBT              | CORP              | US        |     9098000 | PA      | $9548291.75     | 0.00%             | 2028-08-02      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     8960000 | PA      | $8859834.70     | 0.00%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK4                                                                   | BANK 2017-BNK4 A4              | CUSIP: 06541FBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5950000 | PA      | $5856654.02     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2940                      | CUSIP: 3138YUHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1957135 | PA      | $1809058.89     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BR6<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    24193000 | PA      | $22963912.54    | 0.01%             | 2027-06-03      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCQ9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    11610000 | PA      | $11919539.83    | 0.00%             | 2055-03-15      | Variable      | 6.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 6 7/25                    | CUSIP: 21H060671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    25310000 | PA      | $25664400.74    | 0.01%             | 2025-07-21      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DH9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16478050.13    | 0.01%             | 2031-02-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-1                                     | GMALT 2023-1 B                 | CUSIP: 362541AF1<br>LEI: 254900DSTG5GSVOBDN09 | Long             | ABS-CBDO         | CORP              | US        |      551804 | PA      | $552212.42      | 0.00%             | 2027-01-20      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLY9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $8471353.38     | 0.00%             | 2027-03-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0138                      | CUSIP: 36179MEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      314776 | PA      | $309642.11      | 0.00%             | 2027-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAA8<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     4798000 | PA      | $3932486.35     | 0.00%             | 2112-09-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AH2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     2535000 | PA      | $2058289.98     | 0.00%             | 2045-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397A45<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    19148000 | PA      | $18832549.16    | 0.01%             | 2027-01-09      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAG7<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4077915.00     | 0.00%             | 2055-01-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADS1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3677000 | PA      | $3747451.23     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2 7/25                    | CUSIP: 21H020675<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    44600000 | PA      | $36337444.14    | 0.01%             | 2025-07-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5.5 7/25                  | CUSIP: 21H052678<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    72180000 | PA      | $72251703.61    | 0.02%             | 2025-07-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9933                      | CUSIP: 3140XEBB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17557165 | PA      | $15193984.21    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE               | CUSIP: 17858PAA9<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1927051.26     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 A4                | CUSIP: 36271VAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1006487.90     | 0.00%             | 2029-02-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   128742000 | PA      | $105045425.63   | 0.03%             | 2042-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAP9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3063766.75     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368DH72<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     7600000 | PA      | $6595558.37     | 0.00%             | 2037-01-10      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A72998                      | CUSIP: 3128L6KK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      194353 | PA      | $201510.35      | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBM6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    15916000 | PA      | $14632091.48    | 0.00%             | 2053-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2024-M5 1A2C               | CUSIP: 3136BTHF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50000000 | PA      | $49114340.00    | 0.02%             | 2034-08-25      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8879                      | CUSIP: 36179X2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    68806142 | PA      | $69236868.34    | 0.02%             | 2053-05-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46278                      | CUSIP: 3128K66P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      181399 | PA      | $183694.67      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FV5<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $5014686.03     | 0.00%             | 2061-05-20      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CF6<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    16942000 | PA      | $11867274.98    | 0.00%             | 2049-09-19      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-LC24                                  | WFCM 2016-LC24 A4              | CUSIP: 95000HBF8<br>LEI: 5493007OD9MH69ES1S63 | Long             | ABS-MBS          | CORP              | US        |     6529000 | PA      | $6407415.00     | 0.00%             | 2049-10-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3329                      | CUSIP: 3140X6VX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4162546 | PA      | $3940451.24     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AV0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    22550000 | PA      | $18461860.57    | 0.01%             | 2049-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBK0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    19088000 | PA      | $18910310.45    | 0.01%             | 2026-07-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL3293                      | CUSIP: 3131XJUS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2334471 | PA      | $2190994.54     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K050 A2                   | CUSIP: 3137BLW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2615563 | PA      | $2607710.02     | 0.00%             | 2025-08-25      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3191                      | CUSIP: 3138EKRM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       72353 | PA      | $71674.63       | 0.00%             | 2028-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AL2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     7850000 | PA      | $6780444.96     | 0.00%             | 2044-07-02      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0315                      | CUSIP: 3138W9K58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1795251 | PA      | $1725868.02     | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    14000000 | PA      | $13671422.28    | 0.00%             | 2048-01-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCB3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    72154000 | PA      | $59453830.30    | 0.02%             | 2049-11-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA2911                      | CUSIP: 3140E7GV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2974400 | PA      | $2900631.21     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CQ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $745987.72      | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 Mortgage Trust                                                    | COMM 2017-COR2 A3              | CUSIP: 12595EAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1450000 | PA      | $1413834.68     | 0.00%             | 2050-09-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAR4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    30900000 | PA      | $25854561.09    | 0.01%             | 2050-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AP0<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     8117000 | PA      | $5073226.72     | 0.00%             | 2050-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJF9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   336176000 | PA      | $348283587.07   | 0.11%             | 2028-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2472                      | CUSIP: 31418BXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2464243 | PA      | $2355879.88     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJV3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    31200000 | PA      | $31830991.31    | 0.01%             | 2031-05-15      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CK2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    22100000 | PA      | $22431228.47    | 0.01%             | 2029-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A75451                      | CUSIP: 3128L9BU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      137332 | PA      | $142234.30      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2538                      | CUSIP: 3140QMZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19928897 | PA      | $16741620.41    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11213                      | CUSIP: 3132HMK26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2522542 | PA      | $2304815.73     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBK9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $14536269.44    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS          | CUSIP: 47770VBR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      915000 | PA      | $918889.85      | 0.00%             | 2033-01-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8421                      | CUSIP: 3132DWLA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    81944299 | PA      | $83346242.94    | 0.03%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890335                      | CUSIP: 31410LEG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19136 | PA      | $19043.66       | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   724753400 | PA      | $742815610.02   | 0.24%             | 2029-12-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBD3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    37725000 | PA      | $36989102.00    | 0.01%             | 2026-08-16      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   671831000 | PA      | $675058939.69   | 0.21%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4519                      | CUSIP: 31418EAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26582374 | PA      | $21891215.00    | 0.01%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8729                      | CUSIP: 36179XVW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       86071 | PA      | $89275.80       | 0.00%             | 2053-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU6961                      | CUSIP: 3138X6WX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      544267 | PA      | $534613.93      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3604                      | CUSIP: 3138WDAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1397315 | PA      | $1367434.12     | 0.00%             | 2029-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CA8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     9530000 | PA      | $9643544.62     | 0.00%             | 2030-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0659                      | CUSIP: 31427MWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20633391 | PA      | $21463634.92    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C5                               | JPMDB 2017-C5 AS               | CUSIP: 46590TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3975000 | PA      | $3639503.64     | 0.00%             | 2050-03-15      | Variable      | 3.86%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CZ0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    15497000 | PA      | $15756416.58    | 0.01%             | 2028-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    10617000 | PA      | $7860579.40     | 0.00%             | 2052-02-28      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CN1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     2740000 | PA      | $2762223.88     | 0.00%             | 2029-02-20      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1802                      | CUSIP: 3138EJAC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      304758 | PA      | $317214.88      | 0.00%             | 2041-07-01      | Floating      | 7.11%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAL5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19917070.01    | 0.01%             | 2028-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM3535                      | CUSIP: 3131XW4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3731038 | PA      | $3556451.09     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DG3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    17409000 | PA      | $14411857.98    | 0.00%             | 2047-02-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DK2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      575000 | PA      | $631601.54      | 0.00%             | 2032-05-17      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CL1<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    16400000 | PA      | $15792271.82    | 0.01%             | 2027-02-01      | Fixed         | 1.92%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBD4<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     8525000 | PA      | $8313909.50     | 0.00%             | 2027-02-16      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAX4<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     5880000 | PA      | $6728779.14     | 0.00%             | 2045-10-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950322                      | CUSIP: 31413NG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10375 | PA      | $11256.70       | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 373298BR8<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1992331.82     | 0.00%             | 2029-11-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638EC2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    20500000 | PA      | $19803456.97    | 0.01%             | 2054-08-08      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8505                      | CUSIP: 3132DWNW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    99189792 | PA      | $97228631.53    | 0.03%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BH9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     7425000 | PA      | $6160903.24     | 0.00%             | 2048-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5122                        | CUSIP: 36202FVP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57257 | PA      | $56857.86       | 0.00%             | 2026-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                        | GMCAR 2023-3 A4                | CUSIP: 36267KAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1098000 | PA      | $1115836.79     | 0.00%             | 2028-12-18      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAW1<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    11425000 | PA      | $7792743.28     | 0.00%             | 2046-09-19      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2302                      | CUSIP: 3132DPRX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22614345 | PA      | $19867285.50    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8289                      | CUSIP: 3132DWF65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    78706821 | PA      | $79001452.55    | 0.03%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FW8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    31150000 | PA      | $31154894.31    | 0.01%             | 2028-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FG9<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     9395000 | PA      | $9219370.21     | 0.00%             | 2027-03-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BH5<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    26085000 | PA      | $23348493.20    | 0.01%             | 2048-09-28      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2874                      | CUSIP: 3132DQFP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13775137 | PA      | $13250461.68    | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1634                      | CUSIP: 36179NY77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51254 | PA      | $51882.59       | 0.00%             | 2043-12-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3976                      | CUSIP: 3138WDM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22813 | PA      | $21811.50       | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABC5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10086625.16    | 0.00%             | 2026-12-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3638                      | CUSIP: 31418DBG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4241836 | PA      | $3998278.16     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745140                      | CUSIP: 31403CZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      123452 | PA      | $124832.51      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV5611                      | CUSIP: 3140MKGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1853056 | PA      | $1730443.18     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1165                      | CUSIP: 31418AJK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9024587 | PA      | $8720200.29     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751248                      | CUSIP: 36230KL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1437551 | PA      | $1389390.86     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI               | CUSIP: 24703TAJ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11118000 | PA      | $13384887.95    | 0.00%             | 2036-07-15      | Fixed         | 8.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1846                      | CUSIP: 3138EJBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104913 | PA      | $108086.95      | 0.00%             | 2037-10-01      | Floating      | 7.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3737                      | CUSIP: 31417AEK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3544672 | PA      | $3327947.41     | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8222                      | CUSIP: 3132DWD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    65500073 | PA      | $61166057.77    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 A4               | CUSIP: 05492JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6750000 | PA      | $6343267.95     | 0.00%             | 2052-11-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CX0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     9825000 | PA      | $9763703.21     | 0.00%             | 2054-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725778                      | CUSIP: 31402DJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3322 | PA      | $3499.83        | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CE8<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     1525000 | PA      | $1506834.10     | 0.00%             | 2041-02-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0500                      | CUSIP: 31417YRW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      270885 | PA      | $274031.72      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6939                      | CUSIP: 3140XNV92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38882208 | PA      | $36434814.20    | 0.01%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DZ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    28785000 | PA      | $29374872.91    | 0.01%             | 2036-01-30      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AV8<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5175867.76     | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH2683                      | CUSIP: 3138A36V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      726649 | PA      | $703246.63      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAH8<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |     9000000 | PA      | $8403782.44     | 0.00%             | 2029-11-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAS1<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     8760000 | PA      | $7668734.17     | 0.00%             | 2045-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                  | CUSIP: 457187AB8<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     5041000 | PA      | $4962616.60     | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3462                      | CUSIP: 31418CZ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1640621 | PA      | $1611684.04     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DS5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    20000000 | PA      | $23102043.62    | 0.01%             | 2033-11-03      | Variable      | 8.11%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 28622HAB7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    17690000 | PA      | $17569372.83    | 0.01%             | 2033-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBV0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    49790000 | PA      | $48980997.45    | 0.02%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   568805000 | PA      | $573426540.63   | 0.18%             | 2026-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01139                      | CUSIP: 3132GEHQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65681 | PA      | $66521.92       | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0714                      | CUSIP: 3140XFYL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33308174 | PA      | $27981117.79    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4320                      | CUSIP: 3140X7YS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11957023 | PA      | $11212774.55    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5453                      | CUSIP: 31418FBX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24966184 | PA      | $25317105.93    | 0.01%             | 2044-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6060                      | CUSIP: 3140X9WW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10344690 | PA      | $8354349.94     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DJ0<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    11741000 | PA      | $12015723.57    | 0.00%             | 2030-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD8249                      | CUSIP: 3140FGEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      984991 | PA      | $881654.09      | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2619                      | CUSIP: 3132DP4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14637594 | PA      | $14710685.05    | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769CH5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    27892000 | PA      | $16454972.62    | 0.01%             | 2037-06-29      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718DF3<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4873774.01     | 0.00%             | 2037-03-05      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DBC3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     4007000 | PA      | $3964598.48     | 0.00%             | 2055-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-A Owner Trust                                       | TAOT 2024-A A3                 | CUSIP: 89238DAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5750000 | PA      | $5784252.18     | 0.00%             | 2028-10-16      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AM1<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4397329.69     | 0.00%             | 2031-03-23      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BG0<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6958517.56     | 0.00%             | 2034-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5471                      | CUSIP: 31418FCH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43085595 | PA      | $43809260.15    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BL4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     7180000 | PA      | $7324166.03     | 0.00%             | 2030-02-10      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C53                                   | WFCM 2019-C53 A4               | CUSIP: 95002BAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8225000 | PA      | $7716648.12     | 0.00%             | 2052-10-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2021-A2 A2               | CUSIP: 254683CQ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |     8250000 | PA      | $7937688.00     | 0.00%             | 2028-09-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | RIO TINTO ALCAN                | CUSIP: 013716AU9<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     8729000 | PA      | $9463774.65     | 0.00%             | 2033-12-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                   | WFCM 2017-C38 AS               | CUSIP: 95001MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4556000 | PA      | $4410518.72     | 0.00%             | 2050-07-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4329                      | CUSIP: 31418DY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    51262724 | PA      | $46922283.38    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06091                      | CUSIP: 3128M8C44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      585303 | PA      | $606958.88      | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3935                      | CUSIP: 36179SLQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1599853 | PA      | $1390340.82     | 0.00%             | 2046-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KT3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $6971683.60     | 0.00%             | 2054-10-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 96145DAD7<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     9950000 | PA      | $9724195.64     | 0.00%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2714                      | CUSIP: 3138EKAQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1620483 | PA      | $1515258.01     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7467                      | CUSIP: 3138EQJM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2545126 | PA      | $2457332.94     | 0.00%             | 2044-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCN4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $4797044.99     | 0.00%             | 2041-05-15      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06385                      | CUSIP: 3128M8NA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      554545 | PA      | $575135.48      | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECR0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    23250000 | PA      | $23755936.90    | 0.01%             | 2033-02-27      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A84058                      | CUSIP: 312930QK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18908 | PA      | $19584.16       | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-2                                       | VALET 2023-2 A3                | CUSIP: 92867YAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2850000 | PA      | $2893323.99     | 0.00%             | 2028-12-20      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAL8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $10773995.32    | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BJ7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3318409.11     | 0.00%             | 2035-05-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AX4<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    15830000 | PA      | $14971041.05    | 0.00%             | 2029-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBN2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    17557000 | PA      | $12149654.17    | 0.00%             | 2051-02-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBJ3<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     6200000 | PA      | $5728346.82     | 0.00%             | 2030-05-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79462                      | CUSIP: 31288JQP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         253 | PA      | $260.72         | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3937                      | CUSIP: 36179SLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9829419 | PA      | $9080724.89     | 0.00%             | 2046-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAN3<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6546534.82     | 0.00%             | 2028-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAG8<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13333987.08    | 0.00%             | 2030-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57214                      | CUSIP: 3128KLAP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75361 | PA      | $77990.34       | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0437                      | CUSIP: 3132CWPW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15670531 | PA      | $14426949.15    | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V81429                      | CUSIP: 3132L6SS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1017479 | PA      | $974243.89      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9204                      | CUSIP: 3140XRGN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    57204773 | PA      | $59086478.06    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AN5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5686530.03     | 0.00%             | 2027-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAD5<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7785119.94     | 0.00%             | 2031-07-29      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91336                      | CUSIP: 3128P7PV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      255053 | PA      | $255190.10      | 0.00%             | 2030-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCE3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     3725000 | PA      | $3829642.51     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AW2<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $3378255.84     | 0.00%             | 2061-09-30      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    20050000 | PA      | $20045715.97    | 0.01%             | 2028-04-27      | Variable      | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K134 A1                   | CUSIP: 3137H4CC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      810611 | PA      | $746980.27      | 0.00%             | 2031-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAR2<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     7325000 | PA      | $7212286.33     | 0.00%             | 2034-09-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY3376                      | CUSIP: 3138YGXE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2460114 | PA      | $2277966.13     | 0.00%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Evergy Inc                                                                       | EVERGY INC                     | CUSIP: 30034WAB2<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $21145260.77    | 0.01%             | 2029-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 40414LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12729000 | PA      | $12288804.77    | 0.00%             | 2029-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAZ7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    11715000 | PA      | $7928360.00     | 0.00%             | 2049-08-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBT6<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $17886809.89    | 0.01%             | 2032-01-12      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DE9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $22761072.05    | 0.01%             | 2034-06-25      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6374                      | CUSIP: 31418UCL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1740419 | PA      | $1760611.07     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD 2019-CD8 Mortgage Trust                                                       | CD 2019-CD8 A4                 | CUSIP: 12515BAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8460000 | PA      | $7765594.74     | 0.00%             | 2057-08-15      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                  | COMM 2013-CR12 B               | CUSIP: 12591KAH8<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |      350000 | PA      | $182385.00      | 0.00%             | 2046-10-10      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Integris Baptist Medical Center Inc                                              | INTEGRIS BAPTIST               | CUSIP: 45834QAA7<br>LEI: 549300S00ZKDLJSB3927 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4283632.94     | 0.00%             | 2050-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10113401.29    | 0.00%             | 2029-01-26      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-B Owner Trust                                       | NAROT 2023-B A3                | CUSIP: 65480MAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1108661.84     | 0.00%             | 2028-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1812                      | CUSIP: 3132DPAM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15294076 | PA      | $15069349.67    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Presbyterian Healthcare Services                                                 | PRESBYTERIAN HCS               | CUSIP: 74071PAB9<br>LEI: 549300PILQ3W3CCH7D05 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3539672.32     | 0.00%             | 2052-08-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932851                      | CUSIP: 31412RL88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1129105 | PA      | $1092311.73     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AT6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7978370.17     | 0.00%             | 2034-09-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62954RAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7545000 | PA      | $5090081.76     | 0.00%             | 2055-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334JS1<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3192371.11     | 0.00%             | 2040-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFJ0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $4919958.19     | 0.00%             | 2030-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAH7<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    17225000 | PA      | $17316221.86    | 0.01%             | 2029-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                 | BMARK 2018-B4 AM               | CUSIP: 08161HAH3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3891291.20     | 0.00%             | 2051-07-15      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7740                      | CUSIP: 3140M9S65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      180254 | PA      | $155992.16      | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL3531                      | CUSIP: 3131XJ4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19529256 | PA      | $18386977.89    | 0.01%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8377                      | CUSIP: 3132DWJW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2508619 | PA      | $2637520.87     | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EE6<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    24150000 | PA      | $16867623.67    | 0.01%             | 2041-02-08      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BG9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $10486337.29    | 0.00%             | 2031-03-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2025-1 A                 | CUSIP: 02582JKM1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    11550000 | PA      | $11695226.24    | 0.00%             | 2029-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAX9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8722000 | PA      | $7854874.02     | 0.00%             | 2045-09-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5357                      | CUSIP: 31417B5T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      323171 | PA      | $317705.83      | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3284                      | CUSIP: 31418CUJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1554619 | PA      | $1529142.15     | 0.00%             | 2033-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AA3<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2450135.55     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6653126.87     | 0.00%             | 2028-04-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4861                      | CUSIP: 3138WEMK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42348 | PA      | $41088.08       | 0.00%             | 2030-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615885                      | CUSIP: 36290SF22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       82126 | PA      | $81648.52       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7829                      | CUSIP: 36179WVW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    53998775 | PA      | $49282489.78    | 0.02%             | 2052-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2023-1 Class A Pass Through Trust                                | UNTD AIR 23-1 A                | CUSIP: 90932LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15285024 | PA      | $15590833.09    | 0.00%             | 2037-07-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FL2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    17025000 | PA      | $13068843.71    | 0.00%             | 2047-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAD5<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    24144000 | PA      | $19780771.34    | 0.01%             | 2047-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 833348                      | CUSIP: 31407KZM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5119 | PA      | $5285.70        | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAA6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    14895000 | PA      | $15109604.18    | 0.00%             | 2029-01-24      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBD6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9442779.41     | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DV8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9126769.66     | 0.00%             | 2028-07-26      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHD4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   101985000 | PA      | $99669184.79    | 0.03%             | 2028-12-20      | Variable      | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2014                      | CUSIP: 3140XHGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4243168 | PA      | $4055456.71     | 0.00%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EH7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    36300000 | PA      | $37166602.31    | 0.01%             | 2034-02-22      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5107                      | CUSIP: 31418EU99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    52328250 | PA      | $52409667.90    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9278                      | CUSIP: 3138E2JY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2930654 | PA      | $2756633.25     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAY8<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4499827.08     | 0.00%             | 2031-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3486000 | PA      | $3542191.39     | 0.00%             | 2030-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAM8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    17050000 | PA      | $15450852.87    | 0.00%             | 2045-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778875                      | CUSIP: 36176XCL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      767084 | PA      | $718457.76      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAP1<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18124969.95    | 0.01%             | 2035-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1518                      | CUSIP: 3140XGVL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36299180 | PA      | $29008866.95    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCG8<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $10927545.52    | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBM4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    26500000 | PA      | $19646638.35    | 0.01%             | 2041-02-04      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AX4<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    25795000 | PA      | $25745450.33    | 0.01%             | 2030-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBD6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3653242.58     | 0.00%             | 2037-12-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCA8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $4779416.49     | 0.00%             | 2042-10-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K121 A2                   | CUSIP: 3137F83Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7850000 | PA      | $6866980.61     | 0.00%             | 2030-10-25      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AX9<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     7615000 | PA      | $6410992.48     | 0.00%             | 2043-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6630                      | CUSIP: 3140KELL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11752235 | PA      | $9480062.50     | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAY3<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3728337.86     | 0.00%             | 2028-03-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AN5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     2331000 | PA      | $2378238.04     | 0.00%             | 2028-07-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5399                      | CUSIP: 3140X87M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20139140 | PA      | $18882093.28    | 0.01%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0205                      | CUSIP: 3138W9GP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4068766 | PA      | $3701271.50     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08140                      | CUSIP: 3128MJEN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29046 | PA      | $30541.73       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5037                      | CUSIP: 31418ES35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1332776 | PA      | $1277430.66     | 0.00%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10805026.77    | 0.00%             | 2051-06-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBX9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    11780000 | PA      | $12041702.72    | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783308                      | CUSIP: 36241LU95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46250 | PA      | $45995.62       | 0.00%             | 2026-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1158840000 | PA      | $1177037403.58  | 0.37%             | 2034-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Los Angeles Community College District/CA                                        | LOS ANGELES CMNTY CL           | CUSIP: 54438CPA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5125000 | PA      | $5728154.59     | 0.00%             | 2049-08-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAC5<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     4837000 | PA      | $3995111.72     | 0.00%             | 2049-04-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                                     | GMALT 2023-2 A3                | CUSIP: 362548AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      446578 | PA      | $446826.72      | 0.00%             | 2026-07-20      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4651                      | CUSIP: 36179TEY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5801622 | PA      | $5182041.76     | 0.00%             | 2047-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAT7<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     7362000 | PA      | $7248410.50     | 0.00%             | 2033-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49490                      | CUSIP: 3132WPRL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21142154 | PA      | $19448777.32    | 0.01%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CW2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5129178.59     | 0.00%             | 2027-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M8 A2                 | CUSIP: 3136BMST6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8375000 | PA      | $7211639.64     | 0.00%             | 2031-12-25      | Variable      | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8518                      | CUSIP: 3133A3PB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2881807 | PA      | $2531741.37     | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                   | CARMX 2022-1 A4                | CUSIP: 14317CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2150000 | PA      | $2111620.57     | 0.00%             | 2027-08-16      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9128                      | CUSIP: 3138EREA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2721874 | PA      | $2693958.45     | 0.00%             | 2046-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA COMMONWEALTH                | CUSIP: 57582RYY6<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     5495000 | PA      | $3689558.95     | 0.00%             | 2049-09-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFU0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    13100000 | PA      | $13129494.25    | 0.00%             | 2031-10-23      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AS0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     6117000 | PA      | $6160092.39     | 0.00%             | 2029-09-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CB5<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    11854000 | PA      | $9785276.20     | 0.00%             | 2042-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 AS               | CUSIP: 90276VAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3250000 | PA      | $3165740.50     | 0.00%             | 2051-02-15      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBU8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    23530000 | PA      | $22811380.28    | 0.01%             | 2027-11-24      | Variable      | 2.28%                 | No            |                  2 | On Loan: No      |
| Cornell University                                                               | CORNELL UNIV                   | CUSIP: 219207AC1<br>LEI: 549300ZZIJPNT0RZWP17 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $5970417.11     | 0.00%             | 2034-06-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                   | CARMX 2023-3 A4                | CUSIP: 14319BAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1760000 | PA      | $1788705.25     | 0.00%             | 2029-02-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61555                      | CUSIP: 31335BWQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      512223 | PA      | $497995.56      | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748149AN1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    43050000 | PA      | $42164332.70    | 0.01%             | 2027-04-12      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAL1<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4100556.77     | 0.00%             | 2028-09-09      | Fixed         | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K520 A2                   | CUSIP: 3137HCKV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7000000 | PA      | $7234050.60     | 0.00%             | 2029-03-25      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5304                      | CUSIP: 3140HJ3N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      403272 | PA      | $380621.04      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CF8<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5739589.22     | 0.00%             | 2039-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAD5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     9750000 | PA      | $9664501.94     | 0.00%             | 2027-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26675                      | CUSIP: 31297EMY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3062 | PA      | $3153.33        | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3542                      | CUSIP: 3132DQ5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5493924 | PA      | $5536121.82     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6154                      | CUSIP: 3140XMZU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6787552 | PA      | $7041048.79     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3173                      | CUSIP: 36179RQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20354161 | PA      | $18803810.68    | 0.01%             | 2045-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29364NAT5<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     8225000 | PA      | $7929831.82     | 0.00%             | 2028-06-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6307                      | CUSIP: 3138EPAH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1482729 | PA      | $1462974.79     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882926AA6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    18733000 | PA      | $17203104.06    | 0.01%             | 2063-05-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DCB9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    11871000 | PA      | $12142932.18    | 0.00%             | 2032-08-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12786                      | CUSIP: 31296MCX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7885 | PA      | $8094.17        | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1516                      | CUSIP: 3142GRVJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25049679 | PA      | $25213902.53    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J20466                      | CUSIP: 31306XQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      673747 | PA      | $662126.48      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0698                      | CUSIP: 36179MX39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27286073 | PA      | $24891567.00    | 0.01%             | 2043-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAK6<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    18670000 | PA      | $18435607.53    | 0.01%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ9175                      | CUSIP: 3140KVFR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7587828 | PA      | $6092346.39     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3757                      | CUSIP: 3140XKE71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26166768 | PA      | $26444617.56    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BE7<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    17200000 | PA      | $17608415.79    | 0.01%             | 2033-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3154                      | CUSIP: 3138WCQG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      890322 | PA      | $852438.07      | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6111                      | CUSIP: 3138WFYH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1357173 | PA      | $1290273.63     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stewart Information Services Corp                                                | STEWART INFO SRV               | CUSIP: 86038AAA0<br>LEI: 529900TV1XI0PLKENU10 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2593940.49     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576BAB8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    23125000 | PA      | $24318474.49    | 0.01%             | 2031-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4236                      | CUSIP: 31418DV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   183185863 | PA      | $137883614.53   | 0.04%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD9744                      | CUSIP: 31418XZJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4901 | PA      | $4877.75        | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Vance Corp                                                                 | EATON VANCE CORP               | CUSIP: 278265AE3<br>LEI: 4JJ8ORNW1AFZPSV8GJ79 | Long             | DBT              | CORP              | US        |     5053000 | PA      | $4987807.26     | 0.00%             | 2027-04-06      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4                             | JPMCC 2019-COR4 A5             | CUSIP: 48128YAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13805000 | PA      | $13105562.77    | 0.00%             | 2052-03-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1061                      | CUSIP: 3142GRFB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17625549 | PA      | $17774147.93    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAK7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     9520000 | PA      | $9280586.53     | 0.00%             | 2055-01-08      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CQ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     4840000 | PA      | $3324265.48     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   597575000 | PA      | $555324577.09   | 0.18%             | 2028-11-30      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | DAIMLER FINANCE                | CUSIP: 233851EA8<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $914894.98      | 0.00%             | 2030-03-10      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EJ3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    24100000 | PA      | $23102719.96    | 0.01%             | 2033-04-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5351                      | CUSIP: 31418E5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14200236 | PA      | $13582821.58    | 0.00%             | 2054-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FN8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    32035000 | PA      | $33522655.63    | 0.01%             | 2028-11-17      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 876030AL1<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    10775000 | PA      | $10815227.16    | 0.00%             | 2035-03-11      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CD4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     6547000 | PA      | $6082232.54     | 0.00%             | 2031-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848328                      | CUSIP: 31408DPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10912 | PA      | $11275.79       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBN5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    49000000 | PA      | $32958907.15    | 0.01%             | 2051-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AS6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2732000 | PA      | $2265982.83     | 0.00%             | 2044-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JP6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     5274000 | PA      | $4110440.36     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BG7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     8275000 | PA      | $8179958.89     | 0.00%             | 2041-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CM8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    21950000 | PA      | $20510392.50    | 0.01%             | 2054-02-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CP1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3265690.57     | 0.00%             | 2027-08-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3518                      | CUSIP: 31418C4C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      826323 | PA      | $824777.62      | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBW1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     7775000 | PA      | $6682547.65     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| COMM 2014-UBS4 Mortgage Trust                                                    | COMM 2014-UBS4 A5              | CUSIP: 12591QAR3<br>LEI: 5493004GWEVMOU8S3L34 | Long             | ABS-MBS          | CORP              | US        |       84590 | PA      | $83658.94       | 0.00%             | 2047-08-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DG2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     5436000 | PA      | $4233929.02     | 0.00%             | 2062-02-22      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEL6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    23800000 | PA      | $24103539.37    | 0.01%             | 2028-07-22      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELECTRIC               | CUSIP: 737679DJ6<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2729768.69     | 0.00%             | 2054-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B3A29<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    35000000 | PA      | $35018900.00    | 0.01%             | 2026-10-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                 | CUSIP: 302635AP2<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14425402.43    | 0.00%             | 2030-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6311                      | CUSIP: 3138WGAM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4812475 | PA      | $4443853.80     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nature Conservancy/The                                                           | THE NATURE CONSV               | CUSIP: 63902HBF5<br>LEI: 549300GJ1IZME7V1JJ28 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $3377015.82     | 0.00%             | 2052-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74464AAD3<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5877617.10     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CL2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    21169000 | PA      | $19312567.69    | 0.01%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0946                      | CUSIP: 3138A2BQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      591669 | PA      | $572469.31      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP2132                      | CUSIP: 3138M5LN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8483315 | PA      | $7959919.47     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 658746                      | CUSIP: 31390WZK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7220 | PA      | $7571.00        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29364DAV2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1993631.77     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13881                      | CUSIP: 3128MCRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1020 | PA      | $1017.62        | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS ELECTRON               | CUSIP: 500472AE5<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |    12775000 | PA      | $11534138.24    | 0.00%             | 2042-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDX7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    22115000 | PA      | $19789483.88    | 0.01%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC42                                           | GSMS 2019-GC42 AS              | CUSIP: 36257UAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2875000 | PA      | $2649533.59     | 0.00%             | 2052-09-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252339                      | CUSIP: 31371HHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1433 | PA      | $1457.95        | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AV1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     8800000 | PA      | $8876602.94     | 0.00%             | 2035-06-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BD1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $4145950.44     | 0.00%             | 2027-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CL5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    34000000 | PA      | $34506781.32    | 0.01%             | 2027-03-18      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AW0<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     3917000 | PA      | $2640685.45     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFH9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   481085000 | PA      | $475146607.03   | 0.15%             | 2027-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAA9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    14400000 | PA      | $14749943.83    | 0.00%             | 2034-04-05      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7256                      | CUSIP: 36179WBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    43096864 | PA      | $38171138.44    | 0.01%             | 2051-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782528                      | CUSIP: 36241KYZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      639643 | PA      | $646517.26      | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7525                      | CUSIP: 3132DVLE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44534005 | PA      | $37675995.06    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAL5<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9710899.72     | 0.00%             | 2063-06-28      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAP7<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    37228000 | PA      | $27414444.93    | 0.01%             | 2043-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J12551                      | CUSIP: 3128PRZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          58 | PA      | $57.70          | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6656                      | CUSIP: 36179VMD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27609119 | PA      | $24479437.76    | 0.01%             | 2050-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4283                      | CUSIP: 3140X7XM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15624762 | PA      | $14384811.96    | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECU3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2690000 | PA      | $2818365.55     | 0.00%             | 2029-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAK7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2791000 | PA      | $3099102.22     | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAL3<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    49796000 | PA      | $49728394.33    | 0.02%             | 2033-05-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | VALMONT INDS                   | CUSIP: 920253AF8<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     5944000 | PA      | $5295745.13     | 0.00%             | 2044-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   354418000 | PA      | $252647424.19   | 0.08%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-B                                         | WOART 2022-B A3                | CUSIP: 98163QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      970201 | PA      | $967198.46      | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8435000 | PA      | $5332534.64     | 0.00%             | 2052-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0775                      | CUSIP: 3138LQ2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      467091 | PA      | $449872.91      | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07096                      | CUSIP: 3128M9GD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2371874 | PA      | $2236861.24     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCY0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $7764409.41     | 0.00%             | 2030-06-21      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7827                      | CUSIP: 36179WVU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   161232210 | PA      | $137102503.88   | 0.04%             | 2052-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAP8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1764094.47     | 0.00%             | 2035-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2868                      | CUSIP: 31418CFJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9443386 | PA      | $9083495.98     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co Ltd                                         | INGERSOLL-RND GL               | CUSIP: 45687AAG7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |      715000 | PA      | $730518.10      | 0.00%             | 2043-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 A4              | CUSIP: 06650AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5925000 | PA      | $5723935.13     | 0.00%             | 2050-11-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADE2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     5473000 | PA      | $5555051.78     | 0.00%             | 2029-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A81872                      | CUSIP: 312928CH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          44 | PA      | $46.64          | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBA0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    22326000 | PA      | $20144213.63    | 0.01%             | 2044-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NN1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2109214.75     | 0.00%             | 2027-04-25      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K082 A2                   | CUSIP: 3137FJKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22870000 | PA      | $22790620.52    | 0.01%             | 2028-09-25      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 542820                      | CUSIP: 36212TAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4328 | PA      | $4451.39        | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ochsner LSU Health System of North Louisiana                                     | OCHSNER LSU HLTH               | CUSIP: 67555JAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2866829.37     | 0.00%             | 2031-05-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8728                      | CUSIP: 31419KVW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1963 | PA      | $1951.89        | 0.00%             | 2025-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3662                      | CUSIP: 3140X7B81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4513928 | PA      | $3957138.19     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAC5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    14385000 | PA      | $13943459.18    | 0.00%             | 2064-04-05      | Fixed         | 5.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05267                      | CUSIP: 3128M7FG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       80421 | PA      | $83263.43       | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                | BMARK 2021-B23 A5              | CUSIP: 08162RAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9675000 | PA      | $8318249.60     | 0.00%             | 2054-02-15      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725027                      | CUSIP: 31402CPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5158963 | PA      | $5210723.77     | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01846                      | CUSIP: 31292JBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60764 | PA      | $61484.46       | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBM9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3950091.69     | 0.00%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CH1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    14786000 | PA      | $17808925.86    | 0.01%             | 2038-03-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Michigan State University                                                        | MICHIGAN ST UNIV-TXBL          | CUSIP: 594712WY3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5300000 | PA      | $3814481.55     | 0.00%             | 2122-08-15      | Fixed         | 4.17%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | NVENT FINANCE                  | CUSIP: 67078AAF0<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     5500000 | PA      | $5600356.24     | 0.00%             | 2033-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | JPMCC 2016-JP3 B               | CUSIP: 46590RAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1225000 | PA      | $1142193.19     | 0.00%             | 2049-08-15      | Variable      | 3.40%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C58                                   | WFCM 2020-C58 A4               | CUSIP: 95002UAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1990000 | PA      | $1738493.45     | 0.00%             | 2053-07-15      | Fixed         | 2.09%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081EV5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     3379000 | PA      | $3538169.69     | 0.00%             | 2037-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFU0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   439439000 | PA      | $443438580.42   | 0.14%             | 2027-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AB3<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8781647.32     | 0.00%             | 2034-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                            | HART 2023-C A3                 | CUSIP: 44918CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2223981.10     | 0.00%             | 2028-10-16      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08222                      | CUSIP: 3128MJG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      109730 | PA      | $115801.62      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7130                      | CUSIP: 3140XA4Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13748681 | PA      | $11815694.65    | 0.00%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AU6<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    25200000 | PA      | $25898705.39    | 0.01%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BH7<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3520725.35     | 0.00%             | 2032-07-23      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNH0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  4620428000 | PA      | $4644974023.75  | 1.48%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXR5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     6905000 | PA      | $7015826.18     | 0.00%             | 2027-06-11      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605423                      | CUSIP: 36200NSL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       92117 | PA      | $92927.81       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4511                      | CUSIP: 31418EAM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   129654212 | PA      | $103006758.05   | 0.03%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFU3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    58300000 | PA      | $36292879.57    | 0.01%             | 2050-11-20      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| County of Broward FL Airport System Revenue                                      | BROWARD CNTY FL ARPT           | CUSIP: 114894ZW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      375000 | PA      | $303402.53      | 0.00%             | 2043-10-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCC7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    23800000 | PA      | $24481044.82    | 0.01%             | 2034-04-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4013                      | CUSIP: 31418DN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11967383 | PA      | $11286142.43    | 0.00%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8155                      | CUSIP: 3132D6BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19159198 | PA      | $18275701.93    | 0.01%             | 2037-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9308                      | CUSIP: 36179YKV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21688223 | PA      | $22477201.15    | 0.01%             | 2053-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844595                      | CUSIP: 31407YKG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19762 | PA      | $20406.55       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01840                      | CUSIP: 3128LXBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      777239 | PA      | $786595.84      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-5                                    | SDART 2022-5 C                 | CUSIP: 80287HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1232419 | PA      | $1232055.27     | 0.00%             | 2028-10-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2310                      | CUSIP: 3140FMR81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5476284 | PA      | $4867530.99     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CY5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     8862000 | PA      | $8126069.55     | 0.00%             | 2053-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAF6<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     3432000 | PA      | $3271952.40     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605393                      | CUSIP: 36200NRN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25965 | PA      | $26208.75       | 0.00%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24660                      | CUSIP: 31297CE97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9658 | PA      | $9980.27        | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B28 Mortgage Trust                                                | BMARK 2021-B28 A5              | CUSIP: 08163GAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4225000 | PA      | $3660033.00     | 0.00%             | 2054-08-15      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 71644EAJ1<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     5331000 | PA      | $5765284.92     | 0.00%             | 2038-05-15      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K118 A2                   | CUSIP: 3137F62M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17650000 | PA      | $15474201.55    | 0.00%             | 2030-09-25      | Fixed         | 1.49%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CQ1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5802129.24     | 0.00%             | 2055-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McLaren Health Care Corp                                                         | MCLAREN HEALTH                 | CUSIP: 581760AV7<br>LEI: 549300OY1YHQK68ZQX37 | Long             | DBT              | CORP              | US        |     4433000 | PA      | $3657089.66     | 0.00%             | 2048-05-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039482AD6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    14837000 | PA      | $13383574.31    | 0.00%             | 2032-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KF2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    56900000 | PA      | $56788493.20    | 0.02%             | 2029-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8095                      | CUSIP: 3138WH7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11411615 | PA      | $10555350.24    | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPC60<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     4500000 | PA      | $4586022.00     | 0.00%             | 2027-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CF4<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    15000000 | PA      | $14949940.87    | 0.00%             | 2027-09-09      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AM5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6550000 | PA      | $5497530.84     | 0.00%             | 2048-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MM0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    69175000 | PA      | $67529292.46    | 0.02%             | 2041-03-26      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAQ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      400000 | PA      | $316517.54      | 0.00%             | 2046-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8323                      | CUSIP: 3132DWG80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36779422 | PA      | $36147047.97    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7864                      | CUSIP: 3140XPW21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10349096 | PA      | $10708925.93    | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255268                      | CUSIP: 31371LQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74782 | PA      | $75574.57       | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66092                      | CUSIP: 3128KWXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21553 | PA      | $22759.02       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RS98<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5083778.28     | 0.00%             | 2034-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7507                      | CUSIP: 3132DVKU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16055369 | PA      | $14195367.57    | 0.00%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AP4<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4017615.86     | 0.00%             | 2030-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL               | CUSIP: 459506AK7<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $4040761.87     | 0.00%             | 2028-09-26      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0459                      | CUSIP: 3140QKQM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76171 | PA      | $63500.73       | 0.00%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4018                        | CUSIP: 36202EPB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      332305 | PA      | $349863.45      | 0.00%             | 2037-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAM5<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     4865000 | PA      | $4783415.81     | 0.00%             | 2027-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAF4<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1016000 | PA      | $894579.78      | 0.00%             | 2048-05-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DN3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     1433000 | PA      | $874388.82      | 0.00%             | 2052-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08347                      | CUSIP: 3128MJL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      558914 | PA      | $554830.42      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783403                      | CUSIP: 36241LX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3120322 | PA      | $2929991.84     | 0.00%             | 2041-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BG1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    21140000 | PA      | $23255864.78    | 0.01%             | 2034-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LAY6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1799419.16     | 0.00%             | 2045-03-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD3995                      | CUSIP: 3140FBNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      393723 | PA      | $363319.18      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2833                      | CUSIP: 31418CEF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37346317 | PA      | $33194837.30    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DJ6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6113905.79     | 0.00%             | 2028-03-05      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01841                      | CUSIP: 3128LXBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      687029 | PA      | $709074.51      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7274                      | CUSIP: 3140XPCL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19472680 | PA      | $19174383.49    | 0.01%             | 2054-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Utah Acquisition Sub Inc                                                         | MYLAN NV                       | CUSIP: 62854AAP9<br>LEI: 254900JOFV74IJ7H9933 | Long             | DBT              | CORP              | US        |    12450000 | PA      | $10075808.60    | 0.00%             | 2046-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18520                      | CUSIP: 3128MMSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85362 | PA      | $83100.46       | 0.00%             | 2029-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3791                      | CUSIP: 3140XKF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6153441 | PA      | $6426040.70     | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BZ6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |      445000 | PA      | $437575.72      | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAG8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    22800000 | PA      | $23346135.84    | 0.01%             | 2029-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12420000 | PA      | $12727579.24    | 0.00%             | 2031-04-22      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| United Nations Development Corp                                                  | UNITED NATIONS DEV-A           | CUSIP: 911157MF9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1525000 | PA      | $1593652.91     | 0.00%             | 2055-08-01      | Fixed         | 6.54%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BU4<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     6805000 | PA      | $6959021.83     | 0.00%             | 2035-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAT1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2402570.19     | 0.00%             | 2041-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128287B0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   248440000 | PA      | $243267402.18   | 0.08%             | 2026-06-30      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK37                                                                  | BANK 2021-BN37 A5              | CUSIP: 06540LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6825000 | PA      | $5977251.74     | 0.00%             | 2064-11-15      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADT9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    12063000 | PA      | $12212787.56    | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| TC PipeLines LP                                                                  | TC PIPELINES LP                | CUSIP: 87233QAC2<br>LEI: 6HL0C5LCIE4TN8UZHL06 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7015998.10     | 0.00%             | 2027-05-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DD8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    13494000 | PA      | $14107785.27    | 0.00%             | 2030-09-07      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1370                      | CUSIP: 3140X4QY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7038153 | PA      | $6277774.46     | 0.00%             | 2046-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    20800000 | PA      | $19567704.55    | 0.01%             | 2029-10-17      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650493                      | CUSIP: 36292JUS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12954 | PA      | $13088.05       | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBH1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    14000000 | PA      | $14575914.34    | 0.00%             | 2033-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CR2<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |      400000 | PA      | $400113.01      | 0.00%             | 2032-10-22      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5930                      | CUSIP: 36179UST0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6783111 | PA      | $6221936.37     | 0.00%             | 2049-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    11675000 | PA      | $12603901.78    | 0.00%             | 2036-10-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAJ8<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $7798526.96     | 0.00%             | 2030-01-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813252                      | CUSIP: 31406LQD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       88010 | PA      | $90767.91       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CM4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     1505000 | PA      | $1374446.49     | 0.00%             | 2041-09-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448BZ3<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |      400000 | PA      | $429380.61      | 0.00%             | 2037-09-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-2 Class AA Pass Through Trust                             | AM AIRLN 17-2 AA               | CUSIP: 02376AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3416293 | PA      | $3249980.80     | 0.00%             | 2031-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAW0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     2550000 | PA      | $2524798.68     | 0.00%             | 2034-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8043                      | CUSIP: 36179W5C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    73895012 | PA      | $65339543.63    | 0.02%             | 2052-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FS2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    21154000 | PA      | $14483955.55    | 0.00%             | 2071-04-06      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6450                      | CUSIP: 3138A8EY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26342 | PA      | $27437.62       | 0.00%             | 2041-02-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1245                      | CUSIP: 3140X4L38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      789440 | PA      | $788703.72      | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1350                      | CUSIP: 3132DNQB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1655046 | PA      | $1595240.26     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| National Grid USA                                                                | KEYSPAN CORP                   | CUSIP: 49337WAJ9<br>LEI: MOM4570XTJ5YYX7JKH83 | Long             | DBT              | CORP              | US        |     2817000 | PA      | $2886194.06     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAE0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     6400000 | PA      | $6428692.83     | 0.00%             | 2032-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    11425000 | PA      | $11280069.00    | 0.00%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CX6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    21475000 | PA      | $13236978.57    | 0.00%             | 2050-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8098                      | CUSIP: 3132DV7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   125786764 | PA      | $100523800.84   | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAE2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    29655000 | PA      | $30408431.18    | 0.01%             | 2031-01-15      | Variable      | 5.23%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JL1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    32933000 | PA      | $28579235.42    | 0.01%             | 2031-02-14      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAJ8<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6132000 | PA      | $7011269.34     | 0.00%             | 2038-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBT4<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    28782000 | PA      | $24434082.72    | 0.01%             | 2048-10-06      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                 | BMARK 2018-B6 A4               | CUSIP: 08162CAD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7075000 | PA      | $6977887.14     | 0.00%             | 2051-10-10      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 621239                      | CUSIP: 31389CEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3099 | PA      | $3163.35        | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BZ5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     7875000 | PA      | $7636791.99     | 0.00%             | 2029-04-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |     7500000 | PA      | $6433862.27     | 0.00%             | 2030-09-16      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QAR7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      875000 | PA      | $927680.72      | 0.00%             | 2037-05-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q47931                      | CUSIP: 3132WMY57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4737 | PA      | $4621.50        | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4196                      | CUSIP: 36179SUV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4450264 | PA      | $4109902.49     | 0.00%             | 2047-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FQ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     7432000 | PA      | $6153601.39     | 0.00%             | 2036-04-06      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07288                      | CUSIP: 3128M9ND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1332773 | PA      | $1380784.58     | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    13360000 | PA      | $14068054.38    | 0.00%             | 2029-07-27      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA/New York NY                                                     | HSBC BANK USA NA               | CUSIP: 4042Q1AA5<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |      500000 | PA      | $528640.94      | 0.00%             | 2034-11-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AT1<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     5941000 | PA      | $5196865.19     | 0.00%             | 2049-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BN25 A5              | CUSIP: 06539WBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4035000 | PA      | $3674170.13     | 0.00%             | 2063-01-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CJ8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    16100000 | PA      | $13733203.22    | 0.00%             | 2042-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4719                      | CUSIP: 36179TG41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    42606517 | PA      | $39321289.94    | 0.01%             | 2047-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAZ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4117216.12     | 0.00%             | 2043-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CE2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     8550000 | PA      | $8422288.87     | 0.00%             | 2027-03-03      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                      | BMO 2024-5C3 A3                | CUSIP: 09660QAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4450000 | PA      | $4597977.63     | 0.00%             | 2057-02-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CG7<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     4089000 | PA      | $4175997.81     | 0.00%             | 2035-04-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| BorgWarner Inc                                                                   | BORG-WARNER AUTO               | CUSIP: 099724AH9<br>LEI: 549300DSFX2IE88NSX47 | Long             | DBT              | CORP              | US        |    12489000 | PA      | $10314961.35    | 0.00%             | 2045-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448ET1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $7879312.64     | 0.00%             | 2040-03-19      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BF6<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11054022.81    | 0.00%             | 2034-09-17      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BH8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5290231.50     | 0.00%             | 2041-03-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2160                      | CUSIP: 3132DPMH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12360313 | PA      | $12645168.98    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 A4                | CUSIP: 36269FAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1106592.96     | 0.00%             | 2028-02-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XED4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3157438.55     | 0.00%             | 2033-01-09      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AW1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3710974.46     | 0.00%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FY9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    17600000 | PA      | $17517679.09    | 0.01%             | 2027-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| COMM 2016-CR28 Mortgage Trust                                                    | COMM 2016-CR28 A4              | CUSIP: 12593YBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9684625 | PA      | $9636616.38     | 0.00%             | 2049-02-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AS2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    10509000 | PA      | $8638012.13     | 0.00%             | 2047-04-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                                     | GMALT 2023-2 B                 | CUSIP: 362548AF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      875000 | PA      | $876793.05      | 0.00%             | 2027-05-20      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AX4<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    10270000 | PA      | $6790272.47     | 0.00%             | 2051-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06875                      | CUSIP: 3128M86L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      988633 | PA      | $1022497.22     | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CU5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9810129.52     | 0.00%             | 2028-02-28      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 04273WAE1<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5883906.08     | 0.00%             | 2034-04-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAP2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     3207000 | PA      | $2832664.47     | 0.00%             | 2030-10-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCS7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    17775000 | PA      | $18661022.51    | 0.01%             | 2033-01-13      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAG4<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |    12925000 | PA      | $10628006.86    | 0.00%             | 2045-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781594                      | CUSIP: 36225BXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       99545 | PA      | $102642.15      | 0.00%             | 2033-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3743                      | CUSIP: 3132E0EQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23282458 | PA      | $24239304.36    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3069                      | CUSIP: 3140XJMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9557960 | PA      | $8973317.51     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08085                      | CUSIP: 3128MJCX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      163046 | PA      | $165113.32      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M1 A2                 | CUSIP: 3136AUG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6925860 | PA      | $6758825.88     | 0.00%             | 2026-10-25      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BU9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4156564.01     | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLL7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7593655.22     | 0.00%             | 2029-01-05      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ETBF3<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     8500000 | PA      | $8557443.00     | 0.00%             | 2030-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FT5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     9600000 | PA      | $9484665.29     | 0.00%             | 2032-09-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: 744330AB7<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |     2000000 | PA      | $1860047.38     | 0.00%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCF0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    16752000 | PA      | $12308603.22    | 0.00%             | 2051-03-13      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAM3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     7750000 | PA      | $6924505.91     | 0.00%             | 2049-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9999                      | CUSIP: 3133KSDC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25581182 | PA      | $26444523.83    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 456873AF5<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     3475000 | PA      | $2906903.88     | 0.00%             | 2049-03-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                               | BAIN CAPITAL SPE               | CUSIP: 05684BAD9<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $3123500.63     | 0.00%             | 2030-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | FIRST MERIT BANK               | CUSIP: 320844PD9<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3333661.14     | 0.00%             | 2026-11-25      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JL5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4548606.74     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAN0<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     6794000 | PA      | $6724546.38     | 0.00%             | 2027-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832444                      | CUSIP: 31407JZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6315 | PA      | $6526.54        | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DJ1<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     8642000 | PA      | $8427164.77     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                | CUSIP: 16411RAK5<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    13674000 | PA      | $13653879.89    | 0.00%             | 2028-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0039                      | CUSIP: 3140XFBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3985569 | PA      | $3525089.16     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4317                      | CUSIP: 3140X7YP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12642805 | PA      | $11083324.79    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AW3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3545852.17     | 0.00%             | 2032-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                    | CUSIP: 23355LAL0<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7536557.32     | 0.00%             | 2026-09-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K122 A1                   | CUSIP: 3137F82M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      505586 | PA      | $465426.27      | 0.00%             | 2030-05-25      | Fixed         | 0.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995685                      | CUSIP: 31416CCW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      563853 | PA      | $570260.30      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-C             | CUSIP: 914455VJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4120000 | PA      | $3403090.75     | 0.00%             | 2047-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6500                      | CUSIP: 3132DUGH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13397487 | PA      | $11594196.19    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   534126000 | PA      | $540760843.74   | 0.17%             | 2027-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FA1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     9200000 | PA      | $7891011.02     | 0.00%             | 2031-02-25      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4749                      | CUSIP: 3140X8H34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3240924 | PA      | $3173633.10     | 0.00%             | 2035-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BT4<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     4628000 | PA      | $3713349.61     | 0.00%             | 2049-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4048                      | CUSIP: 3140JLQA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       91251 | PA      | $86068.59       | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0200                      | CUSIP: 31417YGJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      356939 | PA      | $356260.02      | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0554                      | CUSIP: 3138W9TL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3349161 | PA      | $3308861.51     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GH0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1291769.27     | 0.00%             | 2034-05-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                                              | FORDO 2023-A A3                | CUSIP: 344928AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1536380 | PA      | $1538070.65     | 0.00%             | 2028-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K120 A2                   | CUSIP: 3137F72P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12360000 | PA      | $10788700.39    | 0.00%             | 2030-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09062                      | CUSIP: 31292SB74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10963 | PA      | $10513.37       | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039482AC8<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3037943.32     | 0.00%             | 2051-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBM0<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    23730000 | PA      | $24758131.57    | 0.01%             | 2028-07-12      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18642                      | CUSIP: 3128MMWC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1613025 | PA      | $1592339.83     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08667                      | CUSIP: 3128MJW55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3355525 | PA      | $3105639.84     | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CM0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9162470.68     | 0.00%             | 2054-02-21      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CP2<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12102364.51    | 0.00%             | 2028-12-01      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BK9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    11620000 | PA      | $10751359.87    | 0.00%             | 2043-12-05      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE3066                      | CUSIP: 31419DMQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25028 | PA      | $24929.68       | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     2920000 | PA      | $3127211.74     | 0.00%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AJ1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |    14720000 | PA      | $15223959.94    | 0.00%             | 2030-04-23      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BB7<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8959867.14     | 0.00%             | 2032-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 635042                      | CUSIP: 31389TP30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8691 | PA      | $9163.10        | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HBG3<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    23000000 | PA      | $23054660.85    | 0.01%             | 2065-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4079                      | CUSIP: 31418DQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25132459 | PA      | $21993120.53    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AQ2<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |    11245000 | PA      | $10588475.79    | 0.00%             | 2033-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865AV2<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |    11972000 | PA      | $11752327.37    | 0.00%             | 2026-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6038                      | CUSIP: 3132DTV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19853439 | PA      | $20523474.55    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CJ3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     3894000 | PA      | $2604633.93     | 0.00%             | 2049-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DM8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     5600000 | PA      | $5389194.89     | 0.00%             | 2027-01-18      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BB7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |     9195000 | PA      | $9195812.70     | 0.00%             | 2027-10-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06020                      | CUSIP: 3128M8AV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1494132 | PA      | $1549570.59     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAX6<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3616765.68     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BH4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    13280000 | PA      | $11118010.63    | 0.00%             | 2046-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6338                      | CUSIP: 36179VBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    49952141 | PA      | $44336556.14    | 0.01%             | 2049-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516AR7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     4705000 | PA      | $4955250.99     | 0.00%             | 2036-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DL8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $9669168.34     | 0.00%             | 2028-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWK1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     8475000 | PA      | $8492964.48     | 0.00%             | 2027-09-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   752010000 | PA      | $396097767.19   | 0.13%             | 2050-11-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 3.5 7/25                  | CUSIP: 01F032476<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37650000 | PA      | $36335179.17    | 0.01%             | 2025-07-17      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCD5<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1931052.91     | 0.00%             | 2029-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M9 A2                 | CUSIP: 3136B4VT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12097487 | PA      | $11649583.56    | 0.00%             | 2029-06-25      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1257                      | CUSIP: 3132ADME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7937159 | PA      | $7246926.38     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6952                      | CUSIP: 3133KNWM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37321722 | PA      | $32438204.50    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4855                        | CUSIP: 36202FMC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      301318 | PA      | $305248.59      | 0.00%             | 2040-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BS5<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $12678979.59    | 0.00%             | 2034-03-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7367                      | CUSIP: 36179WFG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    75721988 | PA      | $64436905.16    | 0.02%             | 2051-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 AS              | CUSIP: 06427DAV5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2738028.72     | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAA3<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |     9725000 | PA      | $11176675.54    | 0.00%             | 2035-07-27      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10675000 | PA      | $9546109.45     | 0.00%             | 2044-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M3 A2                 | CUSIP: 3136ARTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1764809 | PA      | $1742432.38     | 0.00%             | 2026-02-25      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AE5<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     6525000 | PA      | $6469023.63     | 0.00%             | 2027-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CD9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    14000000 | PA      | $13084304.65    | 0.00%             | 2031-09-18      | Variable      | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7471                      | CUSIP: 36179WJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   132632601 | PA      | $108200761.07   | 0.03%             | 2051-07-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SD1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   545462000 | PA      | $403300966.25   | 0.13%             | 2048-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| IQVIA Inc                                                                        | IQVIA INC                      | CUSIP: 46266TAF5<br>LEI: 549300PLWY28YB00C717 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5224817.59     | 0.00%             | 2029-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4422                      | CUSIP: 31418D4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17454212 | PA      | $14943554.66    | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | BARRICK NA FIN                 | CUSIP: 06849RAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19250000 | PA      | $19354942.31    | 0.01%             | 2041-05-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6468                      | CUSIP: 3140XAFJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17757829 | PA      | $16760405.15    | 0.01%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBV8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    71000000 | PA      | $72663474.54    | 0.02%             | 2030-03-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AW5<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3793307.82     | 0.00%             | 2052-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1374                      | CUSIP: 36179NQ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      940788 | PA      | $855941.23      | 0.00%             | 2043-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                              | JPMBB 2014-C23 AS              | CUSIP: 46643ABJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1722000 | PA      | $1680848.33     | 0.00%             | 2047-09-15      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| Rockefeller Foundation/The                                                       | ROCKFEL FNDATION               | CUSIP: 77310VAA2<br>LEI: 549300JU3NX0IK5I9038 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $6009538.77     | 0.00%             | 2050-10-01      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BJ7<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     7814000 | PA      | $7344931.48     | 0.00%             | 2030-01-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M6 A2                 | CUSIP: 3136ASVZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3387889 | PA      | $3328816.92     | 0.00%             | 2026-05-25      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBF1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    24703000 | PA      | $25028376.06    | 0.01%             | 2035-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFB6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    28123000 | PA      | $28924400.84    | 0.01%             | 2038-01-19      | Variable      | 5.95%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CH2<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    19806000 | PA      | $18414760.15    | 0.01%             | 2030-04-09      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAV9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8205981.99     | 0.00%             | 2034-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89385                      | CUSIP: 312936NA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      422611 | PA      | $419490.32      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBD9<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    18975000 | PA      | $15948390.12    | 0.01%             | 2042-08-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     7500000 | PA      | $7046296.17     | 0.00%             | 2054-09-10      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA4209                      | CUSIP: 31329MVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1791270 | PA      | $1628964.61     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-A Owner Trust                                       | NAROT 2023-A A4                | CUSIP: 65480WAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $706292.86      | 0.00%             | 2030-06-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAW7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     3879000 | PA      | $3913594.30     | 0.00%             | 2035-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBE4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    26558000 | PA      | $23181956.36    | 0.01%             | 2031-12-10      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CR0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     4524000 | PA      | $4124900.31     | 0.00%             | 2042-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BB5<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2043707.87     | 0.00%             | 2029-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3022                      | CUSIP: 3140QNLC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      444744 | PA      | $384881.70      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BL9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $9956958.65     | 0.00%             | 2044-07-05      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8616                      | CUSIP: 31417VSE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31626 | PA      | $32884.77       | 0.00%             | 2040-01-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Dartmouth-Hitchcock Health                                                       | DARTMOUTH-HITCH                | CUSIP: 23745QAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2377338.97     | 0.00%             | 2048-08-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDY9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $20663024.99    | 0.01%             | 2034-10-23      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDR7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    47500000 | PA      | $47970783.96    | 0.02%             | 2027-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2898                      | CUSIP: 3132DQGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19275848 | PA      | $19334753.20    | 0.01%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    11559000 | PA      | $11467785.05    | 0.00%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5908                      | CUSIP: 36184CR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1585826 | PA      | $1468847.26     | 0.00%             | 2045-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBH4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    11700000 | PA      | $11949037.08    | 0.00%             | 2030-05-26      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBJ4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     1730000 | PA      | $1596101.33     | 0.00%             | 2030-02-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0843                      | CUSIP: 31417Y5D5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1552141 | PA      | $1535030.92     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C2 Mortgage Trust                                                      | BMO 2023-5C2 AS                | CUSIP: 05610QAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3700000 | PA      | $3949637.15     | 0.00%             | 2056-11-15      | Variable      | 7.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 449539                      | CUSIP: 36208FLU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6025 | PA      | $6110.42        | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2505                      | CUSIP: 3140Q9YB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      270778 | PA      | $271030.14      | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                    | COMM 2018-COR3 A3              | CUSIP: 12595VAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6620000 | PA      | $6466510.00     | 0.00%             | 2051-05-10      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14749                      | CUSIP: 3128MDQA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      223452 | PA      | $220063.00      | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7598                      | CUSIP: 3140QFNQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35051799 | PA      | $29708769.48    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889995                      | CUSIP: 31410KXY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      616652 | PA      | $638454.68      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128285M8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   465885000 | PA      | $457149656.25   | 0.15%             | 2028-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8062                      | CUSIP: 3132D55X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21057088 | PA      | $19799194.88    | 0.01%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3736                      | CUSIP: 3138X3EJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3827431 | PA      | $3472744.64     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01981                      | CUSIP: 3128LXFW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      112542 | PA      | $113995.72      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14649                      | CUSIP: 3128MDL68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      192959 | PA      | $189451.03      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AE3<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1255173.12     | 0.00%             | 2045-11-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                | CUSIP: 093662AJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1885211.65     | 0.00%             | 2028-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BH4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    18400000 | PA      | $17475193.69    | 0.01%             | 2039-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electricite de France SA                                                         | ELEC DE FRANCE                 | CUSIP: 268317AP9<br>LEI: 549300X3UK4GG3FNMO06 | Long             | DBT              | CORP              | FR        |     2059000 | PA      | $1974485.98     | 0.00%             | 2035-10-13      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A                          | WOLS 2024-A A4                 | CUSIP: 981946AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3600000 | PA      | $3649582.80     | 0.00%             | 2029-09-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-A                                                   | NALT 2024-A A4                 | CUSIP: 65481CAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $703936.87      | 0.00%             | 2028-09-15      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AZ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    11700000 | PA      | $11792472.77    | 0.00%             | 2031-02-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEC5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    17900000 | PA      | $17366784.32    | 0.01%             | 2027-07-20      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2469                      | CUSIP: 3133KHW69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7006677 | PA      | $6373644.48     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBF6<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     1420000 | PA      | $1448853.35     | 0.00%             | 2030-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBE2<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    15760000 | PA      | $15963656.05    | 0.01%             | 2039-02-14      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 AS             | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5900000 | PA      | $5916320.58     | 0.00%             | 2057-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER B          | CUSIP: 167725AF7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4974351 | PA      | $5509771.88     | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO7617                      | CUSIP: 3138LYPB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3218 | PA      | $3174.58        | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550567                      | CUSIP: 36213CTY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8753 | PA      | $8842.23        | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C33                                   | WFCM 2016-C33 A4               | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |     1450000 | PA      | $1433446.51     | 0.00%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EG9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    14125000 | PA      | $14618892.78    | 0.00%             | 2031-02-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1N1458                      | CUSIP: 3128QHTP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1792 | PA      | $1822.87        | 0.00%             | 2037-03-01      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AM8<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $1962886.65     | 0.00%             | 2048-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3276                      | CUSIP: 31418CUA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7626155 | PA      | $6987201.39     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                  | COMM 2015-CR27 A4              | CUSIP: 12635QBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2075000 | PA      | $2066377.13     | 0.00%             | 2048-10-10      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PBA8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     5025000 | PA      | $5115322.14     | 0.00%             | 2055-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255892                      | CUSIP: 31371MF93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6023 | PA      | $6004.64        | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735230                      | CUSIP: 31402QY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      687583 | PA      | $708762.75      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AV1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9629264.22     | 0.00%             | 2027-03-12      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BN9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     9850000 | PA      | $6041784.49     | 0.00%             | 2051-12-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC45                                           | GSMS 2020-GC45 AS              | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1690000 | PA      | $1542986.73     | 0.00%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAH4<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     5075000 | PA      | $5227357.21     | 0.00%             | 2028-06-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Corewell Health Obligated Group                                                  | COREWELL HEALTH                | CUSIP: 84765EAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2032190.39     | 0.00%             | 2049-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885539                      | CUSIP: 31410CZC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17990 | PA      | $18901.31       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4048                      | CUSIP: 31418DQA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28890981 | PA      | $25309244.47    | 0.01%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5231                      | CUSIP: 3138EMY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4940286 | PA      | $4893966.39     | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4814                        | CUSIP: 36202FK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8518 | PA      | $8488.76        | 0.00%             | 2025-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4695                        | CUSIP: 36202FGC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      668224 | PA      | $645952.60      | 0.00%             | 2040-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK1462                      | CUSIP: 3140HETU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      124536 | PA      | $117658.05      | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AH9<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2379675.38     | 0.00%             | 2032-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBE5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    45715000 | PA      | $42614422.32    | 0.01%             | 2030-10-15      | Variable      | 2.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4143                      | CUSIP: 3140QBS90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3006491 | PA      | $2648796.13     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4203                      | CUSIP: 31418DU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      806838 | PA      | $719163.94      | 0.00%             | 2040-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7337                      | CUSIP: 3140XBEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14494546 | PA      | $12552650.92    | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03725                      | CUSIP: 3128M5PJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25476 | PA      | $26857.28       | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKW8<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     8160000 | PA      | $8370589.63     | 0.00%             | 2028-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7136                      | CUSIP: 36179V4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33373742 | PA      | $28399950.18    | 0.01%             | 2051-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBZ7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15777954.48    | 0.01%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423BP2<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |      965000 | PA      | $1064501.32     | 0.00%             | 2036-04-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   861161000 | PA      | $546063533.51   | 0.17%             | 2051-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AN4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     5039000 | PA      | $5573536.07     | 0.00%             | 2037-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AE1<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $3493547.17     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZQ0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6865000 | PA      | $6566480.19     | 0.00%             | 2032-05-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4836                      | CUSIP: 36179TLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17398173 | PA      | $15540146.89    | 0.00%             | 2047-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3744                      | CUSIP: 31418DES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12304317 | PA      | $10805815.23    | 0.00%             | 2049-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAF8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $2848723.56     | 0.00%             | 2048-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL                 | CUSIP: 929089AC4<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     1935000 | PA      | $1671513.69     | 0.00%             | 2046-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBD7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    18503000 | PA      | $13321746.90    | 0.00%             | 2062-03-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BQ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     5745000 | PA      | $5493066.18     | 0.00%             | 2027-02-03      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   567721000 | PA      | $469434301.88   | 0.15%             | 2042-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01574                      | CUSIP: 31292HXB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17654 | PA      | $17853.46       | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA INC                   | CUSIP: 40428HR95<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3427446.19     | 0.00%             | 2028-06-03      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1672                      | CUSIP: 3132DN2D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12261960 | PA      | $11794919.13    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1387                      | CUSIP: 3140X4RH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24912856 | PA      | $24928271.97    | 0.01%             | 2049-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AY8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    34200000 | PA      | $34322436.12    | 0.01%             | 2034-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 781585                      | CUSIP: 31404XJ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27389 | PA      | $28221.94       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AT3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     8855000 | PA      | $7723284.24     | 0.00%             | 2030-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 A4                | CUSIP: 362549AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      400000 | PA      | $403723.68      | 0.00%             | 2031-05-16      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734035                      | CUSIP: 3620AMPU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8732 | PA      | $8703.84        | 0.00%             | 2025-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K119 A2                   | CUSIP: 3137F63Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2500000 | PA      | $2197115.75     | 0.00%             | 2030-09-25      | Fixed         | 1.57%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BD0<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |    10090000 | PA      | $10019414.72    | 0.00%             | 2054-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| XL Group Ltd                                                                     | XLIT LTD                       | CUSIP: 98420EAB1<br>LEI: 213800AJ4DD69YLNL348 | Long             | DBT              | CORP              | BM        |     4850000 | PA      | $4649677.77     | 0.00%             | 2043-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AF4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2023463 | PA      | $2003403.59     | 0.00%             | 2033-06-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBN5<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     5176000 | PA      | $3278129.20     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03993                      | CUSIP: 31292LNJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      636826 | PA      | $614258.33      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736570                      | CUSIP: 3620AQJP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      953334 | PA      | $942829.27      | 0.00%             | 2040-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 867552                      | CUSIP: 31409CZR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23649 | PA      | $24834.45       | 0.00%             | 2036-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5330                        | CUSIP: 36202F4P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      600948 | PA      | $550016.89      | 0.00%             | 2042-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BY5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5426939.82     | 0.00%             | 2027-08-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1283                      | CUSIP: 3138EHM90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      197412 | PA      | $205203.34      | 0.00%             | 2042-01-01      | Floating      | 6.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KW2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    47850000 | PA      | $49042506.42    | 0.02%             | 2028-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MFP3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    44920000 | PA      | $51725424.92    | 0.02%             | 2030-05-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3080                        | CUSIP: 36202DM57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35900 | PA      | $37018.07       | 0.00%             | 2031-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J35896                      | CUSIP: 31307SRR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1677088 | PA      | $1615526.21     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BS1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     7675000 | PA      | $8091584.37     | 0.00%             | 2033-05-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5.5 7/25                  | CUSIP: 01F052672<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   107090000 | PA      | $107048117.10   | 0.03%             | 2025-07-14      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78147                      | CUSIP: 3128LCBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       87039 | PA      | $90121.08       | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AH3<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13090087.82    | 0.00%             | 2028-06-03      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3R2<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    42000000 | PA      | $42305694.09    | 0.01%             | 2028-01-24      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5557                      | CUSIP: 31418FE78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8665652 | PA      | $8614656.86     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AU2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    18224000 | PA      | $16011005.70    | 0.01%             | 2032-01-21      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAY5<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2599189.64     | 0.00%             | 2031-12-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K113 A2                   | CUSIP: 3137FV5N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1700000 | PA      | $1492188.26     | 0.00%             | 2030-06-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550727                      | CUSIP: 36213CYY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       87059 | PA      | $87929.45       | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAE6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1354987.99     | 0.00%             | 2045-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626719                      | CUSIP: 36291FG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3113 | PA      | $3142.95        | 0.00%             | 2035-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03493                      | CUSIP: 3128M5GA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      386408 | PA      | $407513.95      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8212                      | CUSIP: 3132DWDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    87888664 | PA      | $73118323.92    | 0.02%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DE6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    11472000 | PA      | $12020312.68    | 0.00%             | 2033-09-07      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAF9<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    41060000 | PA      | $35711709.21    | 0.01%             | 2045-12-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDC6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    35044000 | PA      | $35050705.03    | 0.01%             | 2065-08-03      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | MAIN STREET CAPI               | CUSIP: 56035LAJ3<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5522666.78     | 0.00%             | 2027-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CE8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    18490000 | PA      | $18731491.25    | 0.01%             | 2028-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FH1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2797727.58     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9798                      | CUSIP: 3138WK3G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11055936 | PA      | $10538594.81    | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAC5<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    16300000 | PA      | $15652721.85    | 0.00%             | 2054-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AW2<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2831903.99     | 0.00%             | 2030-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                 | CUSIP: 25466AAJ0<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |    29330000 | PA      | $29000735.55    | 0.01%             | 2026-07-27      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBB3<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6278799.39     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4178                      | CUSIP: 31418DUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36697582 | PA      | $32911063.10    | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AV1<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $6977734.39     | 0.00%             | 2028-05-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3340                      | CUSIP: 3140X6WA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4997630 | PA      | $4909481.66     | 0.00%             | 2035-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2021-4                                                   | CARMX 2021-4 A3                | CUSIP: 14317JAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      135231 | PA      | $135011.13      | 0.00%             | 2026-09-15      | Fixed         | 0.56%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BS5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6260637.32     | 0.00%             | 2029-01-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAM5<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    15505000 | PA      | $10496951.71    | 0.00%             | 2050-09-02      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAH1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    30663000 | PA      | $31115359.25    | 0.01%             | 2031-05-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLG4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   627608000 | PA      | $627877676.88   | 0.20%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3990                      | CUSIP: 31418DNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    70447843 | PA      | $59114905.56    | 0.02%             | 2050-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AR0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $12479290.02    | 0.00%             | 2031-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A10622                      | CUSIP: 31296JVP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2574 | PA      | $2653.72        | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5365                      | CUSIP: 3138WE6B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2886644 | PA      | $2668242.42     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AS4<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    10310000 | PA      | $9642185.12     | 0.00%             | 2030-05-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAL2<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3117479.19     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PBC5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4099625.07     | 0.00%             | 2035-02-19      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887632                      | CUSIP: 31410FED3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2178 | PA      | $2293.09        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545556                      | CUSIP: 31385JBZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54902 | PA      | $57803.57       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                | CUSIP: 75886FAE7<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |    16875000 | PA      | $14658203.88    | 0.00%             | 2030-09-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAS2<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     7825000 | PA      | $6552528.25     | 0.00%             | 2044-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HE4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $7310252.71     | 0.00%             | 2043-11-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DD6<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    15050000 | PA      | $15277191.78    | 0.00%             | 2027-08-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAF9<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     3516000 | PA      | $3563053.66     | 0.00%             | 2030-03-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DBJ3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9145816.19     | 0.00%             | 2034-11-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3455                      | CUSIP: 36179RZU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1356152 | PA      | $1285983.34     | 0.00%             | 2046-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chubb Corp/The                                                                   | CHUBB CORP                     | CUSIP: 171232AS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9705000 | PA      | $10916325.25    | 0.00%             | 2038-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MASSACHUSETTS CMNWLTH          | CUSIP: 576004HE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     3075000 | PA      | $3051272.07     | 0.00%             | 2029-07-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02471                      | CUSIP: 3128M4CG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20694 | PA      | $21778.48       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2025-A2 A                | CUSIP: 17305EHB4<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |     4900000 | PA      | $4935068.32     | 0.00%             | 2032-06-21      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3487                      | CUSIP: 3132DQ2U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8067856 | PA      | $6475244.14     | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18441                      | CUSIP: 3128MMP31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      259927 | PA      | $255445.16      | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6290                      | CUSIP: 31417C7C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      117170 | PA      | $115501.41      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC WTR-BABS-TXB               | CUSIP: 64972FL20<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      350000 | PA      | $360304.91      | 0.00%             | 2042-06-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05982                      | CUSIP: 3128M76T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      211260 | PA      | $209511.85      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RLV2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   112013000 | PA      | $75115117.88    | 0.02%             | 2059-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEQ0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    32500000 | PA      | $33178401.39    | 0.01%             | 2055-05-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DW4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5981126.94     | 0.00%             | 2034-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487816                      | CUSIP: 36210B3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49494 | PA      | $50030.39       | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q19982                      | CUSIP: 3132JBRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1647214 | PA      | $1540841.03     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255050                      | CUSIP: 31371LH36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2249 | PA      | $2396.89        | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAP0<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    11525000 | PA      | $11305160.51    | 0.00%             | 2027-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8269                      | CUSIP: 36179XFJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    57053857 | PA      | $56323533.52    | 0.02%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5082                        | CUSIP: 36202FUF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1829170 | PA      | $1810060.29     | 0.00%             | 2041-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2394011.45     | 0.00%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CF9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    12300000 | PA      | $11830326.56    | 0.00%             | 2054-04-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2439                      | CUSIP: 3132DPV88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6021619 | PA      | $4831057.01     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736638                      | CUSIP: 3620AQLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38651 | PA      | $39151.55       | 0.00%             | 2029-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AK4<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $2647093.33     | 0.00%             | 2051-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HBA6<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    13610000 | PA      | $13335727.27    | 0.00%             | 2030-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5697                      | CUSIP: 31418FKK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7080000 | PA      | $6582767.65     | 0.00%             | 2055-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BN6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3878753.57     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI8460                      | CUSIP: 36198VMH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1108976 | PA      | $1063448.53     | 0.00%             | 2044-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DD8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    19450000 | PA      | $16788278.75    | 0.01%             | 2030-09-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CT4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    19717000 | PA      | $20326530.15    | 0.01%             | 2031-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M14 A2                | CUSIP: 3136B9KC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6927428 | PA      | $6221521.49     | 0.00%             | 2030-05-25      | Fixed         | 1.78%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Finance Inc                                                 | ANHEUSER-BUSCH                 | CUSIP: 035242AM8<br>LEI: 5493000EYEKDT0FBSQ91 | Long             | DBT              | CORP              | US        |     9575000 | PA      | $9333072.94     | 0.00%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KY8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    20400000 | PA      | $21188840.69    | 0.01%             | 2033-11-14      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2750000 | PA      | $1926367.55     | 0.00%             | 2050-10-01      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAL4<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     7747000 | PA      | $7925997.29     | 0.00%             | 2046-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CD3<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $6352522.68     | 0.00%             | 2031-11-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 A4               | CUSIP: 95001LAU6<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |    12250000 | PA      | $12056563.93    | 0.00%             | 2051-03-15      | Variable      | 4.01%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BF7<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $3554583.52     | 0.00%             | 2053-05-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AL6<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     6675000 | PA      | $6221849.34     | 0.00%             | 2030-05-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAF7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    29900000 | PA      | $29524524.52    | 0.01%             | 2029-04-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | TRST PRINCETON U               | CUSIP: 89837LAH8<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2763621.74     | 0.00%             | 2052-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K753 A2                   | CUSIP: 3137HB2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11050000 | PA      | $11139692.85    | 0.00%             | 2030-10-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5496                      | CUSIP: 31418FDA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      429182 | PA      | $420696.42      | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08488                      | CUSIP: 3128MJRJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      129482 | PA      | $121781.35      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550685                      | CUSIP: 36213CXN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39206 | PA      | $39604.04       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CQ5<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $4842549.78     | 0.00%             | 2054-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BL2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8935000 | PA      | $7568585.45     | 0.00%             | 2044-11-10      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BP5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     6151000 | PA      | $4493795.13     | 0.00%             | 2049-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KG1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6844376.70     | 0.00%             | 2032-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4326                      | CUSIP: 3140J8YY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      320983 | PA      | $317901.45      | 0.00%             | 2031-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BP6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1749839.38     | 0.00%             | 2031-12-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4441                      | CUSIP: 31418D5B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6949984 | PA      | $6185091.64     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY3913                      | CUSIP: 3138YHK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      113951 | PA      | $105512.78      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14807                      | CUSIP: 3128MDR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56428 | PA      | $55732.39       | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FB4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      118000 | PA      | $99674.30       | 0.00%             | 2042-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BD3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     9525000 | PA      | $9176884.88     | 0.00%             | 2040-11-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBZ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5031830.76     | 0.00%             | 2049-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBD2<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4131461.21     | 0.00%             | 2029-06-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Seattle Children's Hospital                                                      | SEATTLE CHLD                   | CUSIP: 81257VAB7<br>LEI: 549300WXE9O4DQMMXS47 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3073218.70     | 0.00%             | 2050-10-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4598                      | CUSIP: 31418EDC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9917216 | PA      | $8244356.44     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543BY8<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     5766000 | PA      | $7554259.01     | 0.00%             | 2039-05-15      | Fixed         | 9.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     8416000 | PA      | $8781132.52     | 0.00%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BV5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10154792.00    | 0.00%             | 2028-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                  | BANK 2021-BN31 A4              | CUSIP: 06541ABG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2425000 | PA      | $2101641.77     | 0.00%             | 2054-02-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-B39 Mortgage Trust                                                | BMARK 2023-B39 AS              | CUSIP: 081925BA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3525000 | PA      | $3736656.51     | 0.00%             | 2056-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBL1<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    12140000 | PA      | $10488008.93    | 0.00%             | 2052-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0583                      | CUSIP: 31417YUH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2296023 | PA      | $2221589.15     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5470                      | CUSIP: 31418FCG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    73341832 | PA      | $73341347.85    | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAB1<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    14610000 | PA      | $14260493.41    | 0.00%             | 2027-06-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696560                      | CUSIP: 36296NZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         312 | PA      | $327.76         | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AB6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |      968000 | PA      | $1061128.70     | 0.00%             | 2039-04-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60739                      | CUSIP: 31335AZC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1952324 | PA      | $1780916.42     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7640                      | CUSIP: 3140XPP29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5684899 | PA      | $5824796.10     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | MSBAM 2016-C28 ASB             | CUSIP: 61766LBQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       28945 | PA      | $28893.14       | 0.00%             | 2049-01-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BC9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    39805000 | PA      | $39152336.86    | 0.01%             | 2027-08-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAP8<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $6067788.50     | 0.00%             | 2048-08-20      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AB7<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $17230975.76    | 0.01%             | 2032-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JG3<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    38516000 | PA      | $33433234.55    | 0.01%             | 2031-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCN6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    20995000 | PA      | $21561196.04    | 0.01%             | 2034-12-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAH1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6072073.95     | 0.00%             | 2042-06-01      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS3800                      | CUSIP: 3132A4GH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2102255 | PA      | $1965129.38     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAT5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     6279000 | PA      | $5074872.04     | 0.00%             | 2049-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Mattel Inc                                                                       | MATTEL INC                     | CUSIP: 577081AW2<br>LEI: 549300VELLG24KHTJ564 | Long             | DBT              | CORP              | US        |     3596000 | PA      | $3200400.34     | 0.00%             | 2041-11-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B A4                 | CUSIP: 44934QAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3554245.80     | 0.00%             | 2030-09-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51316                      | CUSIP: 3128KDN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3773 | PA      | $3972.79        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468N2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      300000 | PA      | $297511.24      | 0.00%             | 2051-03-24      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CZ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4877156.16     | 0.00%             | 2027-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GA6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $9074990.82     | 0.00%             | 2048-12-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6460                      | CUSIP: 3140XNFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9097142 | PA      | $9323851.91     | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K056 A2                   | CUSIP: 3137BQYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5162604 | PA      | $5082014.16     | 0.00%             | 2026-05-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8121                      | CUSIP: 3132DWAW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   121073906 | PA      | $96643963.96    | 0.03%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 765908                      | CUSIP: 31404D3R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3159 | PA      | $3371.91        | 0.00%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J20129                      | CUSIP: 31306XEA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1857703 | PA      | $1826480.67     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778882                      | CUSIP: 36176XCT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2106233 | PA      | $1972717.99     | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4232                      | CUSIP: 31418DV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14013236 | PA      | $12078553.01    | 0.00%             | 2041-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2747                      | CUSIP: 31418CBR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1270743 | PA      | $1172216.63     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ8647                      | CUSIP: 3138MQTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      847745 | PA      | $794248.61      | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northeastern University                                                          | NRTHEAST UNIV                  | CUSIP: 664675AT2<br>LEI: 549300I2J5CUY7XEVC78 | Long             | DBT              | CORP              | US        |     3140000 | PA      | $2044569.80     | 0.00%             | 2050-10-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   563824200 | PA      | $503631563.18   | 0.16%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5399                      | CUSIP: 36179T7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2006428 | PA      | $1957027.18     | 0.00%             | 2048-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCL8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1654553.54     | 0.00%             | 2034-01-15      | Fixed         | 4.90%                 | Yes           |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | BLUE OWL FIN LLC               | CUSIP: 09581JAR7<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     7761000 | PA      | $6890803.12     | 0.00%             | 2031-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBU3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    13600000 | PA      | $12732066.85    | 0.00%             | 2029-09-27      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK31                                                                  | BANK 2021-BN31 AS              | CUSIP: 06541ABP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1425000 | PA      | $1213127.30     | 0.00%             | 2054-02-15      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAJ0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     8935000 | PA      | $7898299.16     | 0.00%             | 2046-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721748                      | CUSIP: 3620A7ZM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1092943 | PA      | $1080900.17     | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91265                      | CUSIP: 3128P7MN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      141375 | PA      | $141284.84      | 0.00%             | 2029-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784457                      | CUSIP: 3622A25S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3515899 | PA      | $3397620.15     | 0.00%             | 2043-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4784                      | CUSIP: 31418EJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    56146405 | PA      | $53885046.34    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | GLOBE LIFE INC                 | CUSIP: 37959EAA0<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $3932522.16     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4180                      | CUSIP: 31418DUE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20400443 | PA      | $19149900.16    | 0.01%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oaktree Specialty Lending Corp                                                   | OAKTREE SPECIAL                | CUSIP: 67401PAC2<br>LEI: 549300J6MGCEU5928620 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3739296.40     | 0.00%             | 2027-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAZ8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    41335000 | PA      | $34149798.26    | 0.01%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| West Virginia United Health System Obligated Group                               | WEST VA HEALTH                 | CUSIP: 956708AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3900000 | PA      | $2423624.93     | 0.00%             | 2050-06-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786578                      | CUSIP: 3622ACFT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18695356 | PA      | $18425372.55    | 0.01%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1594                      | CUSIP: 3132ADXX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      673957 | PA      | $635681.14      | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CY2<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    18175000 | PA      | $18318980.75    | 0.01%             | 2055-02-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJQ9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $13724957.33    | 0.00%             | 2031-09-12      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4535                      | CUSIP: 31418EBD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7853096 | PA      | $6988810.09     | 0.00%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                      | STERIS PLC                     | CUSIP: 85917PAA5<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |     6850000 | PA      | $6152625.31     | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AN7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5363281.40     | 0.00%             | 2030-06-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBC3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    48744000 | PA      | $50896975.04    | 0.02%             | 2037-05-13      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15735000 | PA      | $16117146.66    | 0.01%             | 2029-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967DR9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    11118000 | PA      | $11512721.23    | 0.00%             | 2036-08-25      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANSN-TXB-E-BABS          | CUSIP: 59259YGF0<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      375000 | PA      | $406749.53      | 0.00%             | 2040-11-15      | Fixed         | 6.81%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CP9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    11078000 | PA      | $11226248.11    | 0.00%             | 2027-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BX6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    25256000 | PA      | $24814794.26    | 0.01%             | 2029-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DR5<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11417670.81    | 0.00%             | 2030-06-30      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4943                        | CUSIP: 36202FP42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       32744 | PA      | $32612.97       | 0.00%             | 2026-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DE7<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $12368258.38    | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JP2<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    28000000 | PA      | $26878268.51    | 0.01%             | 2026-10-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CS1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    20393000 | PA      | $20906006.27    | 0.01%             | 2029-02-22      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87715                      | CUSIP: 312934SC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      417054 | PA      | $413853.58      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCD2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     5557000 | PA      | $4663370.70     | 0.00%             | 2043-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717943                      | CUSIP: 3620A3S88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28761 | PA      | $29073.26       | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2974                      | CUSIP: 31418CJU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2734123 | PA      | $2664160.21     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BP6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    28582000 | PA      | $22784102.00    | 0.01%             | 2047-10-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1561                      | CUSIP: 31418AWX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2473596 | PA      | $2379279.47     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECB5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     7075000 | PA      | $6413266.02     | 0.00%             | 2041-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAW3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    12293000 | PA      | $11240385.52    | 0.00%             | 2042-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6388                      | CUSIP: 31329QCZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39065 | PA      | $37882.63       | 0.00%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15639                      | CUSIP: 3132J6V92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3562507 | PA      | $3341614.15     | 0.00%             | 2043-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FZ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    12216000 | PA      | $9870186.72     | 0.00%             | 2043-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01490                      | CUSIP: 31292HUP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81654 | PA      | $83938.56       | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41198                      | CUSIP: 3128K1KK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      110726 | PA      | $112141.76      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-C Owner Trust                                       | TAOT 2022-C A4                 | CUSIP: 89231CAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      525000 | PA      | $521310.67      | 0.00%             | 2028-02-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBG4<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |    10025000 | PA      | $9977723.67     | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amcor Group Finance PLC                                                          | AMCOR GROUP                    | CUSIP: 02344BAA4<br>LEI: 2549008XHB8M1L64J275 | Long             | DBT              | CORP              | GB        |     5965000 | PA      | $6135032.37     | 0.00%             | 2029-05-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730856                      | CUSIP: 31402J5R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22450 | PA      | $22677.95       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91887                      | CUSIP: 3128P8CY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6442348 | PA      | $6140112.77     | 0.00%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBQ0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10260737.32    | 0.00%             | 2055-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAE4<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2064112.24     | 0.00%             | 2047-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBU2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15025299.68    | 0.00%             | 2033-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329RAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1150987.70     | 0.00%             | 2032-03-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAD6<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     4795000 | PA      | $2843904.15     | 0.00%             | 2050-06-01      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04607                      | CUSIP: 3128M6NY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      240257 | PA      | $253297.55      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9223                      | CUSIP: 3140QVG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26451751 | PA      | $26920833.18    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8675                      | CUSIP: 3140XQT98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12997812 | PA      | $13531986.85    | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                           | GSMS 2014-GC24 B               | CUSIP: 36253GAK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1175000 | PA      | $1101610.21     | 0.00%             | 2047-09-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAE8<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     8850000 | PA      | $8617966.44     | 0.00%             | 2028-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAB7<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    16300000 | PA      | $16659825.51    | 0.01%             | 2034-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E74<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     9375000 | PA      | $9448824.20     | 0.00%             | 2027-05-17      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 78009PEH0<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    30500000 | PA      | $30938757.29    | 0.01%             | 2030-01-27      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7338                      | CUSIP: 3132DVEK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22858287 | PA      | $23115292.05    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1H2617                      | CUSIP: 3128QLSE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15341 | PA      | $15690.06       | 0.00%             | 2036-05-01      | Floating      | 6.25%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2018-A7 A7               | CUSIP: 17305EGS8<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |    10700000 | PA      | $10648187.39    | 0.00%             | 2030-10-13      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55595                      | CUSIP: 3128KJGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9154 | PA      | $9653.32        | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I 2017-HR2                                                | MSC 2017-HR2 A4                | CUSIP: 61691NAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1125000 | PA      | $1096802.66     | 0.00%             | 2050-12-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB59<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    11950000 | PA      | $8446719.06     | 0.00%             | 2120-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAR5<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4648525.62     | 0.00%             | 2029-01-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ9258                      | CUSIP: 3140HBJC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      590421 | PA      | $590971.20      | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0BX5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     6901000 | PA      | $5526401.07     | 0.00%             | 2042-08-07      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DS6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    26251000 | PA      | $26036200.47    | 0.01%             | 2043-03-02      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6595                      | CUSIP: 3140XAKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6628119 | PA      | $6255829.72     | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MS7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3445896.24     | 0.00%             | 2031-06-03      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2148                      | CUSIP: 36179QL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6127969 | PA      | $5664965.82     | 0.00%             | 2044-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AD0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    36172000 | PA      | $40604604.82    | 0.01%             | 2037-09-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AP6<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $7098036.80     | 0.00%             | 2029-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53293                      | CUSIP: 3132XVUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5091086 | PA      | $4683316.10     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MFJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    17956000 | PA      | $20437734.67    | 0.01%             | 2030-01-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-1                                               | ALLYA 2022-1 A3                | CUSIP: 02008JAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      667019 | PA      | $666084.17      | 0.00%             | 2026-11-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M13 A2                | CUSIP: 3136BHMX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2490000 | PA      | $2139068.36     | 0.00%             | 2031-04-25      | Variable      | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4579                      | CUSIP: 31418ECR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66217384 | PA      | $57310788.19    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAE3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $10868570.79    | 0.00%             | 2048-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5031                      | CUSIP: 3133KYSU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1675078 | PA      | $1503860.60     | 0.00%             | 2039-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448CC0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3298541.25     | 0.00%             | 2042-08-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8501                      | CUSIP: 3132D6NS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9064975 | PA      | $8354095.18     | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4382                      | CUSIP: 36179S2P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3152300 | PA      | $2911208.34     | 0.00%             | 2047-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C2 Mortgage Trust                                                       | BMO 2022-C2 A5                 | CUSIP: 05602NAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3425000 | PA      | $3439833.33     | 0.00%             | 2054-07-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AZ0<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9156752.18     | 0.00%             | 2029-11-19      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0518                      | CUSIP: 31419ASG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9713 | PA      | $9670.97        | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DK3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     9322000 | PA      | $7776753.35     | 0.00%             | 2040-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05131                      | CUSIP: 3128M7A89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60466 | PA      | $63594.27       | 0.00%             | 2037-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CG9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $24528445.17    | 0.01%             | 2029-04-13      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAS2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     2747000 | PA      | $2769859.64     | 0.00%             | 2028-03-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 695403                      | CUSIP: 31400RRY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      138209 | PA      | $139603.32      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAR5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    21210000 | PA      | $16834972.00    | 0.01%             | 2040-04-05      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7357                      | CUSIP: 3133KPE61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11553476 | PA      | $11107101.78    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A             | CUSIP: 20281PKT8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5100000 | PA      | $4613097.39     | 0.00%             | 2038-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908887                      | CUSIP: 31411HXQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      125700 | PA      | $132515.30      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0172                      | CUSIP: 3128S4FM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44917 | PA      | $46215.33       | 0.00%             | 2036-12-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GY3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     8325000 | PA      | $6917971.74     | 0.00%             | 2044-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2417                      | CUSIP: 31418BVK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2860203 | PA      | $2758209.64     | 0.00%             | 2035-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4577                        | CUSIP: 36202FCN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1670783 | PA      | $1654945.22     | 0.00%             | 2039-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAJ0<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     6910000 | PA      | $6804166.74     | 0.00%             | 2054-10-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BL8<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10675166.80    | 0.00%             | 2035-01-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ6046                      | CUSIP: 3138AXWG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      164518 | PA      | $170827.88      | 0.00%             | 2041-12-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8182                      | CUSIP: 3132DWCT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   183082443 | PA      | $145454039.10   | 0.05%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-182          | CUSIP: 73358WRQ9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     3370000 | PA      | $3277955.53     | 0.00%             | 2046-08-01      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAD5<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $2976655.75     | 0.00%             | 2028-08-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-1 Owner Trust                                        | HAROT 2024-1 A3                | CUSIP: 437918AC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6450000 | PA      | $6505294.56     | 0.00%             | 2028-08-15      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3827                      | CUSIP: 31418DHD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7677772 | PA      | $7279105.58     | 0.00%             | 2034-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust 2022-1                                               | DTRT 2022-1 A4                 | CUSIP: 233869AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      950000 | PA      | $951538.34      | 0.00%             | 2030-01-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    21000000 | PA      | $21678579.49    | 0.01%             | 2037-01-13      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | FRANKLIN RES INC               | CUSIP: 354613AM3<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2450589.99     | 0.00%             | 2051-08-12      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBD9<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     4580000 | PA      | $4056124.86     | 0.00%             | 2045-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GF0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $12876427.82    | 0.00%             | 2029-01-29      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7767                      | CUSIP: 3138EQTZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1884469 | PA      | $1865349.60     | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058GE7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    75000000 | PA      | $72871256.45    | 0.02%             | 2027-11-22      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1042                      | CUSIP: 3138WAEQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2185997 | PA      | $2096412.76     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| San Diego County Water Authority                                                 | SAN DIEGO WTR-B                | CUSIP: 79741TAR5<br>LEI: 549300Y0QN5OFKA1G520 | Long             | DBT              | MUN               | US        |     6160000 | PA      | $6316895.82     | 0.00%             | 2049-05-01      | Fixed         | 6.14%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BZ9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    22190000 | PA      | $19118098.52    | 0.01%             | 2040-01-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4128                      | CUSIP: 31418DSS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3387988 | PA      | $2927535.36     | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01367                      | CUSIP: 31292HQU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2249 | PA      | $2377.78        | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 749373                      | CUSIP: 31403HQ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27845 | PA      | $28117.62       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4320                      | CUSIP: 36179SYR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      466811 | PA      | $417979.74      | 0.00%             | 2047-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CD0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     5793000 | PA      | $5266513.41     | 0.00%             | 2043-12-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8691                      | CUSIP: 3140XCUR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15614333 | PA      | $13126854.09    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5281                      | CUSIP: 3140QQ2P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3560140 | PA      | $3507828.65     | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBR1<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $6839204.57     | 0.00%             | 2030-10-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBL7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     7820000 | PA      | $5897453.38     | 0.00%             | 2052-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                 | CUSIP: 87268LAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4111000 | PA      | $4221551.90     | 0.00%             | 2040-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3143                      | CUSIP: 31418CP57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1990506 | PA      | $1763018.04     | 0.00%             | 2047-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A77293                      | CUSIP: 3128LBC63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      106365 | PA      | $107709.63      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2025-A2 A                | CUSIP: 87166PAQ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4500000 | PA      | $4541796.90     | 0.00%             | 2031-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBZ1<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     5750000 | PA      | $5768983.09     | 0.00%             | 2030-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0026                      | CUSIP: 3618N5A41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    61162459 | PA      | $61258636.83    | 0.02%             | 2054-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1077                      | CUSIP: 3132DNFS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3588644 | PA      | $3363526.32     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q06232                      | CUSIP: 3132GRHH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2373979 | PA      | $2290526.11     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAF0<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15330643.89    | 0.00%             | 2028-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3582                      | CUSIP: 3140QN6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17936959 | PA      | $15606738.46    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3305                      | CUSIP: 31418CU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1514054 | PA      | $1387199.33     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889493                      | CUSIP: 31410KGA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90819 | PA      | $95621.84       | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735580                      | CUSIP: 31402RFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1832448 | PA      | $1851990.19     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E58<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     1365000 | PA      | $1368169.70     | 0.00%             | 2029-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DW6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    10495000 | PA      | $10811367.59    | 0.00%             | 2033-01-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PBB7<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6662421.21     | 0.00%             | 2030-02-19      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08073                      | CUSIP: 3128MJCK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      286209 | PA      | $295907.58      | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 852491                      | CUSIP: 31408JC41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14671 | PA      | $15163.57       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0934                      | CUSIP: 3142GRBC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14357839 | PA      | $14720137.54    | 0.00%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CM2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    17194000 | PA      | $16854998.85    | 0.01%             | 2027-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AT1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     7155000 | PA      | $6224465.86     | 0.00%             | 2047-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K089 A2                   | CUSIP: 3137FL6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $9833513.00     | 0.00%             | 2029-01-25      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AQ0522                      | CUSIP: 36189MSK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      434614 | PA      | $407376.76      | 0.00%             | 2046-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAG8<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1628607.13     | 0.00%             | 2034-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAE3<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |      325000 | PA      | $258389.44      | 0.00%             | 2048-01-09      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888023                      | CUSIP: 31410FSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      243712 | PA      | $250372.34      | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56394                      | CUSIP: 3128KKC72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8453 | PA      | $8919.90        | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAP1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12914000 | PA      | $13044287.56    | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AJ0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2854829.53     | 0.00%             | 2027-11-13      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS NJ ST UNIV             | CUSIP: 783186UJ6<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     1050000 | PA      | $831616.17      | 0.00%             | 2043-05-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: 111021AL5<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |     4200000 | PA      | $4292439.87     | 0.00%             | 2028-12-04      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91164                      | CUSIP: 3128P7JH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30481 | PA      | $30614.06       | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1877                      | CUSIP: 3140XHCP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      597768 | PA      | $519550.89      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535780                      | CUSIP: 31384WFV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11064 | PA      | $11316.19       | 0.00%             | 2031-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315BA0<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    16210000 | PA      | $12080780.15    | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2074                      | CUSIP: 36179QJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2861982 | PA      | $2738797.88     | 0.00%             | 2044-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBU7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $9185389.07     | 0.00%             | 2030-05-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAL0<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $10773366.94    | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEQ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   101390000 | PA      | $101744911.58   | 0.03%             | 2030-10-22      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCF1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4875751.62     | 0.00%             | 2028-02-15      | Fixed         | 3.40%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0309                      | CUSIP: 3618N5KX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36592546 | PA      | $37134093.24    | 0.01%             | 2055-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAX7<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    30835000 | PA      | $31265456.25    | 0.01%             | 2027-04-18      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DZ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    11200000 | PA      | $11281242.23    | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3024                      | CUSIP: 3140XJLE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6363225 | PA      | $5918320.62     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAE9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5674009.70     | 0.00%             | 2038-08-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03711                      | CUSIP: 3132GJYG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      113878 | PA      | $110203.52      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YEA3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $8530423.11     | 0.00%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4433                      | CUSIP: 31416M4T8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      220290 | PA      | $218470.30      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                                  | BANK 2020-BN27 A5              | CUSIP: 06539XAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6675000 | PA      | $5843228.25     | 0.00%             | 2063-04-15      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JG9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    36870000 | PA      | $31536460.75    | 0.01%             | 2030-08-26      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0604                      | CUSIP: 3140XFU66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21000111 | PA      | $16782456.74    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP               | CUSIP: 88947EAX8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6645000 | PA      | $6698271.96     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HQ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8027651.81     | 0.00%             | 2027-06-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4800                      | CUSIP: 3140QQKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32500017 | PA      | $31191043.19    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3809                        | CUSIP: 36202EGS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      255151 | PA      | $267099.56      | 0.00%             | 2036-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFJ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   417005000 | PA      | $406970817.19   | 0.13%             | 2029-08-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10450000 | PA      | $10465231.05    | 0.00%             | 2026-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3874                      | CUSIP: 36179SJT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1571551 | PA      | $1451848.30     | 0.00%             | 2046-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AX8<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    26182000 | PA      | $27256013.73    | 0.01%             | 2033-03-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2W1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    60000000 | PA      | $60773129.33    | 0.02%             | 2027-04-05      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAD8<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     8075000 | PA      | $7957876.15     | 0.00%             | 2046-03-04      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   331060000 | PA      | $324632781.30   | 0.10%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS I               | CUSIP: 34964CAH9<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |    11390000 | PA      | $11938479.47    | 0.00%             | 2033-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4359                      | CUSIP: 31418DZZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41110091 | PA      | $36637037.31    | 0.01%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADN2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5015257.69     | 0.00%             | 2055-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BB0<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     7750000 | PA      | $6991470.48     | 0.00%             | 2032-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 7/25                    | CUSIP: 01F020471<br>LEI: N/A                  | Short            | ABS-MBS          | USGSE             | US        |  -103600000 | PA      | $-94668519.68   | -0.03%            | 2025-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAF3<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $871032.42      | 0.00%             | 2030-10-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    55808000 | PA      | $58735740.14    | 0.02%             | 2027-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644631                      | CUSIP: 36292CEC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4897 | PA      | $4945.84        | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6724                      | CUSIP: 3138EBPJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2101580 | PA      | $1921152.95     | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K140 A2                   | CUSIP: 3137H6LZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6200000 | PA      | $5471319.58     | 0.00%             | 2032-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-3 Class AA Pass Through Trust                             | AM AIRLIN 16-3 A               | CUSIP: 023771R91<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4194019 | PA      | $3967067.04     | 0.00%             | 2030-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BR0<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2389662.30     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEK4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    28005000 | PA      | $23878271.14    | 0.01%             | 2052-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BS5<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7684935.86     | 0.00%             | 2028-09-08      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K506 A2                   | CUSIP: 3137HAMH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6440000 | PA      | $6533672.38     | 0.00%             | 2028-08-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3227                      | CUSIP: 3140QASR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      700096 | PA      | $678243.30      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEB3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   560800000 | PA      | $525574750.00   | 0.17%             | 2029-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AQ8<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3568399.31     | 0.00%             | 2048-12-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3049                      | CUSIP: 3142GTL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19717316 | PA      | $20313439.22    | 0.01%             | 2054-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3995                      | CUSIP: 3140XKNM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7839129 | PA      | $8054085.90     | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Memorial Health Services                                                         | MEMORIAL HEALTH                | CUSIP: 58601VAC6<br>LEI: 549300FTIZOMIONZZ882 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3545316.44     | 0.00%             | 2049-11-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AP8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     6219000 | PA      | $5315811.31     | 0.00%             | 2044-04-25      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 659908                      | CUSIP: 31390YDM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7959 | PA      | $8399.71        | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3639                      | CUSIP: 31418DBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1161646 | PA      | $1126112.50     | 0.00%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0524                      | CUSIP: 3140XFSN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29490523 | PA      | $25521122.51    | 0.01%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CS3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    16015000 | PA      | $16110396.00    | 0.01%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995002                      | CUSIP: 31416BKP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1127399 | PA      | $1138804.37     | 0.00%             | 2037-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6291                      | CUSIP: 31417C7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      378039 | PA      | $372757.67      | 0.00%             | 2027-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8103                      | CUSIP: 3132D6AC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34282114 | PA      | $31379429.84    | 0.01%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7713                      | CUSIP: 3140XBSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5372307 | PA      | $5039268.63     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BW5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     2629000 | PA      | $2437170.29     | 0.00%             | 2044-09-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAP0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     2850000 | PA      | $3021522.93     | 0.00%             | 2037-11-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBH1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2121578.79     | 0.00%             | 2031-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 A5               | CUSIP: 46648KAU0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2825000 | PA      | $2740483.63     | 0.00%             | 2050-10-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4971                      | CUSIP: 3140X8QZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6409098 | PA      | $6005193.74     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2775                      | CUSIP: 31418CCM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3592650 | PA      | $3458486.73     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3767                      | CUSIP: 3140FPFH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1169862 | PA      | $1074770.21     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738607                      | CUSIP: 31402UR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1498 | PA      | $1540.92        | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4882                        | CUSIP: 36202FM78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6959681 | PA      | $6718051.68     | 0.00%             | 2040-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AC3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $8431362.04     | 0.00%             | 2038-05-16      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 729337                      | CUSIP: 31402HHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       62211 | PA      | $63912.25       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3181                      | CUSIP: 3132DQRA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9991205 | PA      | $10122273.13    | 0.00%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TDR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     7032000 | PA      | $6934913.43     | 0.00%             | 2027-01-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AJ0<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     4753000 | PA      | $4473834.84     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC19 Mortgage Trust                                                    | COMM 2015-LC19 AM              | CUSIP: 200474BE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       86103 | PA      | $85994.66       | 0.00%             | 2048-02-10      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 770559                      | CUSIP: 36176MZY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1187486 | PA      | $1146133.48     | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687GA8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    13033000 | PA      | $9509608.31     | 0.00%             | 2060-05-13      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1163                      | CUSIP: 3138AEJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1828917 | PA      | $1809972.17     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K049 A2                   | CUSIP: 3137BLMZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      523284 | PA      | $521708.55      | 0.00%             | 2025-07-25      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BN9<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3016221.17     | 0.00%             | 2027-10-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNB7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    16656000 | PA      | $17089777.49    | 0.01%             | 2035-01-09      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888366                      | CUSIP: 31410F6B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1298582 | PA      | $1400248.66     | 0.00%             | 2037-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1505                      | CUSIP: 3138EHU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2364145 | PA      | $2276804.13     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAR1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8555247.52     | 0.00%             | 2027-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5218                      | CUSIP: 31418EYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20402599 | PA      | $21462758.84    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AS1<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |    13510000 | PA      | $11670692.76    | 0.00%             | 2046-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CJ7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    33686000 | PA      | $31319773.30    | 0.01%             | 2053-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FL6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     2973000 | PA      | $2448998.40     | 0.00%             | 2044-10-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BK3<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |    21646000 | PA      | $21841033.53    | 0.01%             | 2027-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423BU1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $6217747.22     | 0.00%             | 2037-07-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2024-A                                           | CMXS 2024-A B                  | CUSIP: 14319FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1016336.90     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DC4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    16621000 | PA      | $16363837.10    | 0.01%             | 2026-08-19      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8023                      | CUSIP: 3138WH4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      677544 | PA      | $659048.90      | 0.00%             | 2031-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6906                      | CUSIP: 36179VU73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      876408 | PA      | $831722.23      | 0.00%             | 2035-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5992                      | CUSIP: 3138WTUS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      604566 | PA      | $549016.74      | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AQ4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $10301016.37    | 0.00%             | 2054-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ3381                      | CUSIP: 3138MJXK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1291027 | PA      | $1174677.38     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03935                      | CUSIP: 31292LLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1770427 | PA      | $1705414.92     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8351                      | CUSIP: 3132D6H45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17715443 | PA      | $17840873.86    | 0.01%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4493                      | CUSIP: 31418D7F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   139334992 | PA      | $116005799.85   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CQ2<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $2935073.55     | 0.00%             | 2048-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C2 Mortgage Trust                                                      | BMO 2023-5C2 A3                | CUSIP: 05610QAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $2037089.18     | 0.00%             | 2056-11-15      | Variable      | 7.30%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AH1<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |    22112000 | PA      | $21914993.24    | 0.01%             | 2028-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCD6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    24595000 | PA      | $18562536.51    | 0.01%             | 2042-04-22      | Variable      | 3.16%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 A5                 | CUSIP: 05593MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9015000 | PA      | $9459920.00     | 0.00%             | 2057-07-15      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6986                      | CUSIP: 3140QEXQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10429103 | PA      | $8341044.69     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C30                                   | WFCM 2015-C30 A4               | CUSIP: 94989NBE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      482127 | PA      | $481161.39      | 0.00%             | 2058-09-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2022-C14                                                    | BBCMS 2022-C14 A5              | CUSIP: 07336AAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10600000 | PA      | $9418068.20     | 0.00%             | 2055-02-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CQ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    11859000 | PA      | $11554881.36    | 0.00%             | 2027-11-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CL4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     3625000 | PA      | $2777403.47     | 0.00%             | 2045-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0345                      | CUSIP: 3140XFL33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4589926 | PA      | $3706814.65     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52230                      | CUSIP: 3128KEPP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5918 | PA      | $6239.13        | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4072                      | CUSIP: 3138WDQ20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27416908 | PA      | $26097469.22    | 0.01%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56794                      | CUSIP: 3132Y0RQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1035194 | PA      | $978304.23      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2861                      | CUSIP: 3138EKFB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3784472 | PA      | $3555012.17     | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K106 A2                   | CUSIP: 3137FRUT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17450000 | PA      | $15975630.31    | 0.01%             | 2030-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF2365                      | CUSIP: 3133BPTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1716344 | PA      | $1600094.80     | 0.00%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4186                      | CUSIP: 3140XKUL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9867474 | PA      | $9463607.76     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   455680000 | PA      | $440318598.86   | 0.14%             | 2044-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | AMERICAN ASTS LP               | CUSIP: 02401LAA2<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     4996000 | PA      | $4477295.99     | 0.00%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hydro-Quebec                                                                     | HYDRO-QUEBEC                   | CUSIP: 448814DC4<br>LEI: 6THEVG93PYJH84S4D167 | Long             | DBT              | NUSS              | CA        |     3940000 | PA      | $4620653.47     | 0.00%             | 2029-12-01      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CZ1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    12705000 | PA      | $10843505.00    | 0.00%             | 2032-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18435                      | CUSIP: 3128MMPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      321996 | PA      | $316887.32      | 0.00%             | 2027-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8350                      | CUSIP: 3132DWH30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40056785 | PA      | $40842238.28    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AU0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     6550000 | PA      | $6381826.01     | 0.00%             | 2043-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EQ7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     4044000 | PA      | $3513424.77     | 0.00%             | 2037-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   474346000 | PA      | $480090031.22   | 0.15%             | 2028-07-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2022-6 A                  | CUSIP: 92348KAZ6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     5925000 | PA      | $5922472.99     | 0.00%             | 2029-01-22      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFZ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     8851000 | PA      | $8804782.23     | 0.00%             | 2035-03-05      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 059438AK7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2668344.34     | 0.00%             | 2027-04-29      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J32368                      | CUSIP: 31307NTZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      335209 | PA      | $328123.18      | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4184                      | CUSIP: 31418DUJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5266591 | PA      | $4605440.75     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08846                      | CUSIP: 3128MJ5G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      874725 | PA      | $799743.30      | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47056                      | CUSIP: 3128K7ZV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21286 | PA      | $21559.52       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 92553PAU6<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    35346000 | PA      | $30707858.89    | 0.01%             | 2043-09-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AH5<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3343250.68     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EC9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    30245000 | PA      | $33836055.25    | 0.01%             | 2034-11-13      | Variable      | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1368                      | CUSIP: 3140X4QW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11808724 | PA      | $10532948.28    | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8494                      | CUSIP: 36179XNK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      723068 | PA      | $749767.43      | 0.00%             | 2052-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AH0<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    15545000 | PA      | $15372185.61    | 0.00%             | 2027-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FA0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3491976.40     | 0.00%             | 2038-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0089                      | CUSIP: 36179MC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1984995 | PA      | $1910204.92     | 0.00%             | 2042-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   559690000 | PA      | $522829163.61   | 0.17%             | 2029-01-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 04273WAC5<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3518263.48     | 0.00%             | 2032-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1469                      | CUSIP: 3140QLT30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6849982 | PA      | $6267849.62     | 0.00%             | 2036-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAS9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9864629.72     | 0.00%             | 2027-11-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15227                      | CUSIP: 3128MEA43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3758210 | PA      | $3718340.48     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03609                      | CUSIP: 3128M5KW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20076 | PA      | $20785.86       | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DJ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    16045000 | PA      | $14963781.42    | 0.00%             | 2032-03-31      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA1334                      | CUSIP: 31329JPT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4067881 | PA      | $3814200.52     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C22                              | JPMBB 2014-C22 AS              | CUSIP: 46642NBH8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      919235 | PA      | $891657.69      | 0.00%             | 2047-09-15      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAB6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    18143000 | PA      | $13102110.34    | 0.00%             | 2047-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CP2<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $3374887.09     | 0.00%             | 2046-05-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 617482V92<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    40625000 | PA      | $44409450.48    | 0.01%             | 2042-07-24      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8068                      | CUSIP: 3132DV6D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7822771 | PA      | $6852949.07     | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DQ1<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     6102000 | PA      | $5264290.06     | 0.00%             | 2031-01-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2025-1                                    | SDART 2025-1 A3                | CUSIP: 80288DAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3011541.00     | 0.00%             | 2029-01-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4369                      | CUSIP: 3140X72B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16468181 | PA      | $15130421.36    | 0.00%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBM7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7266041.82     | 0.00%             | 2027-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9355                      | CUSIP: 3138E2MD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2017642 | PA      | $1993434.15     | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16177                      | CUSIP: 31296Q2J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1729 | PA      | $1818.03        | 0.00%             | 2029-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Medical Center/Cincinnati OH                                 | CHILDREN'S HOSPI               | CUSIP: 16876AAA2<br>LEI: 549300EKVCKSAOOWU002 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1101311.88     | 0.00%             | 2044-05-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                     | OSHKOSH CORP                   | CUSIP: 688239AF9<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |     7375000 | PA      | $7384772.30     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAE3<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $3507114.70     | 0.00%             | 2048-08-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C79584                      | CUSIP: 31288JUH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5802 | PA      | $5974.26        | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA               | CUSIP: 10922NAH6<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $2280015.51     | 0.00%             | 2051-12-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ1886                      | CUSIP: 36182WCX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      449502 | PA      | $431523.50      | 0.00%             | 2044-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370BR0<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1488254.08     | 0.00%             | 2046-11-01      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3294                      | CUSIP: 3138WCUU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2212055 | PA      | $2118040.71     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC2953                      | CUSIP: 31417MH71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1093353 | PA      | $1083826.46     | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | JPMCC 2019-COR5 A4             | CUSIP: 46591EAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9375000 | PA      | $8790591.56     | 0.00%             | 2052-06-13      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBD0<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     8460000 | PA      | $7609221.94     | 0.00%             | 2030-04-29      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAM7<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    17900000 | PA      | $16348636.55    | 0.01%             | 2031-03-25      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8097                      | CUSIP: 3132D57J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22907587 | PA      | $20450880.94    | 0.01%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51426                      | CUSIP: 3128KDSP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7654 | PA      | $8035.86        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2510                      | CUSIP: 3132DPYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16656500 | PA      | $16411754.79    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DD7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    30341000 | PA      | $29970679.24    | 0.01%             | 2027-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - University of Texas System                           | UNIV OF TEXAS-A-TXBL           | CUSIP: 9151158F9<br>LEI: 549300GZUEUTLKVGLF98 | Long             | DBT              | MUN               | US        |     6800000 | PA      | $5134539.92     | 0.00%             | 2047-07-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MUNI ELEC-BABS-TXB             | CUSIP: 626207YS7<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     5027000 | PA      | $5575275.79     | 0.00%             | 2057-04-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    13030000 | PA      | $12795417.09    | 0.00%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4381                      | CUSIP: 36179S2N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2691319 | PA      | $2408106.28     | 0.00%             | 2047-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888996                      | CUSIP: 31410GUV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      219934 | PA      | $226537.98      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BT0<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    33025000 | PA      | $26587545.59    | 0.01%             | 2046-08-08      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAY6<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    14679000 | PA      | $13929830.19    | 0.00%             | 2030-06-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91238                      | CUSIP: 3128P7LT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51502 | PA      | $51862.62       | 0.00%             | 2029-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PSNH Funding LLC 3                                                               | PSNH 2018-1 A2                 | CUSIP: 69363PAB6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      502480 | PA      | $499593.04      | 0.00%             | 2028-08-01      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18665                      | CUSIP: 3128MMW33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2667916 | PA      | $2558880.87     | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 AS             | CUSIP: 05554VAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $4180581.60     | 0.00%             | 2057-03-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YD6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   240805000 | PA      | $233768978.91   | 0.07%             | 2026-08-31      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAQ6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    29638000 | PA      | $21137239.98    | 0.01%             | 2046-12-14      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BD5<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     5070000 | PA      | $4248611.02     | 0.00%             | 2048-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BD5<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    11852000 | PA      | $12109496.76    | 0.00%             | 2035-02-02      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7418                      | CUSIP: 3140XBG46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9425000 | PA      | $7932363.69     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569708                      | CUSIP: 36200Q3R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1450 | PA      | $1495.38        | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMX7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5196827.45     | 0.00%             | 2030-08-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GG2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9821108.87     | 0.00%             | 2053-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCS1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     8165000 | PA      | $8579968.05     | 0.00%             | 2033-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745516                      | CUSIP: 31403DGZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      407736 | PA      | $421452.38      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718ER6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    11110000 | PA      | $10898592.14    | 0.00%             | 2026-11-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 171340AL6<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $2619941.12     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3348                      | CUSIP: 3138WCWJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65978 | PA      | $64119.70       | 0.00%             | 2029-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4270                        | CUSIP: 36202EW70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      170038 | PA      | $180728.68      | 0.00%             | 2038-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 A4               | CUSIP: 46591ABA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11960000 | PA      | $11865757.59    | 0.00%             | 2051-06-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW1010                      | CUSIP: 3138XQDQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74742 | PA      | $71623.98       | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02251                      | CUSIP: 3128LXQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      111603 | PA      | $117372.02      | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677098                      | CUSIP: 36295QGF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      238166 | PA      | $240722.63      | 0.00%             | 2038-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFH7<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    20283000 | PA      | $20354833.42    | 0.01%             | 2028-06-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 894933                      | CUSIP: 31410RHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         525 | PA      | $552.48         | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAQ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    36896000 | PA      | $28431989.52    | 0.01%             | 2041-08-14      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2023-A1 A                | CUSIP: 161571HT4<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |     7520000 | PA      | $7606907.89     | 0.00%             | 2028-09-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| TPG Operating Group II LP                                                        | TPG OPERATING GR               | CUSIP: 872652AA0<br>LEI: 2549001H9RJQNZT7MU11 | Long             | DBT              | CORP              | US        |    11740000 | PA      | $12200502.17    | 0.00%             | 2034-03-05      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ES5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     9868000 | PA      | $9779680.24     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4151                      | CUSIP: 3138LUTH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3694386 | PA      | $3464935.42     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8S4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    11414000 | PA      | $11522427.30    | 0.00%             | 2029-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK22                                                                  | BANK 2019-BN22 A4              | CUSIP: 06540XBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3645000 | PA      | $3400835.67     | 0.00%             | 2062-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBF4<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $7946703.19     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BV2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    12729000 | PA      | $11221639.98    | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBN8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4635717.03     | 0.00%             | 2028-03-15      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BA2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5990000 | PA      | $5784850.60     | 0.00%             | 2029-05-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3967                      | CUSIP: 3140QBMR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6796473 | PA      | $6229157.77     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61746BEG7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      225000 | PA      | $191925.41      | 0.00%             | 2047-01-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5872                      | CUSIP: 3132DTQZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22161420 | PA      | $21759606.67    | 0.01%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                  | CUSIP: 94106BAJ0<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     4975000 | PA      | $5084000.70     | 0.00%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CR5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     3000000 | PA      | $2146126.68     | 0.00%             | 2050-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1372                      | CUSIP: 31427NQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17183544 | PA      | $17592980.24    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AW8<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    19600000 | PA      | $12646114.65    | 0.00%             | 2050-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357539                      | CUSIP: 31376KEL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1342897 | PA      | $1382634.10     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AT0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     8070000 | PA      | $7743263.59     | 0.00%             | 2032-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7004912.64     | 0.00%             | 2028-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EL9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    26606000 | PA      | $26905127.79    | 0.01%             | 2035-11-18      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3935                      | CUSIP: 3138WDLR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3021761 | PA      | $2814200.94     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8122                      | CUSIP: 3140XCAY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3796490 | PA      | $3478402.92     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAS9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5167867.73     | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-1                                            | MSWF 2023-1 A5                 | CUSIP: 55376CAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4350000 | PA      | $4556979.09     | 0.00%             | 2056-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4158                      | CUSIP: 31418DTQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   132956661 | PA      | $106253698.68   | 0.03%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K127 A2                   | CUSIP: 3137FXZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21425000 | PA      | $19200146.59    | 0.01%             | 2031-01-25      | Fixed         | 2.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4075                      | CUSIP: 31418DQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9486578 | PA      | $8919875.12     | 0.00%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4854                        | CUSIP: 36202FMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1018005 | PA      | $1007706.45     | 0.00%             | 2040-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AL0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     4437000 | PA      | $4425248.70     | 0.00%             | 2028-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBN4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $4873637.16     | 0.00%             | 2051-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49327V2C7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14470378.80    | 0.00%             | 2032-08-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1601                      | CUSIP: 31416WX72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4166 | PA      | $4149.66        | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58157                      | CUSIP: 3132Y2B39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      117798 | PA      | $111324.10      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 744397                      | CUSIP: 3620AY7J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      217916 | PA      | $210364.57      | 0.00%             | 2041-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FF5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4815180.84     | 0.00%             | 2037-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BN3<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $3791559.17     | 0.00%             | 2030-10-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B3519                      | CUSIP: 3128JNYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44595 | PA      | $46193.75       | 0.00%             | 2037-08-01      | Floating      | 7.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2489                      | CUSIP: 31418BXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1220665 | PA      | $1179489.71     | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QBW4<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    35075000 | PA      | $35621906.05    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4363                      | CUSIP: 31418DZ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16117205 | PA      | $13362908.77    | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K093 A2                   | CUSIP: 3137FMCR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18216621 | PA      | $17543211.09    | 0.01%             | 2029-05-25      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550AT5<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |      537000 | PA      | $429973.67      | 0.00%             | 2042-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4174                      | CUSIP: 3133KKT74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8062135 | PA      | $6775258.17     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AD2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $5065722.60     | 0.00%             | 2034-01-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAM5<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     3500000 | PA      | $3535024.44     | 0.00%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                       | EART 2022-2A D                 | CUSIP: 30166QAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075000 | PA      | $1071333.71     | 0.00%             | 2028-07-17      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0268                      | CUSIP: 3128S4JM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2188 | PA      | $2244.03        | 0.00%             | 2037-03-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3618                      | CUSIP: 3140QPAU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6421260 | PA      | $5996377.12     | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2935                      | CUSIP: 36179RHL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      682396 | PA      | $666979.01      | 0.00%             | 2030-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K155 A2                   | CUSIP: 3137FG6S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4100000 | PA      | $4026631.32     | 0.00%             | 2032-11-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4946                        | CUSIP: 36202FP75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3098610 | PA      | $3066931.43     | 0.00%             | 2041-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C4 Commercial Mortgage Trust                                          | CSAIL 2015-C4 A4               | CUSIP: 12635RAX6<br>LEI: 54930025J96YEH8FQE77 | Long             | ABS-MBS          | CORP              | US        |     3769866 | PA      | $3755112.05     | 0.00%             | 2048-11-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4758                      | CUSIP: 3132A5JB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6141007 | PA      | $5429575.88     | 0.00%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C3                                       | BBCMS 2019-C3 A4               | CUSIP: 05550MAU8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    17550000 | PA      | $16930939.55    | 0.01%             | 2052-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 776634                      | CUSIP: 31404RY76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23209 | PA      | $23918.46       | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAW0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    13110000 | PA      | $12747536.56    | 0.00%             | 2029-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 891286                      | CUSIP: 31410MF39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10247 | PA      | $10732.82       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8435000 | PA      | $8727748.01     | 0.00%             | 2031-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995724                      | CUSIP: 31416CD52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      292574 | PA      | $307865.53      | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AR9<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     4220000 | PA      | $4146941.25     | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7837                      | CUSIP: 3140XBV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10618350 | PA      | $9291993.70     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAU3<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     1400000 | PA      | $993492.97      | 0.00%             | 2049-07-12      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3467                      | CUSIP: 31418CZ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15133676 | PA      | $14283646.23    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BG3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    11950000 | PA      | $11902033.13    | 0.00%             | 2028-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AF1079                      | CUSIP: 36181GFU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1433905 | PA      | $1297955.72     | 0.00%             | 2043-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXE4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    19500000 | PA      | $20157938.01    | 0.01%             | 2033-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAZ4<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    14075000 | PA      | $12067171.37    | 0.00%             | 2031-08-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBE2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     3128000 | PA      | $3128918.08     | 0.00%             | 2028-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MD HLTH&HGR EDUCTNL-D          | CUSIP: 57421CAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2625000 | PA      | $1997948.40     | 0.00%             | 2040-07-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09067                      | CUSIP: 31292SCC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      564587 | PA      | $541129.65      | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SEC          | CUSIP: 38122NZX3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4500000 | PA      | $3621125.70     | 0.00%             | 2038-06-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCP5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    38873000 | PA      | $37037720.15    | 0.01%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46539                      | CUSIP: 3132WLHR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57927 | PA      | $56516.91       | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABP3<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1880870.74     | 0.00%             | 2027-10-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3494                      | CUSIP: 3140X63C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3446821 | PA      | $2954804.64     | 0.00%             | 2048-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2006                      | CUSIP: 3132DPGP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4348779 | PA      | $4396586.41     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q19974                      | CUSIP: 3132JBQ48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4035580 | PA      | $3766895.28     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9510                      | CUSIP: 3140QVR89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14602367 | PA      | $14906950.58    | 0.00%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK40                                                                  | BANK 2022-BNK40 A4             | CUSIP: 06541LBG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2650000 | PA      | $2434631.59     | 0.00%             | 2064-03-15      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   395135000 | PA      | $368725780.85   | 0.12%             | 2027-07-31      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3033                      | CUSIP: 36179RLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4985769 | PA      | $4468897.88     | 0.00%             | 2045-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4197                      | CUSIP: 36179SUW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7098590 | PA      | $6711338.50     | 0.00%             | 2047-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257239                      | CUSIP: 31371NV85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9046 | PA      | $9145.06        | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBB2<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2677492.96     | 0.00%             | 2031-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HZ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    22187000 | PA      | $22300012.28    | 0.01%             | 2035-06-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C64644                      | CUSIP: 31287QER8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18130 | PA      | $19067.68       | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334BZ6<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    12065000 | PA      | $11867131.03    | 0.00%             | 2027-02-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A32689                      | CUSIP: 31297M7A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17349 | PA      | $17956.29       | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M18 3A2               | CUSIP: 3136B56S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6815569 | PA      | $6197044.85     | 0.00%             | 2031-09-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EG1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8436237.21     | 0.00%             | 2026-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5991                      | CUSIP: 3140QRUR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5907344 | PA      | $5925765.15     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03518                      | CUSIP: 31292K4B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      177727 | PA      | $180042.72      | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BB9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      490000 | PA      | $412671.98      | 0.00%             | 2043-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0362                      | CUSIP: 3618N5ML0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27255449 | PA      | $24738664.19    | 0.01%             | 2055-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782025                      | CUSIP: 36241KHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1827 | PA      | $1876.07        | 0.00%             | 2035-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-GC36                                    | CGCMT 2016-GC36 A5             | CUSIP: 17324TAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9615000 | PA      | $9491958.77     | 0.00%             | 2049-02-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451AV0<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    29140000 | PA      | $27625523.08    | 0.01%             | 2043-09-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781271                      | CUSIP: 36225BMU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10592 | PA      | $10854.65       | 0.00%             | 2031-04-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAB2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    10970000 | PA      | $11122715.45    | 0.00%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594828                      | CUSIP: 36201VYZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45588 | PA      | $47022.62       | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CK4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    22480000 | PA      | $15237412.79    | 0.00%             | 2050-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBJ4<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $3436813.38     | 0.00%             | 2050-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBB5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    19019000 | PA      | $18273893.89    | 0.01%             | 2054-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DH4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     8057000 | PA      | $8194808.38     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXB0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    19111000 | PA      | $19575331.04    | 0.01%             | 2028-07-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5156                      | CUSIP: 3138WEWS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      407079 | PA      | $397778.50      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8574                      | CUSIP: 3138WJQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      286728 | PA      | $271698.40      | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AN5<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     6080000 | PA      | $5402957.98     | 0.00%             | 2030-06-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6219                      | CUSIP: 3140F14D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1942369 | PA      | $1874441.45     | 0.00%             | 2031-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DF4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    22000000 | PA      | $21653134.20    | 0.01%             | 2026-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL2071                      | CUSIP: 3617JEJQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1087360 | PA      | $1050404.89     | 0.00%             | 2049-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CA0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4735160.05     | 0.00%             | 2028-03-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7881                      | CUSIP: 36179WXJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    52452547 | PA      | $44627183.05    | 0.01%             | 2052-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RFW7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    15625000 | PA      | $14972929.54    | 0.00%             | 2037-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154CG2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     4080000 | PA      | $3956691.19     | 0.00%             | 2027-04-21      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JBH0<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     9510000 | PA      | $9291345.63     | 0.00%             | 2030-01-23      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8071                      | CUSIP: 3133A26G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9958784 | PA      | $8990571.43     | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5852                      | CUSIP: 3132DTQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13385034 | PA      | $14080547.07    | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605443                      | CUSIP: 36200NS85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8009 | PA      | $8087.16        | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7108                      | CUSIP: 3140HL3S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      655277 | PA      | $618471.71      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 A4                | CUSIP: 02007WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1010000 | PA      | $1027848.01     | 0.00%             | 2028-11-15      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J39625                      | CUSIP: 31307WVS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15840 | PA      | $15577.74       | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357761                      | CUSIP: 31376KMJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24863 | PA      | $25665.17       | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5666                      | CUSIP: 3138WFJL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      933918 | PA      | $889050.14      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZX5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    29695000 | PA      | $30157315.15    | 0.01%             | 2033-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8420                      | CUSIP: 3132DWK93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29918802 | PA      | $29937304.01    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05923                      | CUSIP: 3128M74G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      599561 | PA      | $621816.53      | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAD4<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5527886.32     | 0.00%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469UY9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     5300000 | PA      | $4906210.98     | 0.00%             | 2028-10-25      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAK1<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    10897000 | PA      | $7749477.99     | 0.00%             | 2049-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CC4<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $5502456.91     | 0.00%             | 2028-11-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HLL2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14600000 | PA      | $13343855.70    | 0.00%             | 2045-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AX4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    15367000 | PA      | $12871161.45    | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                                       | CNH 2022-A A4                  | CUSIP: 12660DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1178562.48     | 0.00%             | 2029-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EU2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    25750000 | PA      | $25354557.25    | 0.01%             | 2027-02-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AL6<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5782261.38     | 0.00%             | 2027-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BT5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $1591162.27     | 0.00%             | 2062-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 A4               | CUSIP: 12531YAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5050000 | PA      | $4997397.18     | 0.00%             | 2058-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBA6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    26005000 | PA      | $24142458.93    | 0.01%             | 2054-04-18      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2023-A1 A                | CUSIP: 254683CY9<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |    17200000 | PA      | $17184282.64    | 0.01%             | 2028-03-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBC7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    19402000 | PA      | $19069395.07    | 0.01%             | 2035-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7106                      | CUSIP: 3138WG3Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4178900 | PA      | $3854890.75     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXZ7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5076160.84     | 0.00%             | 2028-01-07      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4764                      | CUSIP: 3140HJJJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      106117 | PA      | $100156.53      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233WEJ4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |    31565000 | PA      | $32967631.85    | 0.01%             | 2034-04-14      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |      600000 | PA      | $595845.85      | 0.00%             | 2028-07-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7136                      | CUSIP: 31418U4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2191605 | PA      | $2217083.27     | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AE1<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5147632.71     | 0.00%             | 2033-12-07      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAW3<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $4726672.20     | 0.00%             | 2047-02-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701993                      | CUSIP: 36296U3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       68363 | PA      | $67656.03       | 0.00%             | 2039-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAK8<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9241181.44     | 0.00%             | 2030-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8493                      | CUSIP: 36179XNJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5256090 | PA      | $5416179.77     | 0.00%             | 2052-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8310                      | CUSIP: 3132DWGT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15080427 | PA      | $15636570.52    | 0.00%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BV6<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5269968.63     | 0.00%             | 2029-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAC0<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13343010.15    | 0.00%             | 2027-06-22      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBH5<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6700393.34     | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AX3<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6230319.50     | 0.00%             | 2033-05-18      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4782                      | CUSIP: 31418EJ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12038687 | PA      | $10849451.35    | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08344                      | CUSIP: 3128MJL24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      235974 | PA      | $234264.28      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBS7<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |     6050000 | PA      | $6056406.17     | 0.00%             | 2027-09-25      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8540                      | CUSIP: 3133KQPZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22421180 | PA      | $22105742.77    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0160                      | CUSIP: 3138E4FA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1887536 | PA      | $1777261.52     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8661                      | CUSIP: 3138WJTT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1294256 | PA      | $1226413.79     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14335                      | CUSIP: 3128MDBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70860 | PA      | $70492.29       | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00543                      | CUSIP: 3132GDS86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1279686 | PA      | $1268377.46     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                  | BANK 2020-BN26 A4              | CUSIP: 06540JBG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7635000 | PA      | $6872017.65     | 0.00%             | 2063-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848358                      | CUSIP: 31408DQK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40001 | PA      | $41328.56       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7650                      | CUSIP: 36179WQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    54878919 | PA      | $48559407.99    | 0.02%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AG7<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    58664000 | PA      | $55377644.50    | 0.02%             | 2053-05-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254052                      | CUSIP: 31371KEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8968 | PA      | $9506.96        | 0.00%             | 2031-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     3055000 | PA      | $3071406.27     | 0.00%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAL4<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2931462.34     | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKK7<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    26790000 | PA      | $26964339.54    | 0.01%             | 2030-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAR0<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    12925000 | PA      | $11846553.58    | 0.00%             | 2031-03-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2725                      | CUSIP: 3138WQA36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      484359 | PA      | $440088.05      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7716                      | CUSIP: 31417ESE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      459900 | PA      | $450579.47      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBG8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $8435968.70     | 0.00%             | 2032-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5145                      | CUSIP: 3133KYWE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37849375 | PA      | $32289139.26    | 0.01%             | 2042-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A30631                      | CUSIP: 31297KVY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4978 | PA      | $5040.65        | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2119                      | CUSIP: 36179QK83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      319893 | PA      | $313426.81      | 0.00%             | 2029-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5038                      | CUSIP: 31418ES43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38722604 | PA      | $38056819.21    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2024-3                                                   | CARMX 2024-3 A3                | CUSIP: 14319GAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5650000 | PA      | $5708327.21     | 0.00%             | 2029-07-16      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank NA                                                           | JP MORGAN CHASE                | CUSIP: 48125LRU8<br>LEI: 7H6GLXDRUGQFU57RNE97 | Long             | DBT              | CORP              | US        |    18375000 | PA      | $18609925.21    | 0.01%             | 2026-12-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BM8<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1366036.24     | 0.00%             | 2027-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6702                      | CUSIP: 3132DUNT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29005764 | PA      | $30108992.51    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DE4<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4614456.22     | 0.00%             | 2027-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 916349                      | CUSIP: 31411WBS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5777 | PA      | $6063.68        | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4195                      | CUSIP: 36179SUU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    39234732 | PA      | $35130511.88    | 0.01%             | 2047-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K070 A2                   | CUSIP: 3137FCJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7875000 | PA      | $7742470.84     | 0.00%             | 2027-11-25      | Variable      | 3.30%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAF0<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    18566000 | PA      | $19130850.19    | 0.01%             | 2027-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Dallas Independent School District                                               | DALLAS ISD-TXB-C-BABS          | CUSIP: 235308RA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1500000 | PA      | $1511045.10     | 0.00%             | 2035-02-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAZ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $6410797.62     | 0.00%             | 2051-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAD6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     8680000 | PA      | $8638623.03     | 0.00%             | 2041-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3870                      | CUSIP: 3140X7JQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4104838 | PA      | $3771178.34     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAT4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     4965000 | PA      | $4889269.12     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4251                      | CUSIP: 3140X7WM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8216524 | PA      | $7492159.33     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAM1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    25693000 | PA      | $22570271.26    | 0.01%             | 2042-11-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4406                      | CUSIP: 3140XK3Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9490026 | PA      | $9409894.75     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DP4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    12100000 | PA      | $9673712.08     | 0.00%             | 2032-12-01      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18476                      | CUSIP: 3128MMQ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      177392 | PA      | $174432.83      | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FV5<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    13924000 | PA      | $9289697.27     | 0.00%             | 2051-07-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725614                      | CUSIP: 31402DDT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      164655 | PA      | $169429.91      | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FL2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     1460000 | PA      | $1458221.57     | 0.00%             | 2039-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810PX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    29589000 | PA      | $29913785.43    | 0.01%             | 2038-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LG4<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $11480896.55    | 0.00%             | 2030-02-10      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AH5<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    45943000 | PA      | $42630014.93    | 0.01%             | 2063-05-19      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Vale SA                                                                          | VALE                           | CUSIP: 91912EAA3<br>LEI: 254900SMTWBX7RU2SR20 | Long             | DBT              | CORP              | BR        |     9097000 | PA      | $8823866.68     | 0.00%             | 2042-09-11      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4100                      | CUSIP: 31418DRW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   126808165 | PA      | $101340064.12   | 0.03%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-160 A2                  | CUSIP: 3137HASK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13000000 | PA      | $13013297.70    | 0.00%             | 2033-08-25      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7509                      | CUSIP: 3132DVKW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26917297 | PA      | $23790537.76    | 0.01%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-P2                                    | WFCM 2015-P2 ASB               | CUSIP: 95000AAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       57004 | PA      | $56889.09       | 0.00%             | 2048-12-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXY0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     7335000 | PA      | $7380465.79     | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BN7<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    15090000 | PA      | $15125404.01    | 0.00%             | 2034-08-12      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BU6<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $2210424.60     | 0.00%             | 2051-11-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VERISIGN INC                   | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5368469.05     | 0.00%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAS4<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     6525000 | PA      | $5755209.08     | 0.00%             | 2031-08-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZQ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   687702000 | PA      | $591638626.88   | 0.19%             | 2030-05-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CP2<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4554809.50     | 0.00%             | 2030-07-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0782                      | CUSIP: 36179M2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1740093 | PA      | $1587406.86     | 0.00%             | 2043-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759100                      | CUSIP: 36230UDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      801112 | PA      | $752681.33      | 0.00%             | 2041-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FC2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     9577000 | PA      | $7788205.18     | 0.00%             | 2043-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBG9<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    35215000 | PA      | $20527433.02    | 0.01%             | 2061-12-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BH4<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4033431.00     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8079                      | CUSIP: 3132DV6Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   122103072 | PA      | $97656253.90    | 0.03%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAK0<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $6007768.66     | 0.00%             | 2034-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                                  | BANK 2024-BNK48 A5             | CUSIP: 06541GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $7034005.30     | 0.00%             | 2057-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| STERIS Irish FinCo UnLtd Co                                                      | STERIS PLC                     | CUSIP: 85917PAB3<br>LEI: 549300BRDKZ1HFI2J358 | Long             | DBT              | CORP              | IE        |    10800000 | PA      | $7667207.79     | 0.00%             | 2051-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBU2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    15000000 | PA      | $13086671.61    | 0.00%             | 2031-09-13      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BP8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     1150000 | PA      | $1202891.20     | 0.00%             | 2032-10-13      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9655                      | CUSIP: 3140XRWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14520733 | PA      | $14556938.56    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 69120VAM3<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     1598000 | PA      | $1555327.52     | 0.00%             | 2026-09-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BG4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     7510000 | PA      | $7467162.53     | 0.00%             | 2036-11-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | ELECTRONIC ARTS                | CUSIP: 285512AF6<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $4057940.93     | 0.00%             | 2051-02-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2021-B                                          | HDMOT 2021-B A4                | CUSIP: 41285AAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      834160 | PA      | $828274.43      | 0.00%             | 2029-05-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DK7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    14278000 | PA      | $14674972.49    | 0.00%             | 2032-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AF2<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    11254000 | PA      | $11300337.38    | 0.00%             | 2030-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBC9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7820448.54     | 0.00%             | 2035-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWV2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    41494000 | PA      | $40813353.90    | 0.01%             | 2029-04-23      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK30                                                                  | BANK 2020-BN30 A4              | CUSIP: 06541UBW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3425000 | PA      | $2947011.45     | 0.00%             | 2053-12-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAF4<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $3908735.70     | 0.00%             | 2044-10-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACT0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    34567000 | PA      | $23065950.05    | 0.01%             | 2052-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DZ2<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    17860000 | PA      | $17749375.16    | 0.01%             | 2056-04-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4784                      | CUSIP: 3138M8J61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      677977 | PA      | $618757.84      | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8877                      | CUSIP: 36179X2J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13282063 | PA      | $12793163.26    | 0.00%             | 2053-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2187                      | CUSIP: 3138EJND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      212134 | PA      | $220305.92      | 0.00%             | 2042-03-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29279FAA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    27400000 | PA      | $27058647.79    | 0.01%             | 2049-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055BJ0<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |    27801000 | PA      | $27001713.92    | 0.01%             | 2030-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BX2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    27500000 | PA      | $28484459.25    | 0.01%             | 2030-05-14      | Variable      | 5.49%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCW8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    13620000 | PA      | $14291896.06    | 0.00%             | 2030-01-13      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89330                      | CUSIP: 312936LK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      167940 | PA      | $177129.11      | 0.00%             | 2039-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8880                      | CUSIP: 3140QU2N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26011085 | PA      | $27421465.69    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AF1<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1547943.76     | 0.00%             | 2047-09-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH              | CUSIP: 73358XCN0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     3900000 | PA      | $2524177.11     | 0.00%             | 2060-07-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711074                      | CUSIP: 36297F6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      707896 | PA      | $700225.97      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK NY                    | CUSIP: 64966QL65<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     3250000 | PA      | $3126119.75     | 0.00%             | 2052-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9211                      | CUSIP: 36178WGU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      478430 | PA      | $446874.27      | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2749893.97     | 0.00%             | 2048-11-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18655                      | CUSIP: 3128MMWR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7267301 | PA      | $7059785.60     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2978                      | CUSIP: 3140XJJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26211839 | PA      | $24559363.51    | 0.01%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83625                      | CUSIP: 312930A26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22362 | PA      | $23185.54       | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4228                      | CUSIP: 3140QPVW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       83588 | PA      | $78072.52       | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03781                      | CUSIP: 3128M5RA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      147414 | PA      | $155712.50      | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890474                      | CUSIP: 31410LJT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      710028 | PA      | $703737.52      | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BW2<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     2774000 | PA      | $2173031.37     | 0.00%             | 2047-05-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLH0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    62955000 | PA      | $64237393.81    | 0.02%             | 2034-04-25      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BA9<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    10138000 | PA      | $8682065.28     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC8851                      | CUSIP: 3617BCZQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38797 | PA      | $37527.09       | 0.00%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS                 | CUSIP: 37045VAF7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    17970000 | PA      | $17618552.19    | 0.01%             | 2043-10-02      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBM1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     6466000 | PA      | $5683517.83     | 0.00%             | 2030-08-10      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                       | HEICO CORP                     | CUSIP: 422806AA7<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |     6594000 | PA      | $6766079.03     | 0.00%             | 2028-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DM8<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4470255.32     | 0.00%             | 2027-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BD3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1109587.57     | 0.00%             | 2048-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AV4217                      | CUSIP: 36195EVJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76499 | PA      | $74161.96       | 0.00%             | 2046-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C55                                   | WFCM 2020-C55 A5               | CUSIP: 95002EBB2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8735000 | PA      | $8029468.81     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4417                      | CUSIP: 31418D4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37595061 | PA      | $33480969.54    | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BH0<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     6427000 | PA      | $6478867.63     | 0.00%             | 2028-05-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737430                      | CUSIP: 3620ARHF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      500035 | PA      | $494464.28      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBR8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7646467.53     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5439                      | CUSIP: 3140QRBH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19306593 | PA      | $19113407.72    | 0.01%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0934                      | CUSIP: 36179NBB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9363953 | PA      | $8711147.74     | 0.00%             | 2043-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3485                      | CUSIP: 3132DQ2S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11367527 | PA      | $9173286.44     | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 481539                      | CUSIP: 31382F4Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         361 | PA      | $367.19         | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRN9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    28680000 | PA      | $29201020.61    | 0.01%             | 2029-03-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5272                      | CUSIP: 3140XL2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11225162 | PA      | $11564537.80    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3591                      | CUSIP: 3140QN7D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    49688466 | PA      | $45183734.82    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAN7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     5865000 | PA      | $6328298.43     | 0.00%             | 2037-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5952                      | CUSIP: 3140XMTJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7345936 | PA      | $7637388.50     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18824                      | CUSIP: 3128PYYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       62331 | PA      | $61583.42       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAA9<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     7400000 | PA      | $6884808.72     | 0.00%             | 2030-02-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7601                      | CUSIP: 3138WHNT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5521894 | PA      | $5241074.59     | 0.00%             | 2046-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS9163                      | CUSIP: 3132AAFC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2175782 | PA      | $2098111.87     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3902                      | CUSIP: 31417AKQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      211275 | PA      | $208910.29      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7784                      | CUSIP: 3140QTUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19521224 | PA      | $20111419.07    | 0.01%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAA3<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2978801.94     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EU0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     4973000 | PA      | $5024079.52     | 0.00%             | 2030-05-10      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9816                      | CUSIP: 3140XR4A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23851743 | PA      | $25088145.76    | 0.01%             | 2054-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721273                      | CUSIP: 3620A7JS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      168835 | PA      | $163100.45      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC HOLDINGS INC               | CUSIP: 552676AT5<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8599928.49     | 0.00%             | 2030-01-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AT6<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3622203.76     | 0.00%             | 2027-12-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGZ1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    25512000 | PA      | $25721547.75    | 0.01%             | 2035-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAX8<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     6430000 | PA      | $6584992.81     | 0.00%             | 2030-01-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BM1<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |    22979000 | PA      | $21012811.44    | 0.01%             | 2031-02-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-4 A1A                | CUSIP: 92348KBS1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     9870000 | PA      | $9953713.39     | 0.00%             | 2029-06-20      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833FB1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    14275000 | PA      | $14388971.63    | 0.00%             | 2035-05-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8247                      | CUSIP: 3138WJEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6138638 | PA      | $5904753.94     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1232                      | CUSIP: 3140X4LN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28675 | PA      | $28514.59       | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJQ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   331810000 | PA      | $330176871.00   | 0.10%             | 2030-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAE9<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2449679.38     | 0.00%             | 2052-01-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7362                      | CUSIP: 31417EFC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1872888 | PA      | $1700937.77     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                                                | BMARK 2019-B13 A4              | CUSIP: 08162DAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11711565 | PA      | $10970705.45    | 0.00%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82797                       | CUSIP: 36225FDB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       77735 | PA      | $79114.56       | 0.00%             | 2041-04-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9760                      | CUSIP: 3138WKZ24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18541826 | PA      | $18067366.43    | 0.01%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54694                      | CUSIP: 3128KHGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54584 | PA      | $58964.48       | 0.00%             | 2036-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBP0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $27731079.86    | 0.01%             | 2031-05-13      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64585                      | CUSIP: 3128KVCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         531 | PA      | $559.97         | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZD2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    27851000 | PA      | $27592839.89    | 0.01%             | 2027-05-04      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDQ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10050000 | PA      | $8320153.50     | 0.00%             | 2048-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AJ0<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2115000 | PA      | $2133475.57     | 0.00%             | 2028-06-23      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DQ8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    33700000 | PA      | $31479799.53    | 0.01%             | 2027-09-16      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AV2<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |    11450000 | PA      | $11222001.77    | 0.00%             | 2029-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AG4<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $7910970.12     | 0.00%             | 2029-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AX3<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $5201817.47     | 0.00%             | 2061-11-29      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK15                                                                  | BANK 2018-BN15 A4              | CUSIP: 06036FBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9060000 | PA      | $9028562.71     | 0.00%             | 2061-11-15      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0011                      | CUSIP: 3142J6AM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12305484 | PA      | $11768527.90    | 0.00%             | 2055-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3420                      | CUSIP: 3140X6YS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2108572 | PA      | $1949038.88     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JF5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9475279.51     | 0.00%             | 2027-08-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41926                      | CUSIP: 3128K2D71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1474 | PA      | $1525.19        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                            | HART 2023-B A3                 | CUSIP: 44933XAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2281600 | PA      | $2296238.48     | 0.00%             | 2028-04-17      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q16619                      | CUSIP: 3132J7YR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3834193 | PA      | $3601283.68     | 0.00%             | 2043-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CL5<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     6019000 | PA      | $4954302.12     | 0.00%             | 2044-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 193705                      | CUSIP: 36217HDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1053 | PA      | $1081.11        | 0.00%             | 2029-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01537                      | CUSIP: 3132GEV64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69009 | PA      | $69908.04       | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3307                      | CUSIP: 31418CU93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3302176 | PA      | $3209422.46     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4806                      | CUSIP: 31418EKU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38926599 | PA      | $38415446.29    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586311                      | CUSIP: 36201LKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20987 | PA      | $21192.08       | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AH6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     5240000 | PA      | $4359459.89     | 0.00%             | 2048-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE8981                      | CUSIP: 3133BJ6S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3321274 | PA      | $3198922.69     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2922                      | CUSIP: 31418CG81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4416164 | PA      | $4186085.12     | 0.00%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4206848.61     | 0.00%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5468708.05     | 0.00%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0148                      | CUSIP: 3138EGEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1213878 | PA      | $1176304.71     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6311                      | CUSIP: 3133KNAL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2776607 | PA      | $2349891.44     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7330                      | CUSIP: 3140QTEC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21961005 | PA      | $22091253.29    | 0.01%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DD9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    12824000 | PA      | $10109355.56    | 0.00%             | 2047-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BF6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    20486000 | PA      | $20424634.43    | 0.01%             | 2026-11-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CM0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    16475000 | PA      | $15791624.71    | 0.01%             | 2035-07-20      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5141                      | CUSIP: 3140X8WB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7582445 | PA      | $6372136.22     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dallas County Hospital District                                                  | DALLAS HOSP-BAB-C              | CUSIP: 234667JL8<br>LEI: UQCNU7AEWLMSSOK7VW91 | Long             | DBT              | MUN               | US        |      850000 | PA      | $851926.19      | 0.00%             | 2044-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604548                      | CUSIP: 36200MTD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      306904 | PA      | $305112.00      | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AJ9<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |    10955000 | PA      | $10123578.53    | 0.00%             | 2030-03-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3426                      | CUSIP: 3140X6YY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1342706 | PA      | $1341019.70     | 0.00%             | 2050-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82669                       | CUSIP: 36225E6F4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      141856 | PA      | $143688.05      | 0.00%             | 2040-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DQ9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $15136945.84    | 0.00%             | 2026-11-03      | Variable      | 7.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   488198000 | PA      | $506963110.63   | 0.16%             | 2031-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8727                      | CUSIP: 36179XVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10160929 | PA      | $10381161.18    | 0.00%             | 2053-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18578                      | CUSIP: 3128MMUC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3596694 | PA      | $3511407.72     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAB7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     3288000 | PA      | $2212954.58     | 0.00%             | 2050-04-28      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CK8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7886998.82     | 0.00%             | 2030-05-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1141                      | CUSIP: 31418AHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2898116 | PA      | $2801219.12     | 0.00%             | 2032-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAM2<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     1825000 | PA      | $1853636.20     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06977                      | CUSIP: 3128M9CN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      659836 | PA      | $603344.17      | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 713975                      | CUSIP: 31401PFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1290 | PA      | $1327.25        | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725314                      | CUSIP: 31402CYK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      728578 | PA      | $736089.09      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A75230                      | CUSIP: 3128L8Y33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6442 | PA      | $6521.94        | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2826                      | CUSIP: 36179RD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9425271 | PA      | $8691798.45     | 0.00%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAL9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |      875000 | PA      | $876425.59      | 0.00%             | 2027-06-05      | Fixed         | 5.30%                 | Yes           |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                 | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     4710000 | PA      | $4623062.02     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4502                      | CUSIP: 3140X8AC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10895090 | PA      | $8788637.31     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576PAF8<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7674275.23     | 0.00%             | 2027-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890261                      | CUSIP: 31410LB68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68942 | PA      | $72468.44       | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BV8<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9925612.47     | 0.00%             | 2034-08-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AK9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    10115000 | PA      | $7806141.53     | 0.00%             | 2044-08-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAC8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3168790.07     | 0.00%             | 2046-10-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5696                      | CUSIP: 3138WFKJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8184809 | PA      | $7565550.81     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4038                      | CUSIP: 3140X7PY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      791256 | PA      | $709612.58      | 0.00%             | 2035-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783613                      | CUSIP: 3622A2AN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      361055 | PA      | $357277.75      | 0.00%             | 2042-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641601                      | CUSIP: 36291XX61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10605 | PA      | $10709.08       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                    | SDART 2023-3 C                 | CUSIP: 80285XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1220000 | PA      | $1239340.54     | 0.00%             | 2030-11-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555424                      | CUSIP: 31385XAZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1408449 | PA      | $1446528.85     | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3267                      | CUSIP: 3140J7TZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      852377 | PA      | $844428.22      | 0.00%             | 2028-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8643                      | CUSIP: 36179XS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    43971790 | PA      | $39124700.52    | 0.01%             | 2053-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6054                      | CUSIP: 3132DTWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24778803 | PA      | $25049657.95    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055AR3<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $5249226.95     | 0.00%             | 2046-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93853                      | CUSIP: 312942H65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1958159 | PA      | $1983649.94     | 0.00%             | 2040-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAX1<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    19225000 | PA      | $19730147.84    | 0.01%             | 2035-01-05      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738282                      | CUSIP: 31402UFX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16217 | PA      | $17323.43       | 0.00%             | 2034-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC-TXBL          | CUSIP: 796253Z21<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     1410000 | PA      | $1325283.25     | 0.00%             | 2042-02-01      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FD4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |      975000 | PA      | $965622.76      | 0.00%             | 2041-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8335                      | CUSIP: 3140QUHM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30301398 | PA      | $30632619.31    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JU2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4640203.59     | 0.00%             | 2041-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8265                      | CUSIP: 36179XFE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19318725 | PA      | $17163530.26    | 0.01%             | 2052-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AV1<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2216924.91     | 0.00%             | 2049-12-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6736                      | CUSIP: 3140XAPW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1743559 | PA      | $1623438.77     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AN3<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2255284.66     | 0.00%             | 2056-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DD1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $10463648.98    | 0.00%             | 2031-06-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04044                      | CUSIP: 3128M5ZH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      575853 | PA      | $597229.97      | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0752                      | CUSIP: 3138LQZS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      661627 | PA      | $604611.53      | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8053                      | CUSIP: 3132DV5N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      634646 | PA      | $614637.97      | 0.00%             | 2050-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06814                      | CUSIP: 3128M83X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3217175 | PA      | $3118563.92     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AV4<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     2831000 | PA      | $2906824.59     | 0.00%             | 2032-03-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7821                      | CUSIP: 31417EVP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1144634 | PA      | $1041906.18     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AP4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11750000 | PA      | $11293772.83    | 0.00%             | 2030-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782155                      | CUSIP: 36241KMC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66377 | PA      | $65974.60       | 0.00%             | 2035-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6421                      | CUSIP: 3140QED33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7047914 | PA      | $6174154.29     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                           | MSC 2020-L4 A3                 | CUSIP: 61770KAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8495000 | PA      | $7804201.04     | 0.00%             | 2053-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKA6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $12198437.34    | 0.00%             | 2032-07-21      | Variable      | 2.30%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE26 Mortgage Trust                                                  | COMM 2015-CR26 A4              | CUSIP: 12593QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9851545 | PA      | $9806780.58     | 0.00%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AE7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    35389000 | PA      | $39318343.66    | 0.01%             | 2038-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18484                      | CUSIP: 3128MMRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      526602 | PA      | $517326.76      | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4067                      | CUSIP: 36179SQU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8969663 | PA      | $7794839.30     | 0.00%             | 2046-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EG9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     3527000 | PA      | $3871287.17     | 0.00%             | 2029-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BL2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    14833000 | PA      | $13210470.46    | 0.00%             | 2046-05-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAA9<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6895917.02     | 0.00%             | 2029-03-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826591                      | CUSIP: 31407CKC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49409 | PA      | $51022.10       | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BK9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    16450000 | PA      | $14150826.49    | 0.00%             | 2039-07-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW3774                      | CUSIP: 3140MVFQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1387091 | PA      | $1292709.07     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   243319000 | PA      | $185217084.71   | 0.06%             | 2042-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGH1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    16246000 | PA      | $15393184.12    | 0.00%             | 2028-03-22      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AG8<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    11055000 | PA      | $10919258.02    | 0.00%             | 2027-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5907                      | CUSIP: 31417CR56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      370195 | PA      | $365040.47      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PBA4<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2046486.73     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAV3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    21512000 | PA      | $20992557.92    | 0.01%             | 2026-09-19      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CX6<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |     1800000 | PA      | $2071630.53     | 0.00%             | 2030-04-22      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21685WCJ4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |      663000 | PA      | $652537.67      | 0.00%             | 2041-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJB6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    53048000 | PA      | $48509657.47    | 0.02%             | 2031-04-29      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4229                      | CUSIP: 31418DVX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22918810 | PA      | $21057045.97    | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KANSAS ST DEV FIN AUT          | CUSIP: 485429Z72<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     4705000 | PA      | $4423192.14     | 0.00%             | 2045-04-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738009                      | CUSIP: 3620AR3S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      265114 | PA      | $256063.48      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7705                      | CUSIP: 36179WR26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   117786651 | PA      | $100158924.29   | 0.03%             | 2051-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8154                      | CUSIP: 3132D6BX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6120670 | PA      | $5716783.90     | 0.00%             | 2037-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AP7<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     3065000 | PA      | $3115529.93     | 0.00%             | 2026-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBP4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    28600000 | PA      | $17945057.04    | 0.01%             | 2051-06-04      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAE3<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $7108073.04     | 0.00%             | 2032-03-15      | Fixed         | 6.55%                 | Yes           |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAJ7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    18910000 | PA      | $16443986.30    | 0.01%             | 2032-02-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8041                      | CUSIP: 3132D55A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1593551 | PA      | $1532018.11     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLD9<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     9735000 | PA      | $9879122.17     | 0.00%             | 2029-12-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735581                      | CUSIP: 31402RFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      213630 | PA      | $215931.37      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012653AF8<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     5455000 | PA      | $4573274.54     | 0.00%             | 2052-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1367                      | CUSIP: 31416WQV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1112 | PA      | $1108.74        | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AS5<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2968494.50     | 0.00%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E03088                      | CUSIP: 31294MND9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40332 | PA      | $39892.59       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAQ2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     4855000 | PA      | $4991574.20     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBE7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2769365.72     | 0.00%             | 2030-12-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 17136MAB8<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7207564.99     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales & Transfer Tax Receipts Revenue                  | CHICAGO TRANSIT SER A          | CUSIP: 167725AC4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    10769854 | PA      | $11929081.05    | 0.00%             | 2040-12-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAA0<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4380792.89     | 0.00%             | 2027-09-01      | Fixed         | 4.91%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-2 A3                | CUSIP: 362962AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1912133.97     | 0.00%             | 2028-05-22      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JK4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $16974753.69    | 0.01%             | 2028-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8243                      | CUSIP: 3132DWEQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    65870764 | PA      | $59384337.73    | 0.02%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00836                      | CUSIP: 31292G4V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3998 | PA      | $4204.89        | 0.00%             | 2029-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS12                                        | MSC 2016-UB12 AS               | CUSIP: 61691EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2834173.80     | 0.00%             | 2049-12-15      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                    | COMM 2019-GC44 AM              | CUSIP: 12655TBP3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2407829 | PA      | $2212494.35     | 0.00%             | 2057-08-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6538                      | CUSIP: 3140XAHQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8983296 | PA      | $7271734.65     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11908                      | CUSIP: 3132HNDM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      400081 | PA      | $375882.98      | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-A Owner Trust                                       | NAROT 2022-A A3                | CUSIP: 65479QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      308823 | PA      | $307769.13      | 0.00%             | 2026-08-17      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7448                      | CUSIP: 31417EH20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      630023 | PA      | $617255.79      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40513                      | CUSIP: 3128K0SA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8010 | PA      | $8281.60        | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05860                      | CUSIP: 3128M7ZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      986032 | PA      | $1021033.90     | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DRW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3975000 | PA      | $2611006.97     | 0.00%             | 2052-11-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9549                      | CUSIP: 3138ERTF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14544498 | PA      | $13845735.16    | 0.00%             | 2046-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AD4<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    20500000 | PA      | $20524076.62    | 0.01%             | 2028-07-08      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893299                      | CUSIP: 31410PNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11281 | PA      | $11860.66       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4686                      | CUSIP: 31417BF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2742031 | PA      | $2577441.81     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBA3<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10091731.28    | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER DANIELS                 | CUSIP: 039483AT9<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |      530000 | PA      | $574794.88      | 0.00%             | 2032-10-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08005                      | CUSIP: 3128MJAF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34873 | PA      | $35979.77       | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0088                      | CUSIP: 3618N5C23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11438566 | PA      | $10382321.85    | 0.00%             | 2054-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AW3<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    25295000 | PA      | $23445837.22    | 0.01%             | 2030-03-11      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AC6<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    57443000 | PA      | $57905517.57    | 0.02%             | 2028-05-19      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    12145000 | PA      | $11695446.17    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4208                      | CUSIP: 31418DVA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   165644942 | PA      | $132221585.99   | 0.04%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4224                        | CUSIP: 36202EVR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       82120 | PA      | $87238.34       | 0.00%             | 2038-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2025-2 A                 | CUSIP: 02582JKP4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |     8500000 | PA      | $8551991.95     | 0.00%             | 2030-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737839                      | CUSIP: 3620ARV81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15289 | PA      | $15210.49       | 0.00%             | 2026-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAN1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     9772000 | PA      | $9569337.40     | 0.00%             | 2055-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Webster Financial Corp                                                           | WEBSTER FINL                   | CUSIP: 947890AJ8<br>LEI: KMRURHT0VWKYS6Z5KU67 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2929300.08     | 0.00%             | 2029-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4347                      | CUSIP: 3140X7ZM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5949024 | PA      | $4999441.61     | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664BU4<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $3996547.90     | 0.00%             | 2042-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                          | CSAIL 2015-C3 B                | CUSIP: 12635FAY0<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     1625000 | PA      | $1516561.80     | 0.00%             | 2048-08-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3249                      | CUSIP: 3140X6TF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1443996 | PA      | $1274905.33     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753047                      | CUSIP: 31403MTC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23210 | PA      | $23456.14       | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C34                                   | WFCM 2016-C34 A4               | CUSIP: 95000DBD2<br>LEI: 549300FWFHJGIW2B2U59 | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2842860.14     | 0.00%             | 2049-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A20196                      | CUSIP: 31296WGD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4407 | PA      | $4457.68        | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K090 A2                   | CUSIP: 3137FLMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9625000 | PA      | $9416942.15     | 0.00%             | 2029-02-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAK6<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     4480000 | PA      | $3672729.46     | 0.00%             | 2046-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-169 A2                  | CUSIP: 3137HK2C7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $8044545.60     | 0.00%             | 2034-12-25      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9254                      | CUSIP: 3140E2H87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      344039 | PA      | $318009.48      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05535                      | CUSIP: 3128M7PU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      441866 | PA      | $438611.24      | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                  | CUSIP: 605417BZ6<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |     4117000 | PA      | $3509846.69     | 0.00%             | 2042-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHU6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    23405000 | PA      | $20326552.57    | 0.01%             | 2040-04-23      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8236                      | CUSIP: 3132DWEH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11700102 | PA      | $10547969.44    | 0.00%             | 2052-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0628                      | CUSIP: 3140JGVW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37315 | PA      | $37349.83       | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJF8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    24015000 | PA      | $24074380.33    | 0.01%             | 2028-07-22      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                 | BMARK 2018-B2 AS               | CUSIP: 08161CAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5675000 | PA      | $5477052.03     | 0.00%             | 2051-02-15      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAQ6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    16180000 | PA      | $15525541.26    | 0.00%             | 2030-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR INC                     | CUSIP: 86722TAB8<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     7666000 | PA      | $8352322.39     | 0.00%             | 2039-06-01      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FZ6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    11365000 | PA      | $10895017.67    | 0.00%             | 2032-09-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MGA6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    34146000 | PA      | $34117037.51    | 0.01%             | 2035-03-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4463                      | CUSIP: 31416M5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      514898 | PA      | $510477.86      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815959                      | CUSIP: 31406PQL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       82496 | PA      | $85156.11       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738902                      | CUSIP: 3620AS3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      424069 | PA      | $409301.92      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KL9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    58180000 | PA      | $58932601.59    | 0.02%             | 2032-08-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 917288BK7<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    26358906 | PA      | $26293886.67    | 0.01%             | 2031-01-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255631                      | CUSIP: 31371L4Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      144412 | PA      | $148995.15      | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NT8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     8365000 | PA      | $6973416.13     | 0.00%             | 2049-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783127                      | CUSIP: 36241LPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111204 | PA      | $112414.95      | 0.00%             | 2040-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZN5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     8500000 | PA      | $8218364.51     | 0.00%             | 2027-01-12      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAL2<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $6037219.43     | 0.00%             | 2034-05-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAY3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    12315000 | PA      | $10788053.07    | 0.00%             | 2042-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01978                      | CUSIP: 3128LXFT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      239921 | PA      | $242979.51      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BR3<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     6535000 | PA      | $6530632.88     | 0.00%             | 2054-06-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NS0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     9730000 | PA      | $9531942.90     | 0.00%             | 2029-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMF9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10788609.46    | 0.00%             | 2029-05-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BK4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3391125.23     | 0.00%             | 2036-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BY5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10753698.81    | 0.00%             | 2031-03-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBQ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    21492000 | PA      | $17433252.92    | 0.01%             | 2048-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Essent Group Ltd                                                                 | ESSENT GROUP LTD               | CUSIP: 29669JAA7<br>LEI: 254900QUO860OUT6ZF83 | Long             | DBT              | CORP              | BM        |     5800000 | PA      | $6006723.09     | 0.00%             | 2029-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1998                      | CUSIP: 3132DPGF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15073833 | PA      | $14927712.09    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAP0<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5120584.03     | 0.00%             | 2033-06-30      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08790                      | CUSIP: 3128MJ2Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1384235 | PA      | $1349246.94     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3285                      | CUSIP: 3140J7UK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5718270 | PA      | $5448907.47     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5428                      | CUSIP: 3138WFA63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       91923 | PA      | $89796.22       | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE6412                      | CUSIP: 3133BGDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2741163 | PA      | $2702042.00     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8219                      | CUSIP: 3132DWDY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40109557 | PA      | $33343780.68    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Qorvo Inc                                                                        | QORVO INC                      | CUSIP: 74736KAH4<br>LEI: 254900YAUJV2EUEVBR11 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8750044.48     | 0.00%             | 2029-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K087 A2                   | CUSIP: 3137FKUP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11000000 | PA      | $10903411.20    | 0.00%             | 2028-12-25      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07212                      | CUSIP: 3128M9KZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1981453 | PA      | $1853465.91     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CX3<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     1291000 | PA      | $1043001.35     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AG0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15515000 | PA      | $10624880.50    | 0.00%             | 2050-04-06      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82191                       | CUSIP: 36225ENH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25703 | PA      | $26007.86       | 0.00%             | 2038-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Oregon School Boards Association                                                 | OR SCH BRDS-TXB-PENSI          | CUSIP: 686053DR7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      262236 | PA      | $262120.67      | 0.00%             | 2028-06-30      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR5                             | JPMCC 2019-COR5 AS             | CUSIP: 46591EAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      825000 | PA      | $761915.39      | 0.00%             | 2052-06-13      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LWW9<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    17980000 | PA      | $19266429.29    | 0.01%             | 2033-10-03      | Fixed         | 6.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2088                      | CUSIP: 3140GQKA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      184684 | PA      | $179957.77      | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829224                      | CUSIP: 31407FG95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36560 | PA      | $37746.26       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2831                      | CUSIP: 31418CED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      292750 | PA      | $284686.45      | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBA6<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7393601.56     | 0.00%             | 2027-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BW8<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20760986.23    | 0.01%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7599                      | CUSIP: 3140XBNR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      322804 | PA      | $293841.09      | 0.00%             | 2051-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1285                      | CUSIP: 36179NNA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5368560 | PA      | $4981030.29     | 0.00%             | 2043-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBY0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    48674000 | PA      | $33540781.98    | 0.01%             | 2060-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2732                      | CUSIP: 3138WQBA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2140147 | PA      | $1999793.58     | 0.00%             | 2043-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BS2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    46559000 | PA      | $41810651.62    | 0.01%             | 2036-08-08      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2578                      | CUSIP: 31418B2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2172739 | PA      | $2006313.59     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189TAX2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1818856.29     | 0.00%             | 2036-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM8935                      | CUSIP: 36185B4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      473990 | PA      | $453565.62      | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKG6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    37901000 | PA      | $35566261.55    | 0.01%             | 2028-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Johnsonville Aeroderivative Combustion Turbine Generation LLC                    | JOHNSONVILLE AER               | CUSIP: 479281AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8099624 | PA      | $7742378.55     | 0.00%             | 2054-10-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AH4<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $3297308.99     | 0.00%             | 2032-04-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DC3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     2000000 | PA      | $1902054.02     | 0.00%             | 2032-08-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AU2<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    11580000 | PA      | $11502644.17    | 0.00%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-B            | CUSIP: 47770VAY6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3525000 | PA      | $3532733.85     | 0.00%             | 2029-01-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5652                      | CUSIP: 3140XMH66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38812706 | PA      | $38945868.63    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP2138                      | CUSIP: 3138M5LU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1749787 | PA      | $1688006.81     | 0.00%             | 2042-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1623                      | CUSIP: 3138EHYV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      747740 | PA      | $788042.60      | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Inc                                                              | CHENIERE ENERGY                | CUSIP: 16411RAN9<br>LEI: MIHC87W9WTYSYZWV1J40 | Long             | DBT              | CORP              | US        |    17590000 | PA      | $18022723.13    | 0.01%             | 2034-04-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR               | CUSIP: 025676AM9<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     5361000 | PA      | $5384251.35     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14282                      | CUSIP: 3128MC6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86078 | PA      | $85211.95       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                | BMARK 2021-B25 AS              | CUSIP: 08163DAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3025000 | PA      | $2584763.28     | 0.00%             | 2054-04-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3691                      | CUSIP: 31418DC59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22632350 | PA      | $19911394.23    | 0.01%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418JAC5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     8450000 | PA      | $8858514.35     | 0.00%             | 2034-02-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 918059                      | CUSIP: 31411X5U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4971 | PA      | $5141.03        | 0.00%             | 2037-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GK7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    12255000 | PA      | $12556183.68    | 0.00%             | 2028-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889364                      | CUSIP: 31410KB94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      367950 | PA      | $387573.28      | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0864                      | CUSIP: 3132CW5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5433844 | PA      | $5432432.32     | 0.00%             | 2038-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 747265                      | CUSIP: 3620C3FE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       85778 | PA      | $82977.00       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CS3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    17800000 | PA      | $17335485.88    | 0.01%             | 2030-10-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0CE6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     4600000 | PA      | $4276032.32     | 0.00%             | 2044-01-24      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952396                      | CUSIP: 31413QRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1347 | PA      | $1461.09        | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8083                      | CUSIP: 3132DV6U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11784306 | PA      | $9851739.74     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DP1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    47379000 | PA      | $47921537.14    | 0.02%             | 2028-02-16      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF1479                      | CUSIP: 3133BNUC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1471047 | PA      | $1453568.88     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAQ4<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    11498000 | PA      | $11998026.24    | 0.00%             | 2033-06-30      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5127                      | CUSIP: 3140X8VV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2319286 | PA      | $2110470.45     | 0.00%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBU8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     2754000 | PA      | $2414863.31     | 0.00%             | 2052-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8454                      | CUSIP: 3132DWMB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    92592496 | PA      | $94176614.82    | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV9802                      | CUSIP: 3140MP3L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      765670 | PA      | $663328.94      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 773586                      | CUSIP: 31404NNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7800 | PA      | $8046.12        | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5428                      | CUSIP: 3132DTA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38351081 | PA      | $38614491.73    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2444                      | CUSIP: 31418BWE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3002948 | PA      | $2678519.02     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1011                      | CUSIP: 36179NDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15863556 | PA      | $14449782.90    | 0.00%             | 2043-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 520825                      | CUSIP: 36211RSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14533 | PA      | $14674.21       | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4760000 | PA      | $3003609.98     | 0.00%             | 2060-05-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7712                      | CUSIP: 3140XBSA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9920117 | PA      | $9150965.84     | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04295                      | CUSIP: 31292LXY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2549107 | PA      | $2393241.07     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MedStar Health Inc                                                               | MEDSTAR HEALTH                 | CUSIP: 58506YAS1<br>LEI: 549300ICFOCGDEPVJE31 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2813875.24     | 0.00%             | 2049-08-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744482BM1<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $2100140.36     | 0.00%             | 2049-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4429                      | CUSIP: 3138A54P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      341623 | PA      | $330372.78      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10yr Ultra Fut Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |        -420 | NC      | $-478589.58     | -0.00%            |  |  |  | No            |                  1 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91447                      | CUSIP: 3128P7TC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2176158 | PA      | $2134473.81     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAQ0<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1028667.03     | 0.00%             | 2049-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7117                      | CUSIP: 3140QS4B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25871790 | PA      | $26540795.18    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5701                      | CUSIP: 31418FKP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23610853 | PA      | $24001886.39    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FP3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    35914000 | PA      | $36385861.52    | 0.01%             | 2035-04-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CY3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    40145000 | PA      | $35493866.66    | 0.01%             | 2032-11-22      | Variable      | 2.87%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAQ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3690496.54     | 0.00%             | 2048-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AR0<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     2000000 | PA      | $2056280.14     | 0.00%             | 2033-07-13      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6930                      | CUSIP: 36179VVX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   141966684 | PA      | $115793265.97   | 0.04%             | 2050-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-1                                  | COPAR 2022-1 A4                | CUSIP: 14043QAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2625000 | PA      | $2602501.65     | 0.00%             | 2027-09-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6120                      | CUSIP: 3140XMYS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120850 | PA      | $104584.06      | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAS7<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    13815000 | PA      | $8852368.13     | 0.00%             | 2050-08-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782949                      | CUSIP: 36241LH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      840663 | PA      | $849802.49      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCK0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $10886729.36    | 0.00%             | 2032-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2961                      | CUSIP: 36179RJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18476411 | PA      | $17030676.54    | 0.01%             | 2045-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DH Europe Finance II Sarl                                                        | DH EUROPE                      | CUSIP: 23291KAJ4<br>LEI: 222100KDGL314CKTZ511 | Long             | DBT              | CORP              | LU        |    14480000 | PA      | $11616122.97    | 0.00%             | 2039-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAT8<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $8792324.27     | 0.00%             | 2050-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4421                      | CUSIP: 3140QP4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1376312 | PA      | $1389205.99     | 0.00%             | 2052-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8527                      | CUSIP: 3132DWPL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20590420 | PA      | $21655513.04    | 0.01%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AQ4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1757855.32     | 0.00%             | 2033-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BS8<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $2921785.15     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAG5<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    27194000 | PA      | $26789864.24    | 0.01%             | 2026-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808271                      | CUSIP: 31406E6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2800 | PA      | $2894.93        | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7114                      | CUSIP: 3140HL3Y0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74691 | PA      | $74760.33       | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 69047QAC6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     5825000 | PA      | $6012451.67     | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7343                      | CUSIP: 3138WHER9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7458530 | PA      | $6636419.10     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 561741                      | CUSIP: 31386FBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5835 | PA      | $6159.23        | 0.00%             | 2031-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3936                      | CUSIP: 31418DLS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5967567 | PA      | $5016889.27     | 0.00%             | 2050-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBH8<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $6450494.80     | 0.00%             | 2030-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CX4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    14089000 | PA      | $9113254.03     | 0.00%             | 2051-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BF3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    14864000 | PA      | $14581888.56    | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                  | CUSIP: 36262GAF8<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4179408.08     | 0.00%             | 2029-05-06      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EG4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |      450000 | PA      | $439150.93      | 0.00%             | 2028-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBD4<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     6278000 | PA      | $6068328.52     | 0.00%             | 2027-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9018                      | CUSIP: 36179YAT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    63368324 | PA      | $64702188.71    | 0.02%             | 2053-07-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47033                      | CUSIP: 3128K7Y69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      119514 | PA      | $121041.12      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5198                      | CUSIP: 3140XLX45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11080157 | PA      | $11239361.54    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931790                      | CUSIP: 31412QF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      123314 | PA      | $122247.27      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-IG1 Mortgage Trust                                                | BMARK 2020-IG1 A3              | CUSIP: 08162LAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6365000 | PA      | $5453880.80     | 0.00%             | 2043-09-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    31000000 | PA      | $31942834.53    | 0.01%             | 2036-01-24      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BH7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4013073.32     | 0.00%             | 2035-05-06      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4496                        | CUSIP: 36202E7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1940451 | PA      | $1965463.75     | 0.00%             | 2039-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8279                      | CUSIP: 3132D6FU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8233287 | PA      | $8467750.54     | 0.00%             | 2039-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CU1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    15050000 | PA      | $15413989.13    | 0.00%             | 2034-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8118                      | CUSIP: 3132D6AT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36794972 | PA      | $32768435.71    | 0.01%             | 2036-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AX0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    18900000 | PA      | $19147363.00    | 0.01%             | 2029-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    20778000 | PA      | $20116266.06    | 0.01%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAJ8<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $3516124.51     | 0.00%             | 2048-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1125529.11     | 0.00%             | 2055-10-23      | Fixed         | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08538                      | CUSIP: 3128MJS43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22398097 | PA      | $20963695.70    | 0.01%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAQ7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    12731000 | PA      | $14209027.93    | 0.00%             | 2039-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353RFJ2<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    10775000 | PA      | $10517944.30    | 0.00%             | 2028-01-22      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3833                      | CUSIP: 31418DHK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5918810 | PA      | $4975899.48     | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE               | CUSIP: 013817AK7<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7445283.93     | 0.00%             | 2037-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8947                      | CUSIP: 36179X5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    57713424 | PA      | $56970150.12    | 0.02%             | 2053-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08217                      | CUSIP: 3128MJG38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       73448 | PA      | $77464.23       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBF1<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    23406000 | PA      | $18910296.85    | 0.01%             | 2047-08-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    37156000 | PA      | $24135992.57    | 0.01%             | 2056-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1316                      | CUSIP: 3140W1PA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21332343 | PA      | $21472195.40    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8387                      | CUSIP: 3138ETJ98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1575371 | PA      | $1505913.14     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91849                      | CUSIP: 3128P8BS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2866874 | PA      | $2767897.70     | 0.00%             | 2035-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16044                      | CUSIP: 3128ME5D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1407935 | PA      | $1355216.29     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3454                      | CUSIP: 36179RZT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20546545 | PA      | $18981541.57    | 0.01%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBK0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    10200000 | PA      | $10743649.26    | 0.00%             | 2035-01-17      | Fixed         | 6.03%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-B                                                       | CNH 2024-B A4                  | CUSIP: 18978JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2570120.50     | 0.00%             | 2031-11-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CT2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     2613000 | PA      | $2153805.11     | 0.00%             | 2044-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31642                      | CUSIP: 31297LZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6999 | PA      | $7233.90        | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 263901AF7<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     4960000 | PA      | $4520355.88     | 0.00%             | 2043-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAD5<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     6270000 | PA      | $4621781.00     | 0.00%             | 2049-10-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CK5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     3327000 | PA      | $3743873.58     | 0.00%             | 2038-04-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAP1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    22535000 | PA      | $20729457.97    | 0.01%             | 2053-03-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                       | CD 2017-CD4 A4                 | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4400000 | PA      | $4313151.48     | 0.00%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GU1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6299519.27     | 0.00%             | 2041-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-3                                    | SDART 2021-3 D                 | CUSIP: 80287EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      686990 | PA      | $684225.59      | 0.00%             | 2027-09-15      | Fixed         | 1.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1736                      | CUSIP: 3132DN4V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18114341 | PA      | $17497980.32    | 0.01%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2022-A                                          | HDMOT 2022-A A4                | CUSIP: 41284YAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      850000 | PA      | $843505.41      | 0.00%             | 2030-01-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3327                      | CUSIP: 3140X6VV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2585081 | PA      | $2436650.58     | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BT7<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3462903.52     | 0.00%             | 2028-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555800                      | CUSIP: 31385XNR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      698853 | PA      | $717746.98      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6766                      | CUSIP: 36179VQT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8606479 | PA      | $7628186.89     | 0.00%             | 2050-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5530                      | CUSIP: 31418FEC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46538435 | PA      | $45618286.11    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4785                        | CUSIP: 36202FJ64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8100 | PA      | $8076.30        | 0.00%             | 2025-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BG4<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    23500000 | PA      | $24132857.62    | 0.01%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | EL PASO CORP                   | CUSIP: 28368EAD8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1935560.13     | 0.00%             | 2031-08-01      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5056                      | CUSIP: 3138XUTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      306802 | PA      | $285440.30      | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTE HOMES INC                | CUSIP: 745867AP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10340000 | PA      | $11086286.45    | 0.00%             | 2033-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8565                      | CUSIP: 3140XQQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19347605 | PA      | $19619552.71    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBM2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    27034000 | PA      | $25544837.85    | 0.01%             | 2034-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848818                      | CUSIP: 31408EAT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2148 | PA      | $2219.64        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254293                      | CUSIP: 31371KNJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5436 | PA      | $5801.64        | 0.00%             | 2032-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JW5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    44000000 | PA      | $44031294.52    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1765                      | CUSIP: 3140QL6B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74766 | PA      | $71715.02       | 0.00%             | 2036-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EH4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $3809757.17     | 0.00%             | 2045-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BY5<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     3353000 | PA      | $3363313.55     | 0.00%             | 2055-06-01      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1519 A2                 | CUSIP: 3137F8TF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22025501 | PA      | $17191762.53    | 0.01%             | 2035-12-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHJ4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    14783000 | PA      | $14813943.98    | 0.00%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AJ2<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     6070000 | PA      | $5801987.37     | 0.00%             | 2030-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAC2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     4367000 | PA      | $4400247.85     | 0.00%             | 2028-03-17      | Fixed         | 4.80%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5910                      | CUSIP: 3133KMR72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      962678 | PA      | $873671.97      | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0133                      | CUSIP: 3140EUEF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2719168 | PA      | $2653073.46     | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA3939                      | CUSIP: 3140E8LV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14108 | PA      | $12566.11       | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDS7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    74903000 | PA      | $45531429.55    | 0.01%             | 2051-11-01      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDV5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    16130000 | PA      | $15775102.89    | 0.01%             | 2029-04-06      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                 | BMARK 2024-V6 AS               | CUSIP: 081927AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7250000 | PA      | $7573818.35     | 0.00%             | 2057-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13885                      | CUSIP: 3128PTJ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       87540 | PA      | $87229.33       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC36<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18416443.82    | 0.01%             | 2031-01-28      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC5442                      | CUSIP: 31417SBL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77593 | PA      | $76897.58       | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CB0<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    33540000 | PA      | $22606308.95    | 0.01%             | 2051-05-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K084 A2                   | CUSIP: 3137FJZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26940000 | PA      | $26704937.72    | 0.01%             | 2028-10-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5367                      | CUSIP: 3140X86D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9773616 | PA      | $8725452.33     | 0.00%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7077                      | CUSIP: 31417D2K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      694013 | PA      | $632113.79      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EE3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    23967000 | PA      | $16744525.87    | 0.01%             | 2041-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCH6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $13551575.11    | 0.00%             | 2029-11-09      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAJ8<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4366342.62     | 0.00%             | 2031-11-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FE9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4466534.41     | 0.00%             | 2037-11-30      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CA7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |       75000 | PA      | $82350.07       | 0.00%             | 2038-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EU3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    14060000 | PA      | $12261266.10    | 0.00%             | 2039-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8Q8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    40000000 | PA      | $39982190.40    | 0.01%             | 2053-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97047                      | CUSIP: 312945ZL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2324487 | PA      | $2304833.73     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5309                      | CUSIP: 3140XL3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7395848 | PA      | $7737353.93     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 AS              | CUSIP: 08162MBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1057682.04     | 0.00%             | 2053-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174467Y9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    40070000 | PA      | $40013830.56    | 0.01%             | 2026-09-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 081437AT2<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    10335000 | PA      | $9398983.26     | 0.00%             | 2030-06-19      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBW4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     4930000 | PA      | $5018958.64     | 0.00%             | 2027-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ahold Finance USA LLC                                                            | AHOLD FIN USA                  | CUSIP: 008685AB5<br>LEI: 549300XB4647UBM7K822 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $4693733.11     | 0.00%             | 2029-05-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57408                      | CUSIP: 3128KLGR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53308 | PA      | $56095.29       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ6093                      | CUSIP: 3140H7XX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1738840 | PA      | $1642802.62     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555531                      | CUSIP: 31385XEC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1897290 | PA      | $1949127.01     | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DN7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    16925000 | PA      | $14624272.16    | 0.00%             | 2030-08-21      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR2695                      | CUSIP: 3140L07H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11977326 | PA      | $9631691.61     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BH0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    12098000 | PA      | $11151568.43    | 0.00%             | 2041-10-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAX7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    17200000 | PA      | $16278531.90    | 0.01%             | 2030-07-16      | Variable      | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9582                      | CUSIP: 3140XDUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16790368 | PA      | $15585463.00    | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5550                      | CUSIP: 3140JAEY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      595110 | PA      | $595299.10      | 0.00%             | 2033-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3906                      | CUSIP: 3138WDKU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      828258 | PA      | $792212.62      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-3 Owner Trust                                        | HAROT 2023-3 A3                | CUSIP: 43815QAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5851711 | PA      | $5889321.91     | 0.00%             | 2028-02-18      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VF9<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |     9070000 | PA      | $9284445.57     | 0.00%             | 2034-05-31      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705142                      | CUSIP: 36296YLX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      107462 | PA      | $103846.53      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4892                      | CUSIP: 3140X8NJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8793466 | PA      | $8040222.18     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AK9<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     3280000 | PA      | $3246739.47     | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWN5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14896952.11    | 0.00%             | 2029-10-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AW1<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |    11456000 | PA      | $9147245.43     | 0.00%             | 2048-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8695                      | CUSIP: 3140QUUV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11857844 | PA      | $12234876.10    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 A4                 | CUSIP: 12512JAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12700000 | PA      | $12564704.36    | 0.00%             | 2051-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YAH2<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     1500000 | PA      | $1606659.08     | 0.00%             | 2036-09-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 581806                      | CUSIP: 31387EKT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1785 | PA      | $1877.49        | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4659                      | CUSIP: 3132A5E84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3353120 | PA      | $3093137.72     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9016                      | CUSIP: 36180NAR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3600050 | PA      | $3262636.79     | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DH4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     8180000 | PA      | $8405921.23     | 0.00%             | 2036-01-16      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A30263                      | CUSIP: 31297KJG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10673 | PA      | $10806.69       | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K508 A2                   | CUSIP: 3137HAQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10750000 | PA      | $10934999.98    | 0.00%             | 2028-08-25      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AW0<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     5389000 | PA      | $5403302.03     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CP3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     3880000 | PA      | $3510578.77     | 0.00%             | 2040-03-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5764                      | CUSIP: 31417CMN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      419512 | PA      | $412033.45      | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K096 A2                   | CUSIP: 3137FNB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10940000 | PA      | $10317617.93    | 0.00%             | 2029-07-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3586                      | CUSIP: 3140QN6Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      791780 | PA      | $688423.39      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 936585                      | CUSIP: 31412V6W3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      166378 | PA      | $166974.31      | 0.00%             | 2037-04-01      | Floating      | 5.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 882566                      | CUSIP: 31409YQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7769 | PA      | $8179.46        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBH8<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $6137691.01     | 0.00%             | 2031-11-09      | Variable      | 7.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8880                      | CUSIP: 36179X2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35327005 | PA      | $36081656.48    | 0.01%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABN4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    42337000 | PA      | $28052590.43    | 0.01%             | 2051-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AU1<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5082136.04     | 0.00%             | 2026-07-28      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654BD6<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     9625000 | PA      | $9669320.74     | 0.00%             | 2028-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468U6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    92325000 | PA      | $78967692.54    | 0.03%             | 2032-02-13      | Variable      | 1.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1231                      | CUSIP: 3140J5LM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3361247 | PA      | $3321366.99     | 0.00%             | 2031-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECK5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    10625000 | PA      | $8874325.34     | 0.00%             | 2047-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K533 A2                   | CUSIP: 3137HHW23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3004516.80     | 0.00%             | 2029-12-25      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                  | BANK 2018-BN12 AS              | CUSIP: 06541KBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1650000 | PA      | $1621493.12     | 0.00%             | 2061-05-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9900000 | PA      | $10593750.55    | 0.00%             | 2034-02-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G2261                      | CUSIP: 3128QSQN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84854 | PA      | $87289.81       | 0.00%             | 2037-10-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AM3<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     7825000 | PA      | $8014585.97     | 0.00%             | 2033-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599CN3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     4173000 | PA      | $2860110.63     | 0.00%             | 2048-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2023-A2 A                | CUSIP: 161571HU1<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |     6640000 | PA      | $6843442.30     | 0.00%             | 2030-09-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCM1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    12286000 | PA      | $10522971.46    | 0.00%             | 2048-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6555                      | CUSIP: 31329QH87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      873427 | PA      | $872329.65      | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1210                      | CUSIP: 31418AKY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      822940 | PA      | $807523.39      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5149                      | CUSIP: 3132DSWJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13864363 | PA      | $14205544.19    | 0.00%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4603                      | CUSIP: 3140X8DH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2151133 | PA      | $1976279.30     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2807                      | CUSIP: 31418CDM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1766751 | PA      | $1628662.52     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX1250                      | CUSIP: 3138Y2L84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          71 | PA      | $68.35          | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BL5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      270000 | PA      | $296620.73      | 0.00%             | 2034-08-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AS7<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     7875000 | PA      | $7168262.18     | 0.00%             | 2030-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18687                      | CUSIP: 3128MMXR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3231191 | PA      | $3092409.16     | 0.00%             | 2033-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783234                      | CUSIP: 36241LSX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1113241 | PA      | $1075236.97     | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451AZ1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    12500000 | PA      | $12696423.94    | 0.00%             | 2028-02-28      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3L5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16360567.74    | 0.01%             | 2028-04-22      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3218                      | CUSIP: 31418CSG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1665347 | PA      | $1614471.68     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EK1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    13400000 | PA      | $13783968.17    | 0.00%             | 2030-01-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8491                      | CUSIP: 3132DWNG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    70027136 | PA      | $68642573.55    | 0.02%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DL8<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $5308923.05     | 0.00%             | 2032-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737036                      | CUSIP: 3620AQY98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      431941 | PA      | $436654.62      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEA0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    28270000 | PA      | $28573419.99    | 0.01%             | 2028-01-23      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CB3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    11934000 | PA      | $11672577.85    | 0.00%             | 2027-08-17      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CE6<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     3114000 | PA      | $1984374.38     | 0.00%             | 2050-08-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDT3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    37326000 | PA      | $38305225.55    | 0.01%             | 2031-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08333                      | CUSIP: 3128MJLP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      278658 | PA      | $282224.65      | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AN2<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8206424.74     | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4533                      | CUSIP: 3140J9BB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49361 | PA      | $49154.38       | 0.00%             | 2027-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3735                      | CUSIP: 3138X3EH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7409595 | PA      | $6723002.46     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4095                      | CUSIP: 3138LURR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6568500 | PA      | $6166378.77     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AZ2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $12791264.59    | 0.00%             | 2052-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AF7<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $4398712.39     | 0.00%             | 2061-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBM2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    14009000 | PA      | $12737158.82    | 0.00%             | 2030-04-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO O'HARE ARPT-C          | CUSIP: 167593H62<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6655000 | PA      | $5781247.75     | 0.00%             | 2049-01-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KL7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    53750000 | PA      | $53983044.70    | 0.02%             | 2027-06-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                            | GSMS 2016-GS4 AS               | CUSIP: 36251XAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1825000 | PA      | $1781482.15     | 0.00%             | 2049-11-10      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    17528000 | PA      | $11325889.91    | 0.00%             | 2045-12-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LXP INDUSTRIAL T               | CUSIP: 529043AF8<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3492486.43     | 0.00%             | 2028-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 786482                      | CUSIP: 31405DXK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19174 | PA      | $20528.87       | 0.00%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                 | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     4560000 | PA      | $4528781.45     | 0.00%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4578                      | CUSIP: 31418ECQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   128994442 | PA      | $107315971.42   | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DF8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    39695000 | PA      | $40505560.36    | 0.01%             | 2035-04-17      | Variable      | 5.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08747                      | CUSIP: 3128MJZM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22856117 | PA      | $20341619.40    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QS0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    95310000 | PA      | $85350849.37    | 0.03%             | 2041-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMS1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5774064.82     | 0.00%             | 2027-10-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 09581CAB7<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     9510000 | PA      | $9794206.85     | 0.00%             | 2029-09-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555732                      | CUSIP: 36213JLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1183 | PA      | $1219.02        | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1010                      | CUSIP: 31418ADQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2094992 | PA      | $2053588.00     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBU9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     9800000 | PA      | $9276376.61     | 0.00%             | 2032-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAE4<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    12155000 | PA      | $12045246.91    | 0.00%             | 2026-09-16      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DG2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    52130000 | PA      | $49534034.38    | 0.02%             | 2029-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5099                      | CUSIP: 3133KYUY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12918740 | PA      | $10741656.10    | 0.00%             | 2041-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBN4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    11805000 | PA      | $11962720.66    | 0.00%             | 2030-04-02      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C25                              | JPMBB 2014-C25 A5              | CUSIP: 46643PBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      843608 | PA      | $823800.49      | 0.00%             | 2047-11-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JH7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     7325000 | PA      | $6701892.82     | 0.00%             | 2055-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889697                      | CUSIP: 31410KNN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      143729 | PA      | $151612.56      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BD0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     6690000 | PA      | $5267828.42     | 0.00%             | 2045-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBK5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     8471000 | PA      | $8387442.94     | 0.00%             | 2027-04-06      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                                    | TENNESSEE GAS PL               | CUSIP: 880451AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      825000 | PA      | $859257.97      | 0.00%             | 2027-03-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Associated Banc-Corp                                                             | ASSOC BANC-CORP                | CUSIP: 045487AD7<br>LEI: 549300N3CIN473IW5094 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1026964.33     | 0.00%             | 2030-08-29      | Variable      | 6.46%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410CC0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    34655000 | PA      | $23761268.14    | 0.01%             | 2051-05-06      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCR5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    42170000 | PA      | $37121726.63    | 0.01%             | 2032-11-08      | Variable      | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14820                      | CUSIP: 3128MDSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47423 | PA      | $47139.79       | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0652                      | CUSIP: 3140W0WN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34095588 | PA      | $34425664.08    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAW9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3672384.79     | 0.00%             | 2030-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3481                      | CUSIP: 3140X62P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43184871 | PA      | $36548116.63    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109AL5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $347181.64      | 0.00%             | 2038-08-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP               | CUSIP: 723484AN1<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     2215000 | PA      | $2266952.54     | 0.00%             | 2030-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW0036                      | CUSIP: 3140MRBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4675756 | PA      | $4507161.20     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50314                      | CUSIP: 3128KCK30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4981 | PA      | $5247.53        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810EZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    39650000 | PA      | $41432701.27    | 0.01%             | 2027-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05928                      | CUSIP: 3128M74M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      699413 | PA      | $693792.63      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Capital I                                                          | GOLDMAN SACHS                  | CUSIP: 38143VAA7<br>LEI: 5299005MCIJK7R2NP351 | Long             | DBT              | CORP              | US        |     9435000 | PA      | $9798242.89     | 0.00%             | 2034-02-15      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AS0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3668374.50     | 0.00%             | 2054-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFS9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    55000000 | PA      | $55941996.92    | 0.02%             | 2030-07-19      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                       | VALET 2024-1 A3                | CUSIP: 92868RAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3030950.70     | 0.00%             | 2029-07-20      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAB0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $2823316.15     | 0.00%             | 2045-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAB7<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     6075000 | PA      | $3994765.34     | 0.00%             | 2050-04-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ4794                      | CUSIP: 3138YWKG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1876151 | PA      | $1831618.47     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555268                      | CUSIP: 31385WZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2108 | PA      | $2253.08        | 0.00%             | 2032-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1863413 | PA      | $1763319.20     | 0.00%             | 2030-07-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5192                      | CUSIP: 31418EXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32358554 | PA      | $33428016.83    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6489                      | CUSIP: 31417DF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6804923 | PA      | $6220047.06     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AR7<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     2268000 | PA      | $1681041.05     | 0.00%             | 2047-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03683                      | CUSIP: 3132GJXL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      116915 | PA      | $112674.33      | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EA1<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    26500000 | PA      | $23903554.72    | 0.01%             | 2031-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EC9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     4000000 | PA      | $3985559.29     | 0.00%             | 2034-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BX8<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     4666000 | PA      | $4824537.49     | 0.00%             | 2033-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAX3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    32252000 | PA      | $28530162.23    | 0.01%             | 2040-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCA7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    21300000 | PA      | $20752844.88    | 0.01%             | 2028-02-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1561                      | CUSIP: 3138EHWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      193800 | PA      | $192477.45      | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CQ0<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    12500000 | PA      | $12584157.10    | 0.00%             | 2028-05-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 30037DAB1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3995724.44     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4724                      | CUSIP: 3132A5G90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3666000 | PA      | $3572191.92     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CJ7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |      240000 | PA      | $237625.50      | 0.00%             | 2027-02-09      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| VeriSign Inc                                                                     | VERISIGN INC                   | CUSIP: 92343EAQ5<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |     5784000 | PA      | $5892422.77     | 0.00%             | 2032-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | STATE OF ISRAEL                | CUSIP: 46513JXN6<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |    25525000 | PA      | $16522362.85    | 0.01%             | 2050-01-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 782759                      | CUSIP: 31349UB49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23156 | PA      | $23672.46       | 0.00%             | 2036-11-01      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785191                      | CUSIP: 3622AAUQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    25409444 | PA      | $21416143.97    | 0.01%             | 2050-11-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18363                      | CUSIP: 3128MMMM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4788 | PA      | $4775.27        | 0.00%             | 2025-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698396                      | CUSIP: 36296Q3D9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      636098 | PA      | $629523.65      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08192                      | CUSIP: 3128MJGA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      118273 | PA      | $122520.28      | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DU3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    25900000 | PA      | $21781061.75    | 0.01%             | 2034-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CH3<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $20906161.05    | 0.01%             | 2033-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K153 A2                   | CUSIP: 3137BXHB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14900000 | PA      | $14435926.09    | 0.00%             | 2029-03-25      | Variable      | 3.29%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AT8<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |      925000 | PA      | $985242.74      | 0.00%             | 2036-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KS9<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    15168000 | PA      | $15381185.35    | 0.00%             | 2028-05-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8384                      | CUSIP: 3132DWJ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   102322854 | PA      | $104233323.74   | 0.03%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCB7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $9465516.93     | 0.00%             | 2053-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71657139                                               | HAROT 2024-2 A4                | CUSIP: 437930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3100000 | PA      | $3162174.84     | 0.00%             | 2030-07-18      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3547                      | CUSIP: 31418C5H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2124903 | PA      | $2058126.44     | 0.00%             | 2033-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-P2                                    | WFCM 2015-P2 A4                | CUSIP: 95000AAU1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1789195.32     | 0.00%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAY4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    11240000 | PA      | $10641503.41    | 0.00%             | 2030-05-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CF3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     7000000 | PA      | $6451673.72     | 0.00%             | 2029-10-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688AAY8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    23300000 | PA      | $23683590.52    | 0.01%             | 2026-10-05      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAW3<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    13753000 | PA      | $11568734.83    | 0.00%             | 2048-03-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3411                      | CUSIP: 3132DQYG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8093520 | PA      | $8482416.46     | 0.00%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8059                      | CUSIP: 3132DV5U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1125498 | PA      | $1090015.45     | 0.00%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G1571                      | CUSIP: 3128QJW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38265 | PA      | $39831.18       | 0.00%             | 2037-03-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAB5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1261246.98     | 0.00%             | 2052-03-09      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397A86<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    11241000 | PA      | $10983562.35    | 0.00%             | 2027-08-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAG6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     9244000 | PA      | $9262163.33     | 0.00%             | 2034-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2353                      | CUSIP: 31418BTK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2555258 | PA      | $2450079.24     | 0.00%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AH4<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $1018545.55     | 0.00%             | 2028-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCG8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3391148.58     | 0.00%             | 2032-07-29      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 866955                      | CUSIP: 31409CE43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46180 | PA      | $47637.86       | 0.00%             | 2036-02-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BK4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     7390000 | PA      | $7978780.70     | 0.00%             | 2036-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-TXBL                | CUSIP: 13063DGC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5500000 | PA      | $5437611.85     | 0.00%             | 2028-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677052AA0<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     9720000 | PA      | $9497016.07     | 0.00%             | 2040-11-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58905                      | CUSIP: 3132Y23P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3359859 | PA      | $3175217.13     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0368                      | CUSIP: 3618N5MS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    30051346 | PA      | $30879780.10    | 0.01%             | 2055-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0478                      | CUSIP: 31419AQ83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2419193 | PA      | $2342323.40     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0786                      | CUSIP: 36179M2T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      893241 | PA      | $904774.83      | 0.00%             | 2043-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4046                      | CUSIP: 3138AVP82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1797102 | PA      | $1738993.37     | 0.00%             | 2041-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95554                      | CUSIP: 312944E31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      907451 | PA      | $879892.15      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A3E0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5067340.26     | 0.00%             | 2028-01-31      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK2415                      | CUSIP: 3138E6VH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4682796 | PA      | $4511331.74     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    23485000 | PA      | $23369646.12    | 0.01%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAW2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $11004133.70    | 0.00%             | 2046-03-01      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54037                      | CUSIP: 3128KGPW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34285 | PA      | $36157.69       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAL8<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     7387000 | PA      | $6720019.55     | 0.00%             | 2031-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKX6<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3180360.07     | 0.00%             | 2028-12-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 646909                      | CUSIP: 36292EVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2888 | PA      | $2917.98        | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                                    | TENNESSEE GAS PL               | CUSIP: 880451AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      200000 | PA      | $231335.98      | 0.00%             | 2037-04-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WAW5<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    19236000 | PA      | $20078734.90    | 0.01%             | 2040-03-30      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3720                      | CUSIP: 3140XKD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30471996 | PA      | $29787485.05    | 0.01%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3165                      | CUSIP: 3132DQQS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31560970 | PA      | $31139138.71    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HN6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $3344420.28     | 0.00%             | 2052-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Prudential Funding Asia PLC                                                      | PRU FUNDING ASIA               | CUSIP: 744330AA9<br>LEI: 2549005TNASWKLR0XC37 | Long             | DBT              | CORP              | GB        |    13340000 | PA      | $12596171.42    | 0.00%             | 2030-04-14      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBM6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    57410000 | PA      | $56367342.58    | 0.02%             | 2026-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3755                      | CUSIP: 3140X7E54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10214576 | PA      | $9403967.44     | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21459                      | CUSIP: 31296XTQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29730 | PA      | $30075.07       | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56785                      | CUSIP: 3132Y0RF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      719841 | PA      | $699846.59      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CC9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    46550000 | PA      | $44952708.96    | 0.01%             | 2028-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0560                      | CUSIP: 3138W9TS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1040565 | PA      | $1027324.47     | 0.00%             | 2043-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAD1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5161473.46     | 0.00%             | 2033-03-02      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4000                      | CUSIP: 3140X7NS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3717442 | PA      | $3512125.38     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5710                      | CUSIP: 31418FKY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32040000 | PA      | $31841438.60    | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7489                      | CUSIP: 3140QTKB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17010130 | PA      | $17941850.90    | 0.01%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995592                      | CUSIP: 31416B7D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      656658 | PA      | $680175.85      | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4291                      | CUSIP: 3138X3XV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      378265 | PA      | $362863.93      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAT5<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     7883000 | PA      | $6547371.49     | 0.00%             | 2047-05-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3985                      | CUSIP: 3142GUNB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30349504 | PA      | $30491566.68    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B69<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    14359000 | PA      | $12642879.81    | 0.00%             | 2031-06-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | TEXAS HEALTH RES               | CUSIP: 882484AA6<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |      925000 | PA      | $755580.32      | 0.00%             | 2055-11-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL               | CUSIP: 69121JAB3<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7142471.31     | 0.00%             | 2029-04-04      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0041                      | CUSIP: 3138EGBK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       73058 | PA      | $75915.41       | 0.00%             | 2041-02-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MO HLTH & EDU FACS-A           | CUSIP: 60636APP2<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     3500000 | PA      | $2560750.85     | 0.00%             | 2057-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EH6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    27250000 | PA      | $25692824.76    | 0.01%             | 2032-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190367                      | CUSIP: 31368HMQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      444667 | PA      | $459541.73      | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CP2<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10648944.38    | 0.00%             | 2032-08-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735013                      | CUSIP: 31402QSA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30263 | PA      | $30761.81       | 0.00%             | 2029-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BX1<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |    11200000 | PA      | $11000992.62    | 0.00%             | 2029-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8569                      | CUSIP: 36179XQW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    60340780 | PA      | $59587237.88    | 0.02%             | 2053-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH3707                      | CUSIP: 3140GSDM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36984 | PA      | $36002.84       | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAD6<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     4000000 | PA      | $3434919.96     | 0.00%             | 2030-07-22      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7386                      | CUSIP: 3138WHF49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5450782 | PA      | $5028158.46     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 949708                      | CUSIP: 31413MR58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11550 | PA      | $12148.73       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAF9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3019269.37     | 0.00%             | 2042-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DN6<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     6900000 | PA      | $5949334.81     | 0.00%             | 2032-01-18      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45095                      | CUSIP: 3132WJUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1177918 | PA      | $1087253.78     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHR5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   285475000 | PA      | $287984056.90   | 0.09%             | 2030-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CM8<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2338941.78     | 0.00%             | 2028-06-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KT9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    53100000 | PA      | $52718046.35    | 0.02%             | 2028-07-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAU1<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     9630000 | PA      | $9005010.31     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783114                      | CUSIP: 36241LN77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      842687 | PA      | $851829.15      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDL0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    10025000 | PA      | $10025086.78    | 0.00%             | 2031-07-08      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA7255                      | CUSIP: 3133A2BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6506346 | PA      | $5873785.61     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06946                      | CUSIP: 3128M9BP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      339032 | PA      | $351039.93      | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6186                      | CUSIP: 3140XM2U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10197595 | PA      | $9353279.66     | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAL6<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    11763000 | PA      | $11362198.98    | 0.00%             | 2027-04-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5055                        | CUSIP: 36202FTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4106808 | PA      | $4064346.82     | 0.00%             | 2041-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6098                      | CUSIP: 3140QDX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17056417 | PA      | $15392827.77    | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53661                      | CUSIP: 3128KGB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3178 | PA      | $3353.12        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DP8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     8029000 | PA      | $7460804.66     | 0.00%             | 2032-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EP3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1820000 | PA      | $1479452.52     | 0.00%             | 2042-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02894                      | CUSIP: 31294MGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19930 | PA      | $19834.30       | 0.00%             | 2026-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKY4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    35500000 | PA      | $35919153.46    | 0.01%             | 2033-07-22      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8098                      | CUSIP: 36179W7K8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    26554536 | PA      | $23488384.54    | 0.01%             | 2052-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WFCIT 2024-A1 A                | CUSIP: 92970QAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9750000 | PA      | $9876557.93     | 0.00%             | 2029-02-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAV2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    11810000 | PA      | $12092425.22    | 0.00%             | 2034-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECV5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    22972000 | PA      | $22812685.52    | 0.01%             | 2035-09-10      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | BMARK 2019-B10 AM              | CUSIP: 08162VAG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $3062037.44     | 0.00%             | 2062-03-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 731110                      | CUSIP: 3620AJGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      292311 | PA      | $282231.75      | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJB7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      500000 | PA      | $513184.82      | 0.00%             | 2041-07-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06956                      | CUSIP: 3128M9BZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      544641 | PA      | $539952.44      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2467                      | CUSIP: 3133L8W43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1041209 | PA      | $962160.01      | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D96947                      | CUSIP: 3128E3WG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2098 | PA      | $2099.88        | 0.00%             | 2026-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAN7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    15370000 | PA      | $15761770.95    | 0.01%             | 2027-07-13      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBV1<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    43750000 | PA      | $43818946.13    | 0.01%             | 2033-09-11      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AP1<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    12639000 | PA      | $11764992.22    | 0.00%             | 2042-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6463000 | PA      | $6196310.74     | 0.00%             | 2053-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 809000                      | CUSIP: 31406FX55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2433 | PA      | $2514.20        | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1766                      | CUSIP: 31416W6C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14510 | PA      | $14446.14       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08748                      | CUSIP: 3128MJZN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1602344 | PA      | $1479012.34     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCH1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    12370000 | PA      | $11945227.08    | 0.00%             | 2026-09-17      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4838                      | CUSIP: 36179TLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2465891 | PA      | $2328286.54     | 0.00%             | 2047-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-B                                         | WOART 2023-B A4                | CUSIP: 98164QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3450000 | PA      | $3469660.52     | 0.00%             | 2029-05-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DH7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    14333000 | PA      | $9625518.59     | 0.00%             | 2049-09-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 A3                | CUSIP: 14290DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4100000 | PA      | $4130087.44     | 0.00%             | 2029-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   938594000 | PA      | $865852965.00   | 0.28%             | 2032-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AJ4<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    11750000 | PA      | $7281448.52     | 0.00%             | 2052-10-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1084                      | CUSIP: 31418AF29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5248380 | PA      | $5141954.26     | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7247                      | CUSIP: 3138WHBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1702994 | PA      | $1616386.88     | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAD9<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6574918.84     | 0.00%             | 2028-05-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BL0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    23500000 | PA      | $24575879.17    | 0.01%             | 2034-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0113                      | CUSIP: 31419ADT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4983310 | PA      | $4832597.82     | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 882564                      | CUSIP: 31409YQR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4928 | PA      | $5152.49        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4997                      | CUSIP: 3140X8RT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8869426 | PA      | $8181739.65     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2640018.35     | 0.00%             | 2038-06-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3408                      | CUSIP: 31418CYE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      822399 | PA      | $813886.55      | 0.00%             | 2028-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889579                      | CUSIP: 31410KJY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2521448 | PA      | $2655967.85     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-C Owner Trust                                       | TAOT 2023-C A3                 | CUSIP: 89231FAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3433548 | PA      | $3452115.06     | 0.00%             | 2028-04-17      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FV0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    12496000 | PA      | $9432030.47     | 0.00%             | 2042-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| NMI Holdings Inc                                                                 | NMI HOLDINGS                   | CUSIP: 629209AC1<br>LEI: 529900KNNGFXJX1C3Z08 | Long             | DBT              | CORP              | US        |     1649000 | PA      | $1695124.07     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254868                      | CUSIP: 31371LCD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1546881 | PA      | $1562400.76     | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BZ4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    33120000 | PA      | $22282609.81    | 0.01%             | 2049-12-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RN0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   165506000 | PA      | $123709270.34   | 0.04%             | 2045-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMB2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14200000 | PA      | $14192115.65    | 0.00%             | 2035-08-15      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7425                      | CUSIP: 31417EHB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      569980 | PA      | $521382.64      | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-B                                         | WOART 2022-B A4                | CUSIP: 98163QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1289476.63     | 0.00%             | 2028-03-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDS2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     6715000 | PA      | $5893057.42     | 0.00%             | 2032-01-12      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5461                      | CUSIP: 31417CB79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      224366 | PA      | $204703.89      | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAH5<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12367764.92    | 0.00%             | 2030-03-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C3                                      | CGCMT 2016-C3 AAB              | CUSIP: 17325GAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      210667 | PA      | $209308.61      | 0.00%             | 2049-11-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1645                      | CUSIP: 3140X4ZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      663248 | PA      | $650141.17      | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9079334.68     | 0.00%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CM5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7965000 | PA      | $7739987.73     | 0.00%             | 2027-02-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR2634                      | CUSIP: 3138NY4U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1807446 | PA      | $1645870.95     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8716                      | CUSIP: 3132A9VH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1944868 | PA      | $1910564.59     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAE7<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $7726507.59     | 0.00%             | 2031-05-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAD1<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     5070000 | PA      | $5044542.35     | 0.00%             | 2027-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAK0<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |    19176000 | PA      | $17514590.14    | 0.01%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | AFFIL MANAGERS                 | CUSIP: 008252AR9<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4989116.37     | 0.00%             | 2034-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AN3<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4914784.33     | 0.00%             | 2027-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FX1<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     2427000 | PA      | $2189499.63     | 0.00%             | 2032-02-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A20259                      | CUSIP: 31296WJC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4197 | PA      | $4247.71        | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 744177                      | CUSIP: 31403BXE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35326 | PA      | $35698.66       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5165                      | CUSIP: 3140XLW38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10179214 | PA      | $10055091.66    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5898                      | CUSIP: 3138WTRU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      276631 | PA      | $251282.18      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAS6<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     6839000 | PA      | $5756725.69     | 0.00%             | 2048-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7062                      | CUSIP: 3140XAZ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    68044338 | PA      | $57246898.88    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03646                      | CUSIP: 3128M5L32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78514 | PA      | $82839.36       | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2024-1                                      | MBART 2024-1 A4                | CUSIP: 587918AE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $660051.15      | 0.00%             | 2031-07-15      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08843                      | CUSIP: 3128MJ5D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2136967 | PA      | $2076274.61     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     7950000 | PA      | $7688022.90     | 0.00%             | 2029-09-18      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 706465                      | CUSIP: 36297AZ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25158 | PA      | $26444.66       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2863                      | CUSIP: 31418CFD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40075545 | PA      | $35620679.54    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAF3<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8836716.50     | 0.00%             | 2034-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3774                      | CUSIP: 3140FPFQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2690661 | PA      | $2547099.23     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63254AAS7<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    22310000 | PA      | $21935795.33    | 0.01%             | 2026-07-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 ASB              | CUSIP: 12531YAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       88160 | PA      | $88006.72       | 0.00%             | 2058-05-10      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CL6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    19454000 | PA      | $16747499.82    | 0.01%             | 2038-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AW9<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3092116.46     | 0.00%             | 2029-03-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AY9<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $2910230.07     | 0.00%             | 2032-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DD9<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7425048.22     | 0.00%             | 2028-03-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 892938AA9<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     6000000 | PA      | $6185581.29     | 0.00%             | 2033-03-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783295                      | CUSIP: 36241LUU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      795171 | PA      | $785323.59      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1516 A2                 | CUSIP: 3137FUZJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9825000 | PA      | $7578748.57     | 0.00%             | 2035-05-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K128 A2                   | CUSIP: 3137FYUJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12895000 | PA      | $11501138.19    | 0.00%             | 2031-03-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBY3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    10725000 | PA      | $10951259.88    | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAX7<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |    16200000 | PA      | $15326361.19    | 0.00%             | 2028-03-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAL0<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    19100000 | PA      | $19315280.98    | 0.01%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CJ7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    10910000 | PA      | $11337997.48    | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725610                      | CUSIP: 31402DDP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26412 | PA      | $27193.97       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Spire Missouri Inc                                                               | SPIRE MISSOURI                 | CUSIP: 84859DAD9<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1219377.74     | 0.00%             | 2034-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                    | CUSIP: 05379BAR8<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2948213.05     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAF1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4083928.96     | 0.00%             | 2048-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CL8<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    16677000 | PA      | $17192351.57    | 0.01%             | 2030-01-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CM4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    34470000 | PA      | $35137957.17    | 0.01%             | 2026-11-10      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAR1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    34369000 | PA      | $28997176.41    | 0.01%             | 2034-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF2020                      | CUSIP: 3133BPG51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2098566 | PA      | $2073632.39     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAK5<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     2320000 | PA      | $2338330.96     | 0.00%             | 2027-12-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                | CUSIP: 247361A32<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     6118000 | PA      | $6163587.33     | 0.00%             | 2030-07-10      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Spire Missouri Inc                                                               | SPIRE MISSOURI                 | CUSIP: 84859DAC1<br>LEI: 06LJQCOVPRXOPDHFC707 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2988083.58     | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9903                      | CUSIP: 3138ESAD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15849114 | PA      | $16352163.63    | 0.01%             | 2044-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBG1<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    10585000 | PA      | $10885834.16    | 0.00%             | 2031-01-25      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GL2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    16740000 | PA      | $15920093.67    | 0.01%             | 2053-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAQ9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |     6314000 | PA      | $6436575.20     | 0.00%             | 2035-05-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Delhaize America LLC                                                             | DELHAIZE AMERICA               | CUSIP: 246688AF2<br>LEI: 9VB3APGHFWSQ4ECW4316 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $2313503.29     | 0.00%             | 2031-04-15      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BR9<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    10285000 | PA      | $10501455.63    | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4330                      | CUSIP: 3132E0Y30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45310569 | PA      | $46808101.36    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3335000 | PA      | $3375983.66     | 0.00%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BX9<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    13355000 | PA      | $11996404.43    | 0.00%             | 2053-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAP5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     9579000 | PA      | $8889644.91     | 0.00%             | 2038-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3035                      | CUSIP: 36179RLQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5167010 | PA      | $4907738.17     | 0.00%             | 2045-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | ZIONS BANCORP                  | CUSIP: 98971DAC4<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $3014262.85     | 0.00%             | 2035-11-19      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BW3<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $3960485.46     | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7538                      | CUSIP: 3132DVLT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26624798 | PA      | $21560372.35    | 0.01%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3529                      | CUSIP: 3132DQ4N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8915889 | PA      | $9030065.37     | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D59<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    32071000 | PA      | $33233086.96    | 0.01%             | 2028-11-07      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08775                      | CUSIP: 3128MJ2H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17100069 | PA      | $16208423.74    | 0.01%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 514256                      | CUSIP: 36211JH91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         529 | PA      | $543.23         | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DT4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    64975000 | PA      | $63463199.28    | 0.02%             | 2053-03-02      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93319                      | CUSIP: 312941VL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       72276 | PA      | $73215.70       | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAB8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     9652000 | PA      | $9519780.32     | 0.00%             | 2028-09-10      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02920                      | CUSIP: 31294MG54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47397 | PA      | $47169.79       | 0.00%             | 2026-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932390                      | CUSIP: 31412Q2X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      635215 | PA      | $629385.36      | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C47                                   | WFCM 2018-C47 A4               | CUSIP: 95002DBG3<br>LEI: 549300VHRKFNCWVN9Y77 | Long             | ABS-MBS          | CORP              | US        |    17050000 | PA      | $16966248.70    | 0.01%             | 2061-09-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BP6<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    16855000 | PA      | $17369341.59    | 0.01%             | 2054-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6146                      | CUSIP: 31329PZK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      714597 | PA      | $694077.91      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAY6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    12810000 | PA      | $12977876.51    | 0.00%             | 2034-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6093                      | CUSIP: 3138WFXX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2644554 | PA      | $2581162.35     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950VUS3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    19150000 | PA      | $19182800.19    | 0.01%             | 2030-07-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605224                      | CUSIP: 36200NLD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8373 | PA      | $8453.53        | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-1                        | GMCAR 2022-1 A4                | CUSIP: 380146AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $739852.50      | 0.00%             | 2028-04-17      | Fixed         | 1.51%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAF1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $6938058.91     | 0.00%             | 2027-09-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AS4<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $6651577.64     | 0.00%             | 2030-06-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 AM                 | CUSIP: 125039AH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2825000 | PA      | $2723299.44     | 0.00%             | 2050-11-13      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1265                      | CUSIP: 3142GRMP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21457623 | PA      | $21511125.54    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WAQ3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     3770000 | PA      | $4036252.04     | 0.00%             | 2037-02-27      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7379                      | CUSIP: 3140QFFV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23446719 | PA      | $20620528.91    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA CORP                  | CUSIP: 94980VAG3<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3869681.16     | 0.00%             | 2036-08-26      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| FNB Corp/PA                                                                      | FNB CORP                       | CUSIP: 302520AD3<br>LEI: PCYSKIGYNYFDTBLVZU83 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4123436.61     | 0.00%             | 2030-12-11      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CR0<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     5178000 | PA      | $3917337.84     | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCD5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    14400000 | PA      | $14251234.80    | 0.00%             | 2054-04-05      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCV6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    12988000 | PA      | $12836169.17    | 0.00%             | 2055-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4124                      | CUSIP: 31418DSN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19410535 | PA      | $18251002.09    | 0.01%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAV3<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    14450000 | PA      | $14565160.69    | 0.00%             | 2035-10-30      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBZ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    16600000 | PA      | $16902327.41    | 0.01%             | 2029-05-15      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCJ3<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    13550000 | PA      | $13287844.91    | 0.00%             | 2030-05-15      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| State of Oregon                                                                  | OR ST-TXB-PENSION              | CUSIP: 68607LXQ5<br>LEI: 549300R5SUGZRD8KP359 | Long             | DBT              | MUN               | US        |     5480318 | PA      | $5610346.39     | 0.00%             | 2027-06-01      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06713                      | CUSIP: 3128M8YJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1012391 | PA      | $1025585.16     | 0.00%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09015                      | CUSIP: 31294UAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      177957 | PA      | $174722.97      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE2996                      | CUSIP: 3133BCKH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      887757 | PA      | $804776.65      | 0.00%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BH4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6391470.76     | 0.00%             | 2050-10-01      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   593609000 | PA      | $554815725.82   | 0.18%             | 2028-04-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87595                      | CUSIP: 312934NL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16139 | PA      | $16347.42       | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAB9<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $11635373.58    | 0.00%             | 2031-05-28      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FH6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     4655000 | PA      | $4296114.21     | 0.00%             | 2030-02-05      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AP9<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    11907000 | PA      | $9375868.93     | 0.00%             | 2049-06-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8029                      | CUSIP: 3132DV4N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15106165 | PA      | $12699641.18    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CX9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    16240000 | PA      | $16403999.29    | 0.01%             | 2036-02-28      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BE3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    13269000 | PA      | $13590948.36    | 0.00%             | 2031-01-15      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBE4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    13450000 | PA      | $12957205.19    | 0.00%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK0782                      | CUSIP: 3138E42Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      752428 | PA      | $708544.41      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAL4<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     4275000 | PA      | $3791208.86     | 0.00%             | 2031-01-30      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU7089                      | CUSIP: 3140M82X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43759984 | PA      | $34766121.38    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                  | CUSIP: 478115AF5<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |      325000 | PA      | $191747.50      | 0.00%             | 2060-01-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 264399DK9<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3694000 | PA      | $3897929.98     | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7990                      | CUSIP: 36179W2X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    60919492 | PA      | $57201106.50    | 0.02%             | 2052-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4348                      | CUSIP: 3132E0ZM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21869350 | PA      | $22850130.93    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-1                                            | MSWF 2023-1 AS                 | CUSIP: 55376CAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $3129513.90     | 0.00%             | 2056-05-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8278                      | CUSIP: 3133KQFT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15184225 | PA      | $14961112.48    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4138                      | CUSIP: 3142GUS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13734051 | PA      | $13939971.06    | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3243                      | CUSIP: 36179RS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2063792 | PA      | $1849839.88     | 0.00%             | 2045-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                  | CUSIP: 478115AH1<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7075933.55     | 0.00%             | 2032-07-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AU3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3372283.30     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CZ5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2800936.99     | 0.00%             | 2029-08-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08781                      | CUSIP: 3128MJ2P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5447362 | PA      | $5309673.83     | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RH3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   311149500 | PA      | $245163929.08   | 0.08%             | 2044-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | MBALT 2025-A A3                | CUSIP: 58768YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2224983.42     | 0.00%             | 2029-04-16      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAV5<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    12770000 | PA      | $11493890.41    | 0.00%             | 2038-03-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90976                      | CUSIP: 3128P7CM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5110 | PA      | $5116.51        | 0.00%             | 2026-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ8476                      | CUSIP: 3138E1M20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1252142 | PA      | $1178633.35     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBV5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     6864000 | PA      | $4993701.12     | 0.00%             | 2050-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAP5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |      554000 | PA      | $446188.09      | 0.00%             | 2058-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CJ3<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3651286.58     | 0.00%             | 2035-05-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAQ3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1305326.42     | 0.00%             | 2052-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBA2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     5750000 | PA      | $4244832.82     | 0.00%             | 2049-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779092                      | CUSIP: 31404URM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3040 | PA      | $3124.80        | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7735                      | CUSIP: 3132A8SY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2374036 | PA      | $2259706.26     | 0.00%             | 2032-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5191                      | CUSIP: 36179TXU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6395732 | PA      | $5894586.74     | 0.00%             | 2048-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22889                      | CUSIP: 31297AF66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3746 | PA      | $3792.97        | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 896005                      | CUSIP: 31410SNW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15723 | PA      | $16485.23       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8512                      | CUSIP: 31417VN66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1811862 | PA      | $1795362.02     | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166CB8<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     4703000 | PA      | $3530572.32     | 0.00%             | 2052-03-09      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8044                      | CUSIP: 36179W5D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    46707722 | PA      | $42657433.42    | 0.01%             | 2052-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CG0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    26296000 | PA      | $25807649.92    | 0.01%             | 2029-01-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DL5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $5146627.67     | 0.00%             | 2036-04-24      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XCG9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     7207000 | PA      | $7055048.13     | 0.00%             | 2028-01-05      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAJ3<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $18408155.95    | 0.01%             | 2031-07-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BT0<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2491896.83     | 0.00%             | 2033-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                  | COMM 2015-CR27 ASB             | CUSIP: 12635QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       71990 | PA      | $71891.68       | 0.00%             | 2048-10-10      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    12800000 | PA      | $8228721.63     | 0.00%             | 2063-01-19      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                 | CUSIP: 875484AL1<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4386318.09     | 0.00%             | 2031-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                        | CUSIP: 00185AAG9<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     8451000 | PA      | $7327300.06     | 0.00%             | 2044-06-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08865                      | CUSIP: 3128MJ6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      111793 | PA      | $102105.06      | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCE4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $2663478.56     | 0.00%             | 2050-08-01      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Munich Re America Corp                                                           | AMER RE CORP                   | CUSIP: 029163AD4<br>LEI: 5493000NTMGI8RSQK217 | Long             | DBT              | CORP              | US        |     4533000 | PA      | $4753003.87     | 0.00%             | 2026-12-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932865                      | CUSIP: 31412RMN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      611063 | PA      | $591378.65      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4354                      | CUSIP: 31418DZU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23128552 | PA      | $17394357.49    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BL4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7347497.49     | 0.00%             | 2035-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EA1<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    14000000 | PA      | $13790452.02    | 0.00%             | 2028-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8002                      | CUSIP: 3128UGH67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50441 | PA      | $52409.63       | 0.00%             | 2041-02-01      | Floating      | 6.79%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2007-A3 A3               | CUSIP: 17305EDT9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |     4880000 | PA      | $5382354.03     | 0.00%             | 2039-06-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1521 A2                 | CUSIP: 3137H2NY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11465000 | PA      | $8972577.79     | 0.00%             | 2036-08-25      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3536                      | CUSIP: 31418C4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13627141 | PA      | $12853213.00    | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FH1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4246790.45     | 0.00%             | 2046-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903AW0<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     9524000 | PA      | $8487767.69     | 0.00%             | 2030-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BV0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    25829000 | PA      | $24015440.12    | 0.01%             | 2047-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DF2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    10855000 | PA      | $11296932.85    | 0.00%             | 2055-09-15      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CJ3<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     8908000 | PA      | $7028989.37     | 0.00%             | 2052-04-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AB9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    31571000 | PA      | $31200896.98    | 0.01%             | 2027-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBA1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     6903000 | PA      | $6928423.39     | 0.00%             | 2028-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAN4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2933000 | PA      | $2716950.86     | 0.00%             | 2029-01-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3392                      | CUSIP: 31418CXW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1925319 | PA      | $1891360.68     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2894                      | CUSIP: 3140X6GC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24798125 | PA      | $22041523.06    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QAQ8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     8715000 | PA      | $9147725.63     | 0.00%             | 2036-12-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109DE8<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    26180000 | PA      | $26558653.27    | 0.01%             | 2029-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BC1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     5000000 | PA      | $5128685.70     | 0.00%             | 2028-09-08      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AL2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     4025000 | PA      | $4033903.17     | 0.00%             | 2028-03-29      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04960                      | CUSIP: 3128M6ZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23041 | PA      | $23893.88       | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448BP2<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6726408.95     | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    15400000 | PA      | $15232853.23    | 0.00%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAV3<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8867081.29     | 0.00%             | 2033-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBW2<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |    10700000 | PA      | $9744436.82     | 0.00%             | 2032-05-13      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBD6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    33200000 | PA      | $34743308.12    | 0.01%             | 2034-03-14      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0422                      | CUSIP: 3132CWPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9529187 | PA      | $8772969.71     | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252438                      | CUSIP: 31371HLT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1089 | PA      | $1110.16        | 0.00%             | 2029-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBC6<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2701070.12     | 0.00%             | 2031-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-4                        | GMCAR 2023-4 A4                | CUSIP: 379930AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2650000 | PA      | $2718710.00     | 0.00%             | 2029-02-16      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08606                      | CUSIP: 3128MJU81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2244164 | PA      | $2151544.75     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBJ6<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1896249.67     | 0.00%             | 2039-11-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   898500000 | PA      | $885057595.41   | 0.28%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3.5 7/25                  | CUSIP: 01F032674<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34990000 | PA      | $31492371.61    | 0.01%             | 2025-07-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCF8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    11220000 | PA      | $11180582.57    | 0.00%             | 2034-01-31      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4260                      | CUSIP: 31418DWW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20503444 | PA      | $18304568.88    | 0.01%             | 2036-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | ILLINOIS ST-BABS               | CUSIP: 452152BM2<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    12711538 | PA      | $13352846.67    | 0.00%             | 2035-02-01      | Fixed         | 6.63%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111ES8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |      810000 | PA      | $879958.22      | 0.00%             | 2037-08-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | SELECTIVE INS GP               | CUSIP: 816300AJ6<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     1190000 | PA      | $1217792.44     | 0.00%             | 2035-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAY0<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |    10348000 | PA      | $10376232.65    | 0.00%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCY9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    14325000 | PA      | $14558441.89    | 0.00%             | 2028-08-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K516 A2                   | CUSIP: 3137HBPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8700000 | PA      | $9059976.42     | 0.00%             | 2029-01-25      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CP2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $7430862.17     | 0.00%             | 2030-05-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14596                      | CUSIP: 3128PUC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3922 | PA      | $3909.79        | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A76335                      | CUSIP: 3128LABC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6370 | PA      | $6448.76        | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5716                      | CUSIP: 3140XMK62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20595714 | PA      | $18780006.55    | 0.01%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LNG4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     3490000 | PA      | $3556743.64     | 0.00%             | 2028-04-28      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 28622HAC5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     9800000 | PA      | $8740720.72     | 0.00%             | 2053-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K063 A2                   | CUSIP: 3137BVZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16200000 | PA      | $16007472.72    | 0.01%             | 2027-01-25      | Variable      | 3.43%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BE0<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    14075000 | PA      | $12232068.41    | 0.00%             | 2043-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G31084                      | CUSIP: 3132J4NA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3566 | PA      | $3555.38        | 0.00%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3862                      | CUSIP: 3132E0JF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10005091 | PA      | $10105076.27    | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8036                      | CUSIP: 3132DV4V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17402739 | PA      | $15256125.38    | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAJ9<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $756821.72      | 0.00%             | 2049-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915091                      | CUSIP: 31411UUQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       73237 | PA      | $76360.87       | 0.00%             | 2037-04-01      | Floating      | 6.91%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AM1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4430016.56     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03815                      | CUSIP: 31292LGY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1736495 | PA      | $1634657.94     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08052                      | CUSIP: 3128MJBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      425839 | PA      | $440119.25      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBC6<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     7450000 | PA      | $7547864.48     | 0.00%             | 2028-11-26      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K087 A1                   | CUSIP: 3137FKUN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      349931 | PA      | $347741.78      | 0.00%             | 2027-10-25      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DU7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4454882.37     | 0.00%             | 2033-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GU2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5716074.42     | 0.00%             | 2055-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8168                      | CUSIP: 3132DWCD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44811299 | PA      | $38956178.55    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3258                      | CUSIP: 3140XJTQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4275172 | PA      | $4333927.18     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAQ7<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     3835000 | PA      | $3850729.90     | 0.00%             | 2028-04-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                                                   | HAROT 2025-2 A3                | CUSIP: 437921AD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1001983.20     | 0.00%             | 2029-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GJ6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $6684051.84     | 0.00%             | 2028-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    29900000 | PA      | $29426000.31    | 0.01%             | 2028-01-11      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513YJJ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    10725000 | PA      | $8078778.74     | 0.00%             | 2048-01-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAQ6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    55600000 | PA      | $49710412.80    | 0.02%             | 2033-01-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0405                      | CUSIP: 3140XFNX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20248503 | PA      | $18135409.50    | 0.01%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAK0<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5175368.96     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CBC7<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     7794000 | PA      | $6897129.87     | 0.00%             | 2047-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   590722000 | PA      | $591529629.21   | 0.19%             | 2028-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4910                        | CUSIP: 36202FN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       39720 | PA      | $39528.70       | 0.00%             | 2026-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C15 Commercial Mortgage Trust                                         | CSAIL 2019-C15 A4              | CUSIP: 22945DAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15450000 | PA      | $15230521.94    | 0.00%             | 2052-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4788                      | CUSIP: 3128JQF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       91661 | PA      | $94734.92       | 0.00%             | 2040-06-01      | Floating      | 7.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDJ6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    15700000 | PA      | $16647997.69    | 0.01%             | 2033-09-14      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0276                      | CUSIP: 31419AJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          92 | PA      | $91.50          | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CV9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15298759.34    | 0.00%             | 2027-11-17      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D67<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    35184000 | PA      | $36506981.29    | 0.01%             | 2033-11-07      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAU8<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1512369.51     | 0.00%             | 2029-01-16      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8244                      | CUSIP: 3132DWER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58821440 | PA      | $54819046.78    | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8313                      | CUSIP: 3132DWGW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27466596 | PA      | $25561204.87    | 0.01%             | 2053-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBM0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     8095000 | PA      | $4816585.07     | 0.00%             | 2050-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1593                      | CUSIP: 3140XGXX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44008427 | PA      | $35128533.95    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DV9<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $12938599.16    | 0.00%             | 2053-02-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q40718                      | CUSIP: 3132WDYQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      475943 | PA      | $439606.97      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0207                      | CUSIP: 3618N5GR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21629190 | PA      | $22222067.72    | 0.01%             | 2055-02-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AA2<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     7770000 | PA      | $5965342.43     | 0.00%             | 2046-11-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AX1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    20456000 | PA      | $18677321.14    | 0.01%             | 2044-04-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AG0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     4464000 | PA      | $4236909.33     | 0.00%             | 2030-04-03      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5105                      | CUSIP: 3138MLU77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1362715 | PA      | $1330167.97     | 0.00%             | 2027-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0745                      | CUSIP: 3140QKZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19170093 | PA      | $17965017.28    | 0.01%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FREMF 2025-K541 Mortgage Trust                                                   | FHMS K541 A2                   | CUSIP: 3137HLXV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30000000 | PA      | $30195663.00    | 0.01%             | 2030-02-25      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BU6<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $6351341.56     | 0.00%             | 2050-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BF9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     9260000 | PA      | $8994329.33     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR               | CUSIP: 960386AS9<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2356139.32     | 0.00%             | 2030-05-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889645                      | CUSIP: 31410KL28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      201564 | PA      | $211989.97      | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAQ3<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9366729.63     | 0.00%             | 2032-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BA4<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2615275.13     | 0.00%             | 2051-03-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBW6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6657966.59     | 0.00%             | 2034-11-22      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MB0290                      | CUSIP: 3138MTKC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32900838 | PA      | $31465193.54    | 0.01%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3402                      | CUSIP: 3132DQX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22582017 | PA      | $22238208.48    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAY1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    19000000 | PA      | $20261573.16    | 0.01%             | 2028-11-07      | Fixed         | 6.61%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBN0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    14955000 | PA      | $15364372.43    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CV9<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     7000000 | PA      | $7117160.64     | 0.00%             | 2028-02-08      | Variable      | 5.71%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAX7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8364988.97     | 0.00%             | 2027-06-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9853                      | CUSIP: 36179Y5N0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34170088 | PA      | $35056001.90    | 0.01%             | 2054-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RX8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   293251000 | PA      | $219560231.87   | 0.07%             | 2047-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 783813                      | CUSIP: 31405AYJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25247 | PA      | $26029.02       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AB3<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3260051.77     | 0.00%             | 2048-07-01      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | AQUA AMERICA INC               | CUSIP: 03836WAC7<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $3376381.81     | 0.00%             | 2049-05-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KB1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    84125000 | PA      | $84897546.94    | 0.03%             | 2027-03-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JDX3<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3375314.41     | 0.00%             | 2032-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01567                      | CUSIP: 31292HW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      887408 | PA      | $897343.94      | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0629                      | CUSIP: 3140H1VX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2550931 | PA      | $2425187.83     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TD0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   727318000 | PA      | $444374249.67   | 0.14%             | 2052-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                                              | CCCIT 2023-A1 A1               | CUSIP: 17305EGW9<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-CBDO         | CORP              | US        |     1450000 | PA      | $1454382.63     | 0.00%             | 2027-12-08      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BY3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    24737000 | PA      | $14150105.51    | 0.00%             | 2050-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AV1<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5959630.00     | 0.00%             | 2027-10-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QJ5533                      | CUSIP: 3133CWEE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4189427 | PA      | $4189398.92     | 0.00%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CR7<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    14223000 | PA      | $14095267.84    | 0.00%             | 2034-08-14      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JE7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     3000000 | PA      | $2608533.59     | 0.00%             | 2030-05-17      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6619                      | CUSIP: 3138EPK94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6279965 | PA      | $6185994.03     | 0.00%             | 2045-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5105                      | CUSIP: 31418EU73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24593658 | PA      | $23562772.69    | 0.01%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 254709AT5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $13947822.36    | 0.00%             | 2034-11-02      | Variable      | 7.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4447                        | CUSIP: 36202E5G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      441724 | PA      | $447428.93      | 0.00%             | 2039-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555592                      | CUSIP: 31385XF93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      392737 | PA      | $403581.42      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2930                      | CUSIP: 31418CHG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6365588 | PA      | $6025948.36     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21553                      | CUSIP: 3132JNWN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      960020 | PA      | $898604.92      | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6508                      | CUSIP: 3140XNGS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10796100 | PA      | $11384077.25    | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0495                      | CUSIP: 3132DMRQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10187309 | PA      | $8914794.51     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2022-A                                          | HDMOT 2022-A A3                | CUSIP: 41284YAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       86910 | PA      | $86798.05       | 0.00%             | 2027-02-15      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAX3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    16470000 | PA      | $16058632.33    | 0.01%             | 2029-03-07      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                 | CUSIP: 31847RAH5<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $5996248.88     | 0.00%             | 2031-08-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0646                      | CUSIP: 36179MWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      224946 | PA      | $227874.04      | 0.00%             | 2042-12-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBD5<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $2996976.49     | 0.00%             | 2042-11-07      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784035                      | CUSIP: 3622A2PU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1772158 | PA      | $1695794.75     | 0.00%             | 2045-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C92<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    16321000 | PA      | $16870087.95    | 0.01%             | 2028-05-12      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0257                      | CUSIP: 3618N5JB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    76674613 | PA      | $73379069.24    | 0.02%             | 2055-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AP8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    12034000 | PA      | $10805436.24    | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAP5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    17535000 | PA      | $17256074.42    | 0.01%             | 2029-04-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDQ9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     7426000 | PA      | $6282826.36     | 0.00%             | 2052-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1986                      | CUSIP: 3132DPF37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19911511 | PA      | $20166495.47    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA LUX Sarl / JBS USA Food Co / JBS USA Foods Group                         | JBS USA/FOOD/GRP               | CUSIP: 472140AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9971524.75     | 0.00%             | 2055-02-25      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051ET0<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    13900000 | PA      | $13884037.87    | 0.00%             | 2034-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAX2<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    18300000 | PA      | $18613436.16    | 0.01%             | 2029-07-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BQ8<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $7740616.61     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890514                      | CUSIP: 31410LK35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2674969 | PA      | $2574293.67     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8321                      | CUSIP: 3132DWG64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      225458 | PA      | $209818.09      | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M13 A2                | CUSIP: 3136B3DE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5358117 | PA      | $5246428.42     | 0.00%             | 2030-09-25      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7997                      | CUSIP: 3140XB3F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2430882 | PA      | $2331409.53     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AV2<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     9075000 | PA      | $8309140.68     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2738                      | CUSIP: 31418CBG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18520004 | PA      | $17630364.06    | 0.01%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1636                      | CUSIP: 3140H2ZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      811082 | PA      | $745153.37      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6026                      | CUSIP: 3140QDVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11045533 | PA      | $8923800.72     | 0.00%             | 2050-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C18                                           | UBSCM 2019-C18 AS              | CUSIP: 90278PBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1700000 | PA      | $1548724.82     | 0.00%             | 2052-12-15      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBG0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1158849.60     | 0.00%             | 2047-11-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CJ9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    15900000 | PA      | $13701781.86    | 0.00%             | 2031-09-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     6605000 | PA      | $6615849.96     | 0.00%             | 2028-08-16      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BY4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    16950000 | PA      | $17456356.30    | 0.01%             | 2063-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 838532                      | CUSIP: 31407RSV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7214 | PA      | $7456.60        | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAQ8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $15772274.78    | 0.01%             | 2034-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735893                      | CUSIP: 31402RRN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      789252 | PA      | $798216.69      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08618                      | CUSIP: 3128MJVL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      203072 | PA      | $194462.67      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7076                      | CUSIP: 31417D2J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8498372 | PA      | $7741485.39     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CL4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    21200000 | PA      | $13643507.85    | 0.00%             | 2051-11-26      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBM7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     5485000 | PA      | $3365366.87     | 0.00%             | 2051-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3851                      | CUSIP: 3133KKH44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13168918 | PA      | $11581580.34    | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-1                                       | VALET 2023-1 A3                | CUSIP: 92867WAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2486796 | PA      | $2498117.24     | 0.00%             | 2028-06-20      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687DK9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    11225000 | PA      | $11124464.27    | 0.00%             | 2026-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BN0<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1871572.78     | 0.00%             | 2027-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C49                                   | WFCM 2019-C49 A5               | CUSIP: 95001WBB3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10675000 | PA      | $10466795.87    | 0.00%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83067                      | CUSIP: 312929MQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      262617 | PA      | $265977.24      | 0.00%             | 2038-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CR9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5905423.58     | 0.00%             | 2030-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| NVR Inc                                                                          | NVR INC                        | CUSIP: 62944TAF2<br>LEI: 529900RWXR4JI3JYTV70 | Long             | DBT              | CORP              | US        |     9072000 | PA      | $8446209.41     | 0.00%             | 2030-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6790                      | CUSIP: 3138A8RL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      898984 | PA      | $890220.85      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEK3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $13614863.11    | 0.00%             | 2026-07-07      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704005                      | CUSIP: 36296XDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1413 | PA      | $1483.88        | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C4                                            | UBSCM 2017-C4 A4               | CUSIP: 90276RBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5875000 | PA      | $5717529.44     | 0.00%             | 2050-10-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5296                      | CUSIP: 31418E3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24127095 | PA      | $24157094.29    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                  | CUSIP: 38173MAC6<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    10093000 | PA      | $9618567.15     | 0.00%             | 2027-02-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AU2<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     5495000 | PA      | $4627209.50     | 0.00%             | 2047-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8272                      | CUSIP: 3138ETFN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1648382 | PA      | $1624783.42     | 0.00%             | 2031-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | CATHOLIC HEALTH                | CUSIP: 14916RAD6<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     4635000 | PA      | $3890143.63     | 0.00%             | 2042-11-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AG4<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |    19795000 | PA      | $20079329.05    | 0.01%             | 2030-04-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3E1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    39730000 | PA      | $41018521.25    | 0.01%             | 2029-07-25      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA5780                      | CUSIP: 31416PM61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      511876 | PA      | $507650.72      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAH3<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    20725000 | PA      | $16534207.79    | 0.01%             | 2046-07-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC7204                      | CUSIP: 31417UAE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41136 | PA      | $40839.44       | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AT8<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     3944000 | PA      | $3335719.96     | 0.00%             | 2044-09-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4802                        | CUSIP: 36202FKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      938413 | PA      | $950720.92      | 0.00%             | 2040-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G23<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    31131000 | PA      | $30578759.03    | 0.01%             | 2029-09-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KJ4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    53225000 | PA      | $53457296.54    | 0.02%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5027                      | CUSIP: 31418ESR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      251125 | PA      | $233704.09      | 0.00%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K121 A1                   | CUSIP: 3137F83P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1179296 | PA      | $1078864.04     | 0.00%             | 2030-08-25      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256045                      | CUSIP: 31371ML21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12663 | PA      | $12625.93       | 0.00%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ferguson Enterprises Inc                                                         | FERGUSON ENTERPR               | CUSIP: 31488VAA5<br>LEI: 2138003JYQMRP3SLX189 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $8632666.54     | 0.00%             | 2034-10-03      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734847                      | CUSIP: 31402QL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2487 | PA      | $2554.92        | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBR1<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     4814000 | PA      | $4934088.57     | 0.00%             | 2031-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAG2<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2483452.89     | 0.00%             | 2042-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AU3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    15802000 | PA      | $12862470.88    | 0.00%             | 2042-08-21      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842146                      | CUSIP: 31407VTB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6869 | PA      | $7095.79        | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DQ3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $6936988.11     | 0.00%             | 2044-04-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9578                      | CUSIP: 3140XDUC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8340364 | PA      | $6662682.15     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAZ2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    17815000 | PA      | $17228940.29    | 0.01%             | 2027-01-22      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0567                      | CUSIP: 3132DMTY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11669268 | PA      | $9347496.79     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B2 Mortgage Trust                                                 | BMARK 2018-B2 A5               | CUSIP: 08161CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14945000 | PA      | $14654978.82    | 0.00%             | 2051-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01648                      | CUSIP: 31292HZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      456160 | PA      | $461363.85      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ4032                      | CUSIP: 3142GUPS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17696459 | PA      | $18313054.88    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06709                      | CUSIP: 3128M8YE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      418090 | PA      | $415186.21      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAH6<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     7540000 | PA      | $6882403.48     | 0.00%             | 2043-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CJ5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $5372142.97     | 0.00%             | 2121-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DQ5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    12660000 | PA      | $13384994.37    | 0.00%             | 2029-05-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-164TH            | CUSIP: 73358WCW2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     4900000 | PA      | $5103450.45     | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2022-4 A                 | CUSIP: 02582JJX9<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    10700000 | PA      | $10714105.81    | 0.00%             | 2027-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 949636                      | CUSIP: 31413MPV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77495 | PA      | $79735.02       | 0.00%             | 2037-08-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14572                      | CUSIP: 3128MDJR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2993 | PA      | $2984.15        | 0.00%             | 2026-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BX2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2926000 | PA      | $2826490.59     | 0.00%             | 2028-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAQ7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $11544666.42    | 0.00%             | 2060-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G2736                      | CUSIP: 3128QTBD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18821 | PA      | $19633.00       | 0.00%             | 2038-03-01      | Floating      | 6.96%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGL2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $7495114.88     | 0.00%             | 2041-09-03      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BK6<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8915854.10     | 0.00%             | 2028-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBJ1<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8550823.98     | 0.00%             | 2030-05-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAQ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     4671000 | PA      | $3565118.30     | 0.00%             | 2050-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UD8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   457924000 | PA      | $419554978.49   | 0.13%             | 2044-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647731                      | CUSIP: 36292FSU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2270 | PA      | $2293.37        | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECS8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    22375000 | PA      | $21394566.32    | 0.01%             | 2053-02-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   244400000 | PA      | $200894891.24   | 0.06%             | 2044-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Broadcom Corp / Broadcom Cayman Finance Ltd                                      | BRDCOM CRP / FIN               | CUSIP: 11134LAH2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    42704000 | PA      | $42438335.31    | 0.01%             | 2027-01-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8199                      | CUSIP: 3132D6DC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2066106 | PA      | $2062340.91     | 0.00%             | 2037-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2891                      | CUSIP: 36178NF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1182264 | PA      | $1075380.90     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 954666                      | CUSIP: 31413TCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9820 | PA      | $10340.08       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAB7<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    11425000 | PA      | $12123259.98    | 0.00%             | 2030-04-03      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3597                      | CUSIP: 36179R7J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8512409 | PA      | $7864029.68     | 0.00%             | 2046-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01246                      | CUSIP: 31292HL36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11071 | PA      | $11644.08       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18684                      | CUSIP: 3128MMXN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2765757 | PA      | $2682161.57     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBC3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6220578.23     | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BY7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    26455000 | PA      | $25312790.13    | 0.01%             | 2029-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYJ7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    25565000 | PA      | $22327073.20    | 0.01%             | 2032-07-21      | Variable      | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92286                      | CUSIP: 312940RF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1302343 | PA      | $1292046.12     | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7281                      | CUSIP: 3138EQCT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1854652 | PA      | $1812810.24     | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CB8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    25714000 | PA      | $22487674.52    | 0.01%             | 2032-10-13      | Variable      | 2.49%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCV5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8515000 | PA      | $7744885.17     | 0.00%             | 2064-09-27      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3799                      | CUSIP: 3132E0GG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34125006 | PA      | $30001025.97    | 0.01%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DE3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2276304.42     | 0.00%             | 2050-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBM1<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    15833000 | PA      | $14487765.81    | 0.00%             | 2048-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063DYT9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     9464000 | PA      | $8363268.66     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5700                      | CUSIP: 3140X9KN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8528851 | PA      | $7860014.29     | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745239                      | CUSIP: 3620C04Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      308337 | PA      | $304772.42      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2707                      | CUSIP: 3132DQAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24475889 | PA      | $24177437.31    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBM6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    34800000 | PA      | $31445956.20    | 0.01%             | 2031-06-24      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK16                                                                  | BANK 2019-BN16 A4              | CUSIP: 065405AE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6850000 | PA      | $6702479.09     | 0.00%             | 2052-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2018-CX12 Commercial Mortgage Trust                                        | CSAIL 2018-CX12 A4             | CUSIP: 12595XAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5950000 | PA      | $5873709.70     | 0.00%             | 2051-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA7768                      | CUSIP: 3140A8T28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18191180 | PA      | $18530827.72    | 0.01%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41664                      | CUSIP: 3128K1Z53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3510 | PA      | $3633.77        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR2631                      | CUSIP: 3138NY4R3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1018872 | PA      | $926348.15      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735925                      | CUSIP: 31402RSN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1358635 | PA      | $1374066.85     | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBJ6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     5706000 | PA      | $4184887.42     | 0.00%             | 2041-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2132                      | CUSIP: 3140X5LN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2414584 | PA      | $2120519.63     | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGG2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5830000 | PA      | $5206027.93     | 0.00%             | 2030-05-15      | Fixed         | 1.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8003                      | CUSIP: 3132DV3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69170 | PA      | $65155.30       | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1513 A3                 | CUSIP: 3137FPJ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25260000 | PA      | $21973615.90    | 0.01%             | 2034-08-25      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8396                      | CUSIP: 31419KKJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1186662 | PA      | $1148535.29     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CH0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    35100000 | PA      | $32070225.61    | 0.01%             | 2031-06-04      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAE3<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    11150000 | PA      | $7715939.15     | 0.00%             | 2049-11-01      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4255                      | CUSIP: 31418DWR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   252784201 | PA      | $201541152.89   | 0.06%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAX2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     8100000 | PA      | $8250825.11     | 0.00%             | 2115-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | AVNET INC                      | CUSIP: 053807AW3<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5195182.74     | 0.00%             | 2028-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128284V9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   552424000 | PA      | $538786032.50   | 0.17%             | 2028-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5551                      | CUSIP: 31418FEZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4954929 | PA      | $4738718.63     | 0.00%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89116CQJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     6950000 | PA      | $6968619.64     | 0.00%             | 2034-09-10      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5192                      | CUSIP: 36179TXV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6219778 | PA      | $5866862.54     | 0.00%             | 2048-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAA4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    25500000 | PA      | $21470970.08    | 0.01%             | 2048-02-22      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FY5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     7604000 | PA      | $5710080.58     | 0.00%             | 2047-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7065                      | CUSIP: 3132DUZ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23399857 | PA      | $22959137.53    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AXIS Specialty Finance LLC                                                       | AXIS SPECLTY FIN               | CUSIP: 05463HAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2930000 | PA      | $2821071.52     | 0.00%             | 2040-01-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697656                      | CUSIP: 36296QBZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61979 | PA      | $65046.12       | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AY8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     4264000 | PA      | $4135591.38     | 0.00%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUS RE               | CUSIP: 76169XAB0<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5142388.95     | 0.00%             | 2031-09-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AH4<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     1012000 | PA      | $573037.23      | 0.00%             | 2051-07-01      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAE0<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7794672.26     | 0.00%             | 2037-12-10      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BQ4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3541176.05     | 0.00%             | 2029-12-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08759                      | CUSIP: 3128MJZZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1959793 | PA      | $1908603.63     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEP3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10263985.40    | 0.00%             | 2028-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7534                      | CUSIP: 3138MBLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      713183 | PA      | $700166.49      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MEU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    43526000 | PA      | $47392284.00    | 0.02%             | 2029-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00490                      | CUSIP: 31292GRK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         720 | PA      | $727.01         | 0.00%             | 2027-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAV8<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $3921393.50     | 0.00%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                  | CUSIP: 233853BF6<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      750000 | PA      | $762057.60      | 0.00%             | 2035-01-13      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AH9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     2355000 | PA      | $2095130.63     | 0.00%             | 2050-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAK4<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13747804.51    | 0.00%             | 2033-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CW0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5302809.04     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96544                      | CUSIP: 312945HV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      652130 | PA      | $617205.70      | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   255848000 | PA      | $253449425.00   | 0.08%             | 2031-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AN1<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     9000000 | PA      | $7928366.10     | 0.00%             | 2031-03-09      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BS4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    25291000 | PA      | $22373277.45    | 0.01%             | 2030-06-03      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AS4<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     2570000 | PA      | $1787267.71     | 0.00%             | 2049-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15006                      | CUSIP: 3128PUR38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1267 | PA      | $1262.78        | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AH8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6325000 | PA      | $4869234.90     | 0.00%             | 2046-09-12      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 A4                | CUSIP: 14319WAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2551997.75     | 0.00%             | 2030-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023DC6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    13475000 | PA      | $12695308.58    | 0.00%             | 2031-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07553                      | CUSIP: 3128M9WN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      541724 | PA      | $561440.68      | 0.00%             | 2041-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICAN UTD STS                | CUSIP: 91086QAN8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     9200000 | PA      | $10217548.89    | 0.00%             | 2033-04-08      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K071 A2                   | CUSIP: 3137FCLD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11050000 | PA      | $10855495.69    | 0.00%             | 2027-11-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCA1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     8635000 | PA      | $8764283.87     | 0.00%             | 2027-04-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9424                      | CUSIP: 36179YPH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13146366 | PA      | $13398439.85    | 0.00%             | 2054-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAM5<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |     4185000 | PA      | $4166877.68     | 0.00%             | 2043-09-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587280                      | CUSIP: 36201MM58<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         927 | PA      | $952.24         | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAT0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5465000 | PA      | $5675153.73     | 0.00%             | 2041-02-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CI Financial Corp                                                                | CI FINANCIAL CO                | CUSIP: 125491AN0<br>LEI: 549300M9W7JJQSVCEM78 | Long             | DBT              | CORP              | CA        |    10930000 | PA      | $9648467.98     | 0.00%             | 2030-12-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCZ6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20997586.42    | 0.01%             | 2029-06-08      | Variable      | 6.31%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687DV5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     7415000 | PA      | $8366853.64     | 0.00%             | 2033-03-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13608JAA5<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    11500000 | PA      | $11835079.61    | 0.00%             | 2029-04-08      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4168                      | CUSIP: 3138WDT27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2126874 | PA      | $2033317.49     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BAB                      | CUSIP: 13063BBU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    11730000 | PA      | $13634225.91    | 0.00%             | 2039-11-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AU8<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     2555000 | PA      | $2460019.74     | 0.00%             | 2029-09-17      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31613                      | CUSIP: 31297LYJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2681 | PA      | $2747.36        | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K157 A2                   | CUSIP: 3137FHQ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2925000 | PA      | $2894185.42     | 0.00%             | 2033-05-25      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18483                      | CUSIP: 3128MMRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1975418 | PA      | $1930980.61     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAU3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5390593.33     | 0.00%             | 2026-09-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BV5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $4244364.31     | 0.00%             | 2047-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BK8<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    14485000 | PA      | $13175103.57    | 0.00%             | 2030-05-20      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3095                        | CUSIP: 36202DNL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7772 | PA      | $8014.01        | 0.00%             | 2031-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1302                      | CUSIP: 3132DNNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5692783 | PA      | $5638043.69     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647448                      | CUSIP: 36292FHZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       49338 | PA      | $49844.56       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HY2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6146033.13     | 0.00%             | 2028-10-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867229AC0<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     6407000 | PA      | $7074740.98     | 0.00%             | 2032-02-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08373                      | CUSIP: 3128MJMX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      424311 | PA      | $429794.31      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 264399ED4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $7225619.23     | 0.00%             | 2032-10-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4204                      | CUSIP: 31418DU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17804899 | PA      | $15356745.26    | 0.00%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6339                      | CUSIP: 36179VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15278138 | PA      | $14004610.63    | 0.00%             | 2049-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q34966                      | CUSIP: 3132QRQU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28099 | PA      | $26782.72       | 0.00%             | 2045-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4851                      | CUSIP: 3140X8L96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20204946 | PA      | $19152154.86    | 0.01%             | 2050-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 883553                      | CUSIP: 31410ATJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      155977 | PA      | $164107.19      | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AP5<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |     3895000 | PA      | $3357420.97     | 0.00%             | 2045-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAX7<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |    14400000 | PA      | $9780569.98     | 0.00%             | 2052-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                  | COPAR 2024-1 A4                | CUSIP: 14043NAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1035000 | PA      | $1045845.35     | 0.00%             | 2030-01-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAP2<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     6010000 | PA      | $6083742.67     | 0.00%             | 2029-02-14      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8146                      | CUSIP: 31417FBQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1114194 | PA      | $1126780.94     | 0.00%             | 2038-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AM4<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     4740000 | PA      | $3977820.50     | 0.00%             | 2045-02-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| California Earthquake Authority                                                  | CA EARTHQUAKE AUTH-A           | CUSIP: 13017HAP1<br>LEI: 254900P2MGLOUH3QS859 | Long             | DBT              | MUN               | US        |     3600000 | PA      | $3638254.32     | 0.00%             | 2027-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7707                      | CUSIP: 36179WR42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35107248 | PA      | $32051931.23    | 0.01%             | 2051-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2960                      | CUSIP: 31418CJE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7852949 | PA      | $7433950.29     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                 | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $9509985.74     | 0.00%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCK8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     4596000 | PA      | $4539949.90     | 0.00%             | 2032-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AC1<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |    13573000 | PA      | $13060059.91    | 0.00%             | 2030-02-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0092                      | CUSIP: 3618N5C64<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   124156182 | PA      | $124351418.03   | 0.04%             | 2054-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BE3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |      750000 | PA      | $691599.66      | 0.00%             | 2039-03-07      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7473                      | CUSIP: 36179WJS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10221657 | PA      | $9043796.77     | 0.00%             | 2051-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4831                      | CUSIP: 3140XLLM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9926955 | PA      | $9883463.14     | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12250000 | PA      | $12141273.26    | 0.00%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1335                      | CUSIP: 31416WPV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      144447 | PA      | $143075.85      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GK3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    15800000 | PA      | $15760981.81    | 0.01%             | 2054-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03433                      | CUSIP: 31292KY68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32518 | PA      | $34328.01       | 0.00%             | 2039-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AN6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     4045000 | PA      | $3574562.75     | 0.00%             | 2048-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | KINROSS GOLD                   | CUSIP: 496902AT4<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $5376454.36     | 0.00%             | 2033-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAR3<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2926626.52     | 0.00%             | 2029-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7380                      | CUSIP: 3132DVFV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      157290 | PA      | $154180.34      | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CZ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $9020981.16     | 0.00%             | 2030-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABL5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    21145000 | PA      | $21439654.66    | 0.01%             | 2035-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAM3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     8723000 | PA      | $9568194.55     | 0.00%             | 2037-03-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AR3<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5174919.44     | 0.00%             | 2045-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBV3<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    12395000 | PA      | $11954561.17    | 0.00%             | 2064-02-26      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2018-C2                                                     | BBCMS 2018-C2 A5               | CUSIP: 05491UBD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10125000 | PA      | $9938875.16     | 0.00%             | 2051-12-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DP1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9064484.65     | 0.00%             | 2031-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AL3<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1159789.81     | 0.00%             | 2031-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBP1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    26500000 | PA      | $26205812.63    | 0.01%             | 2034-02-01      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6889                      | CUSIP: 3138EPUP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4997722 | PA      | $4918253.17     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-157 A2                  | CUSIP: 3137HAAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11400000 | PA      | $11204598.30    | 0.00%             | 2033-05-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7417                      | CUSIP: 36179WG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   102352897 | PA      | $83450814.51    | 0.03%             | 2051-06-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAK0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    16540000 | PA      | $14826963.44    | 0.00%             | 2030-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AJ8<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2403508.31     | 0.00%             | 2051-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97943                      | CUSIP: 312946ZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      326765 | PA      | $331007.09      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2018-4 A                 | CUSIP: 34528PAK2<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     8785000 | PA      | $8732268.04     | 0.00%             | 2030-11-15      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                | CUSIP: 852060AD4<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    23417000 | PA      | $25137026.26    | 0.01%             | 2028-11-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416518AD0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $3751687.86     | 0.00%             | 2051-09-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555677                      | CUSIP: 31385XJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      920703 | PA      | $945863.94      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570009                      | CUSIP: 36200RGS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18333 | PA      | $18930.02       | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9467                      | CUSIP: 3138EEQV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      105366 | PA      | $104025.00      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | JPMCC 2017-JP6 AS              | CUSIP: 48128KAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2647008.56     | 0.00%             | 2050-07-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | BMARK 2020-B16 AM              | CUSIP: 08161NAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1035000 | PA      | $931461.50      | 0.00%             | 2053-02-15      | Variable      | 2.94%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CB9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3903000 | PA      | $2799665.20     | 0.00%             | 2048-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DBJ7<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     8650000 | PA      | $7006000.67     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4655                      | CUSIP: 31418EE55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63860963 | PA      | $59595491.41    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CT9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $4697780.79     | 0.00%             | 2060-09-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255416                      | CUSIP: 31371LVH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2703 | PA      | $2897.85        | 0.00%             | 2034-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8227                      | CUSIP: 3132DWD83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59140516 | PA      | $55190338.01    | 0.02%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713AZ9<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     8575000 | PA      | $8690160.33     | 0.00%             | 2043-09-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EU3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     8525000 | PA      | $9691177.18     | 0.00%             | 2038-04-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LF6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $14565257.88    | 0.00%             | 2028-02-10      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10075000 | PA      | $6678785.99     | 0.00%             | 2051-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AK8<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5026920.93     | 0.00%             | 2030-06-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J12604                      | CUSIP: 3128PR3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2444 | PA      | $2439.44        | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFV1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7131787.71     | 0.00%             | 2033-08-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AX1<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     7359000 | PA      | $5765286.33     | 0.00%             | 2050-03-26      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BS4<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4539418.63     | 0.00%             | 2028-03-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAJ9<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3414196.98     | 0.00%             | 2030-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FN8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    12655000 | PA      | $12797842.32    | 0.00%             | 2030-04-28      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733627                      | CUSIP: 3620AMA44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      152897 | PA      | $154579.64      | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JAZ0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     6845000 | PA      | $6405174.56     | 0.00%             | 2040-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9852                      | CUSIP: 36179Y5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    85038901 | PA      | $86337283.35    | 0.03%             | 2054-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BX5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1156000 | PA      | $905710.04      | 0.00%             | 2047-11-01      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAV7<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $3836835.93     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CB7<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     6060000 | PA      | $5779274.57     | 0.00%             | 2030-03-26      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBG8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    12585000 | PA      | $9150433.42     | 0.00%             | 2041-12-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2083                      | CUSIP: 3133L8J48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7650319 | PA      | $7016906.76     | 0.00%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91730                      | CUSIP: 3128P74P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      284799 | PA      | $278406.24      | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636292                      | CUSIP: 36291R2Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15243 | PA      | $15393.88       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3           | CUSIP: 54627RAS9<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     4100000 | PA      | $4191276.25     | 0.00%             | 2034-12-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932842                      | CUSIP: 31412RLX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30536 | PA      | $30388.79       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08525                      | CUSIP: 3128MJSP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2078895 | PA      | $1889479.65     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC SER A2                     | CUSIP: 64966HMV9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     4000000 | PA      | $4046494.40     | 0.00%             | 2031-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5092                      | CUSIP: 3132DSUR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2673189 | PA      | $2629733.19     | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCE3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    19440000 | PA      | $19228023.92    | 0.01%             | 2027-05-11      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0892                      | CUSIP: 31416H7E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46206 | PA      | $50339.87       | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BJ9<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $11937212.46    | 0.00%             | 2030-12-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DRV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5620000 | PA      | $3734105.03     | 0.00%             | 2052-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAN8<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11792503.57    | 0.00%             | 2029-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Citizens Bank NA/Providence RI                                                   | CITIZENS BANK NA               | CUSIP: 75524KPG3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |     6075000 | PA      | $6086009.42     | 0.00%             | 2028-08-09      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AK5<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     4030000 | PA      | $3987209.38     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4695                      | CUSIP: 3132DSGC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26052748 | PA      | $27123445.47    | 0.01%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4423                        | CUSIP: 36202E4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      576635 | PA      | $571429.31      | 0.00%             | 2039-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEV4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    11944000 | PA      | $12116864.01    | 0.00%             | 2034-04-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT7152                      | CUSIP: 3138WU5N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      457158 | PA      | $447226.57      | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AF8<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     6725000 | PA      | $6690852.35     | 0.00%             | 2027-04-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB34<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    19627000 | PA      | $17733401.55    | 0.01%             | 2030-07-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AT3<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5170880.09     | 0.00%             | 2035-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKT5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     1230000 | PA      | $1199422.64     | 0.00%             | 2027-03-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B7 Mortgage Trust                                                 | BMARK 2018-B7 A4               | CUSIP: 08162TBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10266068 | PA      | $10194006.36    | 0.00%             | 2053-05-15      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05300                      | CUSIP: 3128M7GH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63261 | PA      | $65517.91       | 0.00%             | 2039-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DQ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    24768000 | PA      | $16629265.42    | 0.01%             | 2049-09-11      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8B9<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    36830000 | PA      | $37610791.13    | 0.01%             | 2028-05-26      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644970                      | CUSIP: 36292CQX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19987 | PA      | $20183.11       | 0.00%             | 2035-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5177                      | CUSIP: 3133KYXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1212291 | PA      | $1197181.15     | 0.00%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDM9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7150000 | PA      | $7365596.72     | 0.00%             | 2029-07-09      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57320                      | CUSIP: 3132Y1D21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7965 | PA      | $7744.05        | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    12225000 | PA      | $12057817.26    | 0.00%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAY5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3296400.00     | 0.00%             | 2046-12-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888825                      | CUSIP: 31410GPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15037 | PA      | $15448.13       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2872                      | CUSIP: 3132DQFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13257162 | PA      | $13037508.27    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3590                      | CUSIP: 3132DQ7B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19925916 | PA      | $20181085.11    | 0.01%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pinnacle West Capital Corp                                                       | PINNACLE WST CAP               | CUSIP: 723484AM3<br>LEI: TWSEY0NEDUDCKS27AH81 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2432478.94     | 0.00%             | 2028-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AQ9<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $3170405.13     | 0.00%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08751                      | CUSIP: 3128MJZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2909974 | PA      | $2685993.60     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46513                      | CUSIP: 3132WLGX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      100800 | PA      | $92915.58       | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BV2<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1897550.54     | 0.00%             | 2030-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4541                        | CUSIP: 36202FBJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1921634 | PA      | $1946586.13     | 0.00%             | 2039-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA8635                      | CUSIP: 31416SSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3477704 | PA      | $3447197.03     | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91568                      | CUSIP: 3128P7W58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2690267 | PA      | $2600869.54     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FK4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     7430000 | PA      | $5843154.84     | 0.00%             | 2056-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAF4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6099216.88     | 0.00%             | 2028-01-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A63820                      | CUSIP: 3128KUG50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5526 | PA      | $5831.70        | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BY9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16500000 | PA      | $10569107.83    | 0.00%             | 2061-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02346                      | CUSIP: 3128LXTB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61665 | PA      | $64871.67       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV1252                      | CUSIP: 3140MEMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60543 | PA      | $52394.17       | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAP4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5690000 | PA      | $5683181.61     | 0.00%             | 2041-06-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR & PWR-BAB          | CUSIP: 544495VY7<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     8500000 | PA      | $8930370.30     | 0.00%             | 2045-07-01      | Fixed         | 6.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH5746                      | CUSIP: 3140GUL47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      160573 | PA      | $147521.29      | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4280                      | CUSIP: 31418DXJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    70486505 | PA      | $53055044.07    | 0.02%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08757                      | CUSIP: 3128MJZX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3120092 | PA      | $2876039.17     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782105                      | CUSIP: 36241KKS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      132374 | PA      | $133709.37      | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1656                      | CUSIP: 31418NZW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      987900 | PA      | $978840.72      | 0.00%             | 2040-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787172                      | CUSIP: 3622AC2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8041866 | PA      | $8407431.89     | 0.00%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXT1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     5833000 | PA      | $5976940.31     | 0.00%             | 2029-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AV7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     8460000 | PA      | $8564681.66     | 0.00%             | 2040-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AE5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     5515000 | PA      | $5254003.02     | 0.00%             | 2044-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4365                      | CUSIP: 3140JLZ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      591477 | PA      | $590641.74      | 0.00%             | 2049-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 782817                      | CUSIP: 31349UDW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103856 | PA      | $106034.34      | 0.00%             | 2034-11-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KL0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    37908000 | PA      | $39271973.90    | 0.01%             | 2029-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| First Horizon Corp                                                               | FIRST HORIZON                  | CUSIP: 320517AE5<br>LEI: TF3RXI1ZB1TQ30H9JV10 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4869201.50     | 0.00%             | 2031-03-07      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAT8<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5055497.21     | 0.00%             | 2033-05-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC               | CUSIP: 95041AAG3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5643780.89     | 0.00%             | 2035-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NY Society for Relief of Ruptured & Crippled Maintaining Hosp Special Surgery    | HOSPITAL SPE SUR               | CUSIP: 44107HAF9<br>LEI: 549300U0XV0GGBTV6I72 | Long             | DBT              | CORP              | US        |     3210000 | PA      | $1916707.83     | 0.00%             | 2050-10-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3354                      | CUSIP: 3140QNWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      943847 | PA      | $783751.78      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786649                      | CUSIP: 3622ACH29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20550175 | PA      | $21022880.75    | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAP9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $15433361.21    | 0.00%             | 2030-03-26      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBF9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     7888000 | PA      | $6495852.74     | 0.00%             | 2047-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 741657                      | CUSIP: 31402X5S1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15874 | PA      | $16316.46       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | HARVARD UNIV                   | CUSIP: 740816AH6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     3680000 | PA      | $3556424.14     | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1               | CUSIP: 072024NV0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     5025000 | PA      | $5695424.45     | 0.00%             | 2050-04-01      | Fixed         | 7.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8075                      | CUSIP: 3132D56L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4207595 | PA      | $3949670.41     | 0.00%             | 2035-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   517644000 | PA      | $392600621.25   | 0.12%             | 2048-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAY7<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    25984000 | PA      | $24158424.57    | 0.01%             | 2028-07-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1089                      | CUSIP: 3138WAF77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2779983 | PA      | $2675471.28     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3890                      | CUSIP: 3140XKKC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11557074 | PA      | $9322633.98     | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42306                      | CUSIP: 3128K2R35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11759 | PA      | $11902.28       | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084C5<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     3038565 | PA      | $2975471.01     | 0.00%             | 2037-05-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EM6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    24360000 | PA      | $24547669.03    | 0.01%             | 2027-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902174                      | CUSIP: 31411AJT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      127300 | PA      | $133960.79      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AN9<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $8197469.08     | 0.00%             | 2029-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4598                        | CUSIP: 36202FDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1482776 | PA      | $1468641.88     | 0.00%             | 2039-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C2                               | JPMDB 2016-C2 A4               | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2580000 | PA      | $2531468.91     | 0.00%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BW2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15109825.91    | 0.00%             | 2035-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2415                      | CUSIP: 31418BVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1345694 | PA      | $1281042.72     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5071                      | CUSIP: 3133KYT41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30825203 | PA      | $26634208.51    | 0.01%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18702                      | CUSIP: 3128PYU36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      313592 | PA      | $309940.96      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9830                      | CUSIP: 3140QV4Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20507917 | PA      | $21448469.22    | 0.01%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAS0<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $3366259.17     | 0.00%             | 2050-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7506                      | CUSIP: 3140XPKU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15086214 | PA      | $15236976.85    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                  | BANK 2019-BN21 AS              | CUSIP: 06540BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3275000 | PA      | $2980111.80     | 0.00%             | 2052-10-17      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    12233000 | PA      | $7561512.26     | 0.00%             | 2051-08-23      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAM2<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     7857000 | PA      | $6980240.51     | 0.00%             | 2030-07-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AE1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     9730000 | PA      | $9308169.35     | 0.00%             | 2032-03-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8525                      | CUSIP: 3132DWPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43812118 | PA      | $44541138.95    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8111                      | CUSIP: 3138AAAM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          69 | PA      | $68.69          | 0.00%             | 2026-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAT1<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $4616828.14     | 0.00%             | 2051-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86719                      | CUSIP: 312933PC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14568 | PA      | $15091.93       | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Los Angeles Department of Airports Customer Facility Charge Revenue      | LOS ANGELES ARPTS-A            | CUSIP: 54445CAK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2800000 | PA      | $2373083.72     | 0.00%             | 2048-05-15      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2241                      | CUSIP: 3140X5P31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      902796 | PA      | $819834.70      | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08210                      | CUSIP: 3128MJGU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      148686 | PA      | $156771.49      | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7365                      | CUSIP: 31417EFF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2229546 | PA      | $2027346.88     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AW0<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3515070.78     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5331                      | CUSIP: 36179T4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11995180 | PA      | $11707337.78    | 0.00%             | 2048-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5927                      | CUSIP: 3138WFSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1064450 | PA      | $1038889.75     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2893                      | CUSIP: 36179RGA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2005784 | PA      | $1915775.76     | 0.00%             | 2045-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 A4                | CUSIP: 36269WAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5059825.50     | 0.00%             | 2028-05-22      | Fixed         | 5.36%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AD8<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $1131332.16     | 0.00%             | 2120-10-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C44                                   | WFCM 2018-C44 A5               | CUSIP: 95001JAX5<br>LEI: 549300AGZIS1CJS4RM30 | Long             | ABS-MBS          | CORP              | US        |     8200000 | PA      | $8097921.48     | 0.00%             | 2051-05-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90956                      | CUSIP: 3128P7BZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3311 | PA      | $3306.61        | 0.00%             | 2026-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EB4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    14320000 | PA      | $13549798.80    | 0.00%             | 2048-01-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3           | CUSIP: 54627RAT7<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |    13100000 | PA      | $13169795.49    | 0.00%             | 2039-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EV6<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     9600000 | PA      | $9561821.25     | 0.00%             | 2030-06-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4772                        | CUSIP: 36202FJR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2076698 | PA      | $2103962.46     | 0.00%             | 2040-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAS6<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4160243.43     | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7557                      | CUSIP: 3133KPME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20598100 | PA      | $19776534.71    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC2387                      | CUSIP: 3140EWUM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12693 | PA      | $12363.71       | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826424                      | CUSIP: 31407CD53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      340807 | PA      | $344668.03      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCG4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    13540000 | PA      | $13917796.61    | 0.00%             | 2032-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4053                      | CUSIP: 31418DQF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8865191 | PA      | $8360541.98     | 0.00%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAU0<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |    18375000 | PA      | $17811369.81    | 0.01%             | 2029-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DZ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    12549000 | PA      | $11993789.80    | 0.00%             | 2053-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABC5<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |     8300000 | PA      | $8456126.43     | 0.00%             | 2029-01-09      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAD6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     1431000 | PA      | $1608574.46     | 0.00%             | 2031-10-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBH9<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6963500.57     | 0.00%             | 2055-02-15      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasin                                                   | GMALT 2025-1 A3                | CUSIP: 36271VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5033332.00     | 0.00%             | 2028-02-21      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAH6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $15242742.57    | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECJ2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    11525000 | PA      | $11785991.81    | 0.00%             | 2027-09-13      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7758                      | CUSIP: 31419JTQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      146362 | PA      | $145657.60      | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABK7<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    11500000 | PA      | $11741661.00    | 0.00%             | 2028-01-21      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57820                      | CUSIP: 3128KLVM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22645 | PA      | $23477.33       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896516AA9<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |    10120000 | PA      | $8294068.95     | 0.00%             | 2045-12-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5191                      | CUSIP: 31418EXV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    73814543 | PA      | $75261935.24    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CH8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    14130000 | PA      | $9636619.96     | 0.00%             | 2045-05-05      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967CC3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     6135000 | PA      | $6451937.38     | 0.00%             | 2033-10-31      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAL0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $2901465.85     | 0.00%             | 2050-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6110                      | CUSIP: 3140QRYG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16477926 | PA      | $17103630.36    | 0.01%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5342                      | CUSIP: 3140XL5C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30466227 | PA      | $30685002.15    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC9580                      | CUSIP: 31417WUE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1728392 | PA      | $1712547.47     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN-A-REF-TXBL           | CUSIP: 977100EL6<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     9400000 | PA      | $8725548.12     | 0.00%             | 2036-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4055                      | CUSIP: 31418DQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41125188 | PA      | $34432273.08    | 0.01%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6791                      | CUSIP: 3138WGRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7195591 | PA      | $6874627.21     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735382                      | CUSIP: 31402Q6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      869530 | PA      | $879081.94      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91437                      | CUSIP: 3128P7S20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2673006 | PA      | $2622272.86     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4868000 | PA      | $5206099.64     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-B                                                       | CNH 2024-B A3                  | CUSIP: 18978JAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2534186.50     | 0.00%             | 2029-09-17      | Fixed         | 5.19%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0025                      | CUSIP: 3618N5A33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   170721243 | PA      | $167735653.01   | 0.05%             | 2054-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91168                      | CUSIP: 3128P7JM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19221 | PA      | $19442.94       | 0.00%             | 2028-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 69120VAW1<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3194186.47     | 0.00%             | 2029-01-15      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GR8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8397000 | PA      | $6725744.40     | 0.00%             | 2049-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCE3<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7212778.65     | 0.00%             | 2028-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBM6<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     1655000 | PA      | $1242558.69     | 0.00%             | 2041-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1148                      | CUSIP: 3138EHH21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50327 | PA      | $49908.45       | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAG9<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $9095109.16     | 0.00%             | 2040-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CX3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    12094000 | PA      | $10073171.83    | 0.00%             | 2046-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCK0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $5887687.16     | 0.00%             | 2031-05-15      | Fixed         | 2.40%                 | Yes           |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBG5<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     7925000 | PA      | $7673282.55     | 0.00%             | 2029-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563612                      | CUSIP: 36213TDR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3506 | PA      | $3607.57        | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGC7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    25400000 | PA      | $25306345.07    | 0.01%             | 2027-11-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C38                                   | WFCM 2017-C38 A5               | CUSIP: 95001MAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    16405000 | PA      | $16075787.74    | 0.01%             | 2050-07-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1028824000 | PA      | $907334350.87   | 0.29%             | 2031-05-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BC4<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     2500000 | PA      | $2483256.41     | 0.00%             | 2034-12-15      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1580                      | CUSIP: 3140X4XJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1477426 | PA      | $1391672.04     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAN0<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    17490000 | PA      | $14187817.79    | 0.00%             | 2048-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR               | CUSIP: 737679DE7<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     6390000 | PA      | $5295346.92     | 0.00%             | 2043-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08754                      | CUSIP: 3128MJZU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      420724 | PA      | $410484.50      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AJ5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     5975000 | PA      | $6519700.74     | 0.00%             | 2038-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DW6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    28500000 | PA      | $30631632.66    | 0.01%             | 2044-03-09      | Variable      | 6.33%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCE9<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    18370000 | PA      | $18637041.98    | 0.01%             | 2028-04-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DY1<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    37525000 | PA      | $36707238.04    | 0.01%             | 2027-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786371                      | CUSIP: 3622AB6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16456068 | PA      | $16238992.84    | 0.01%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L3                                           | MSC 2019-L3 A4                 | CUSIP: 61691UBE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8435000 | PA      | $7874353.39     | 0.00%             | 2052-11-15      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3859                      | CUSIP: 3132E0JC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12285232 | PA      | $12775724.44    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C6                                          | CFCRE 2016-C6 A3               | CUSIP: 12532AAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9700000 | PA      | $9507406.50     | 0.00%             | 2049-11-10      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCR9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     3800000 | PA      | $3910189.70     | 0.00%             | 2028-01-13      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3057                      | CUSIP: 31418CMF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15111260 | PA      | $13882948.80    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBS0<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    42991000 | PA      | $44217138.71    | 0.01%             | 2031-02-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JT5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     9367000 | PA      | $8416817.95     | 0.00%             | 2031-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BW3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    10000000 | PA      | $9966389.49     | 0.00%             | 2036-01-31      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4293                      | CUSIP: 3138X3XX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3887153 | PA      | $3734413.77     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82736                       | CUSIP: 36225FBE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      620371 | PA      | $630238.65      | 0.00%             | 2041-02-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9427                      | CUSIP: 36179YPL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1721383 | PA      | $1780251.82     | 0.00%             | 2054-01-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64185                      | CUSIP: 3128KUUJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74179 | PA      | $78260.20       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08205                      | CUSIP: 3128MJGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9515 | PA      | $10032.43       | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGL8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    10721000 | PA      | $10721859.26    | 0.00%             | 2027-07-22      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254793                      | CUSIP: 31371K7E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      741101 | PA      | $748448.90      | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6230                      | CUSIP: 31417C4Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2227447 | PA      | $2085581.28     | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AZ3<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     2383000 | PA      | $2416591.66     | 0.00%             | 2029-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAF3<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    13058000 | PA      | $8699478.28     | 0.00%             | 2050-06-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063EBP0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5500000 | PA      | $5728077.30     | 0.00%             | 2029-09-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0008                      | CUSIP: 3138W9AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1372798 | PA      | $1348849.11     | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A69202                      | CUSIP: 3128L1GK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68489 | PA      | $70935.28       | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CB0<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     1510000 | PA      | $1546523.83     | 0.00%             | 2040-03-15      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2067                      | CUSIP: 31416XJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      856595 | PA      | $810818.78      | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                 | BMARK 2019-B9 A4               | CUSIP: 08160JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2570296 | PA      | $2514300.21     | 0.00%             | 2052-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9976                      | CUSIP: 3138ESCN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      500360 | PA      | $486974.74      | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                                           | IPALCO ENTPRS IN               | CUSIP: 462613AR1<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |    10300000 | PA      | $10343273.34    | 0.00%             | 2034-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6835                      | CUSIP: 31417DSZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4382571 | PA      | $4103383.03     | 0.00%             | 2042-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M22 A2                | CUSIP: 3136B6XJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13462250 | PA      | $12655079.52    | 0.00%             | 2029-08-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ5878                      | CUSIP: 3140H7Q83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      240623 | PA      | $220462.60      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAH1<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4849748.65     | 0.00%             | 2034-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01921                      | CUSIP: 3128LXD23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120470 | PA      | $122002.32      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| COMM 2018-COR3 Mortgage Trust                                                    | COMM 2018-COR3 A2              | CUSIP: 12595VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2499857 | PA      | $2454427.11     | 0.00%             | 2051-05-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4033                      | CUSIP: 3132E0PS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12376614 | PA      | $12870755.57    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | BLUE OWL FIN LLC               | CUSIP: 09581JAU0<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |     1191000 | PA      | $812458.65      | 0.00%             | 2051-10-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAH4<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3126328.73     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2752                      | CUSIP: 3142GTBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31690697 | PA      | $32440847.50    | 0.01%             | 2054-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0852                      | CUSIP: 36179M5M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8441616 | PA      | $7855096.86     | 0.00%             | 2043-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KH8<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    58471000 | PA      | $60179196.58    | 0.02%             | 2035-02-12      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAN9<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |    13529000 | PA      | $12721384.37    | 0.00%             | 2054-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 059438AH4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |      875000 | PA      | $913181.40      | 0.00%             | 2026-10-15      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD1 Mortgage Trust                                                       | CD 2016-CD1 A4                 | CUSIP: 12514MBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5650000 | PA      | $5453857.43     | 0.00%             | 2049-08-10      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5175                      | CUSIP: 31417BXD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1402181 | PA      | $1319008.77     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     3605000 | PA      | $3673769.79     | 0.00%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAP0<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1025000 | PA      | $810335.84      | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EM6<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    14020000 | PA      | $10053464.20    | 0.00%             | 2049-07-29      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7765                      | CUSIP: 36179WTW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15314165 | PA      | $11923061.86    | 0.00%             | 2051-12-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4360                      | CUSIP: 31418DZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58146204 | PA      | $53222936.26    | 0.02%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03486                      | CUSIP: 31292K2T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      689703 | PA      | $683984.29      | 0.00%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839196                      | CUSIP: 31407SKH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11446 | PA      | $11822.35       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AVBC5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     5100000 | PA      | $5153937.60     | 0.00%             | 2027-03-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AT4<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5043727.59     | 0.00%             | 2033-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Barrick North America Finance LLC                                                | BARRICK NA FIN                 | CUSIP: 06849RAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3632765.36     | 0.00%             | 2043-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGQ7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    20371000 | PA      | $17904577.77    | 0.01%             | 2045-11-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS-B            | CUSIP: 91514AKD6<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     2375000 | PA      | $1420112.25     | 0.00%             | 2049-08-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1382                      | CUSIP: 3140QLRC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22672274 | PA      | $19060413.27    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE22 Mortgage Trust                                                  | COMM 2015-CR22 AM              | CUSIP: 12592XBF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6425448 | PA      | $6300151.89     | 0.00%             | 2048-03-10      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CW9<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8726678.38     | 0.00%             | 2034-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CL1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    20540000 | PA      | $16508206.41    | 0.01%             | 2052-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0734                      | CUSIP: 3140XFY88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11581337 | PA      | $9280679.98     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4580                      | CUSIP: 31418ECS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44083955 | PA      | $39756696.42    | 0.01%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03037                      | CUSIP: 3128M4V67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      405426 | PA      | $419876.44      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4135                      | CUSIP: 3140XKSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16203966 | PA      | $15991188.40    | 0.01%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Idaho Energy Resources Authority                                                 | ID ENERGY RESOURCES            | CUSIP: 451174AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1900000 | PA      | $1306796.25     | 0.00%             | 2046-09-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC                            | CUSIP: 64966H4K3<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     3525000 | PA      | $3580660.10     | 0.00%             | 2037-10-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT71<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     5755000 | PA      | $5831357.57     | 0.00%             | 2030-05-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EL8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    20958000 | PA      | $20337816.98    | 0.01%             | 2064-02-22      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1376                      | CUSIP: 31427NQ69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24309867 | PA      | $25318432.19    | 0.01%             | 2055-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DW7<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    17810000 | PA      | $18080762.49    | 0.01%             | 2029-01-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4056                      | CUSIP: 31418DQJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1766056 | PA      | $1660788.95     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 A3                | CUSIP: 36269FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4900000 | PA      | $4914734.79     | 0.00%             | 2027-03-22      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CL6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    10700000 | PA      | $10831701.17    | 0.00%             | 2028-07-20      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89510                      | CUSIP: 312936R74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75738 | PA      | $76723.01       | 0.00%             | 2039-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AT0<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2610953.05     | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5391                      | CUSIP: 31418E7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24713635 | PA      | $25990081.62    | 0.01%             | 2054-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18627                      | CUSIP: 3128MMVV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      658405 | PA      | $640636.44      | 0.00%             | 2032-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8928                      | CUSIP: 3140XQ4N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15582212 | PA      | $15950474.59    | 0.01%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AL6<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    35000000 | PA      | $36182237.93    | 0.01%             | 2029-04-24      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK23                                                                  | BANK 2019-BN23 A3              | CUSIP: 06541RBB8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8290000 | PA      | $7715009.75     | 0.00%             | 2052-12-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    52000000 | PA      | $49548068.94    | 0.02%             | 2028-10-29      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBC8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     8000000 | PA      | $8278592.23     | 0.00%             | 2028-06-06      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7580811.79     | 0.00%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   496149000 | PA      | $311159071.36   | 0.10%             | 2049-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96413                      | CUSIP: 312945DS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4218093 | PA      | $4087230.50     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1521                      | CUSIP: 3140Q8VP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7400471 | PA      | $6543132.43     | 0.00%             | 2048-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BS1<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     9250000 | PA      | $9326253.58     | 0.00%             | 2035-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017FZQ9<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6800000 | PA      | $6811774.54     | 0.00%             | 2027-10-18      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256638                      | CUSIP: 31371NBF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19679 | PA      | $20693.82       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BA2375                      | CUSIP: 3617AET89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41316 | PA      | $40002.42       | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AR4<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10174930.07    | 0.00%             | 2028-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAE5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     8890000 | PA      | $7700157.14     | 0.00%             | 2048-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942AY8<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |     6028517 | PA      | $5107419.94     | 0.00%             | 2045-11-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2023-2                                                   | BMWLT 2023-2 A4                | CUSIP: 055979AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1650000 | PA      | $1663736.42     | 0.00%             | 2027-02-25      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0BT4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |      350000 | PA      | $309477.25      | 0.00%             | 2041-10-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605475                      | CUSIP: 36200NT84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20565 | PA      | $20766.57       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8946                      | CUSIP: 36179X5F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    44833780 | PA      | $43141462.13    | 0.01%             | 2053-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3274                      | CUSIP: 3140QNT85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8895207 | PA      | $8273270.92     | 0.00%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128282R0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   342539300 | PA      | $332249741.41   | 0.11%             | 2027-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZT2<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    28000000 | PA      | $27350606.95    | 0.01%             | 2027-03-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60715                      | CUSIP: 31335AYL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2220499 | PA      | $2249402.87     | 0.00%             | 2042-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7722                      | CUSIP: 3140QFSL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14105490 | PA      | $11955355.99    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BJ8<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    44204000 | PA      | $27970772.66    | 0.01%             | 2049-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7484                      | CUSIP: 3140XBJ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24812668 | PA      | $20999397.70    | 0.01%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591CP5<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |      665000 | PA      | $746425.26      | 0.00%             | 2038-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC40                                           | GSMS 2019-GC40 A4              | CUSIP: 36257HBP0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6250000 | PA      | $5814771.88     | 0.00%             | 2052-07-10      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K138 A2                   | CUSIP: 3137H5QM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8350000 | PA      | $7483306.74     | 0.00%             | 2032-01-25      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DA7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     2805000 | PA      | $2733759.92     | 0.00%             | 2054-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AV7<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2956102.54     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887624                      | CUSIP: 31410FD51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4850 | PA      | $5095.80        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47208                      | CUSIP: 3128K8AH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7421 | PA      | $7516.47        | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650344                      | CUSIP: 36292JP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7502 | PA      | $7579.51        | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                   | CUSIP: 655663AC6<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6152520.37     | 0.00%             | 2029-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDL7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    29885000 | PA      | $26130378.67    | 0.01%             | 2031-06-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                | CUSIP: 723787AR8<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8881047.94     | 0.00%             | 2031-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4070                      | CUSIP: 36179SQX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      456030 | PA      | $431722.39      | 0.00%             | 2046-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAF5<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    10854000 | PA      | $11029314.82    | 0.00%             | 2032-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4352                      | CUSIP: 3133KKZR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26137852 | PA      | $20896504.08    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781704                      | CUSIP: 36225B3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3402 | PA      | $3509.54        | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67706                      | CUSIP: 3132XCR31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7308440 | PA      | $6752762.42     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGC9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   454518500 | PA      | $456435999.92   | 0.15%             | 2027-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PER9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    35710000 | PA      | $36757114.93    | 0.01%             | 2033-02-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAG7<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     5309000 | PA      | $5144253.69     | 0.00%             | 2035-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | ARCH CAPITAL FIN               | CUSIP: 03939CAB9<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $2918805.74     | 0.00%             | 2046-12-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 B                 | CUSIP: 80286PAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2450000 | PA      | $2495071.92     | 0.00%             | 2029-12-17      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4279                      | CUSIP: 31418DXH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31361343 | PA      | $28735363.50    | 0.01%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-192            | CUSIP: 73358WXQ2<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     7385000 | PA      | $6623099.15     | 0.00%             | 2065-10-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BW8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6227417.20     | 0.00%             | 2029-02-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5298                      | CUSIP: 3140J93G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1984700 | PA      | $1804376.91     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAG2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    13126000 | PA      | $11799047.18    | 0.00%             | 2033-01-07      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAC4<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9675033.76     | 0.00%             | 2028-09-21      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DX2<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $6066263.66     | 0.00%             | 2054-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49389                      | CUSIP: 3132WPNF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1550698 | PA      | $1427464.17     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759192                      | CUSIP: 36230UF95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10024 | PA      | $9977.80        | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAL4<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    18035000 | PA      | $19435460.07    | 0.01%             | 2037-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAL1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     1280000 | PA      | $1282288.03     | 0.00%             | 2028-09-08      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780497                      | CUSIP: 36225ARS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1578 | PA      | $1585.24        | 0.00%             | 2027-01-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5130                      | CUSIP: 3133KYVX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1143597 | PA      | $944075.14      | 0.00%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JA5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     3060000 | PA      | $2801507.27     | 0.00%             | 2029-10-09      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00690                      | CUSIP: 31292GXT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3258 | PA      | $3316.23        | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698401                      | CUSIP: 36296Q3J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      122353 | PA      | $121057.46      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CH9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    17192000 | PA      | $11010858.39    | 0.00%             | 2055-05-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DP8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     5500000 | PA      | $5300982.55     | 0.00%             | 2052-09-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3310                      | CUSIP: 36179RVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11997608 | PA      | $11083766.16    | 0.00%             | 2045-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076AS1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    52494000 | PA      | $56291384.02    | 0.02%             | 2036-12-16      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3431                      | CUSIP: 3138A4Y58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      174743 | PA      | $173828.25      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BK8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    17317000 | PA      | $14152537.32    | 0.00%             | 2047-03-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BF4<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     8775000 | PA      | $8680985.71     | 0.00%             | 2053-09-08      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAK9<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    18750000 | PA      | $19940997.48    | 0.01%             | 2032-11-22      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M4 A2                 | CUSIP: 3136ARXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2053247 | PA      | $2025692.72     | 0.00%             | 2026-03-25      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0890                      | CUSIP: 3132CW7B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17485216 | PA      | $15999270.16    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                                         | WOART 2024-B A3                | CUSIP: 98164HAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3535173.95     | 0.00%             | 2029-09-17      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DT4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13237424.89    | 0.00%             | 2030-02-21      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBE4<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    10725000 | PA      | $9036047.48     | 0.00%             | 2042-07-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41326                      | CUSIP: 3128K1PK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54087 | PA      | $55949.14       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC0409                      | CUSIP: 3140AMN31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3017764 | PA      | $2958097.85     | 0.00%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K129 A2                   | CUSIP: 3137H13P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21275000 | PA      | $18792626.62    | 0.01%             | 2031-05-25      | Fixed         | 1.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4839                      | CUSIP: 31418ELV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10708219 | PA      | $9979598.63     | 0.00%             | 2052-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4777                      | CUSIP: 3128JQFT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19931 | PA      | $20613.33       | 0.00%             | 2040-06-01      | Floating      | 7.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4263                      | CUSIP: 3138ELWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48522 | PA      | $49908.95       | 0.00%             | 2043-09-01      | Floating      | 7.29%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CA5<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    34580000 | PA      | $32696127.21    | 0.01%             | 2030-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FBA1<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     6342000 | PA      | $6581504.92     | 0.00%             | 2031-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BL5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |      981000 | PA      | $707446.22      | 0.00%             | 2049-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7629                      | CUSIP: 3140XPPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10021547 | PA      | $10090378.49    | 0.00%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2073                      | CUSIP: 36179QJS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3630750 | PA      | $3357099.53     | 0.00%             | 2044-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07787                      | CUSIP: 3128M96Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1915945 | PA      | $1842656.33     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWL4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9575000 | PA      | $9442453.67     | 0.00%             | 2028-06-05      | Variable      | 3.69%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV CA-BABS                   | CUSIP: 913366DF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4535000 | PA      | $4835092.74     | 0.00%             | 2049-05-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5614                      | CUSIP: 31418FGY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37597153 | PA      | $37596904.67    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AN2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    36998000 | PA      | $37556685.54    | 0.01%             | 2034-06-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 920936                      | CUSIP: 31412CEH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50074 | PA      | $52609.14       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5116                        | CUSIP: 36202FVH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      507072 | PA      | $513774.28      | 0.00%             | 2041-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AA5<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1718805.96     | 0.00%             | 2057-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEW8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    20814000 | PA      | $18571866.11    | 0.01%             | 2053-04-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AV6<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |      620000 | PA      | $475366.26      | 0.00%             | 2050-09-17      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1704                      | CUSIP: 3132AD3M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14765527 | PA      | $14424611.82    | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAH1<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     9613000 | PA      | $8658426.45     | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5545                      | CUSIP: 3140QRET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8640779 | PA      | $8970915.15     | 0.00%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9726                      | CUSIP: 36179YYX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   127406124 | PA      | $129600222.66   | 0.04%             | 2054-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0774                      | CUSIP: 3138A12G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8063 | PA      | $8029.13        | 0.00%             | 2025-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CT1<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    13020000 | PA      | $12346715.54    | 0.00%             | 2054-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8097                      | CUSIP: 36179W7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    57821672 | PA      | $49213360.32    | 0.02%             | 2052-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR7043                      | CUSIP: 3138W4ZH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      908017 | PA      | $825396.22      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAY7<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1181931.73     | 0.00%             | 2050-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4406                      | CUSIP: 3132E03P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22697688 | PA      | $23990594.08    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABM4<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9229129.64     | 0.00%             | 2030-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1676                      | CUSIP: 36179N2H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      361181 | PA      | $328387.44      | 0.00%             | 2044-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8507                      | CUSIP: 3132D6NY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29423559 | PA      | $27116148.84    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGF0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    33792000 | PA      | $33503881.74    | 0.01%             | 2028-01-20      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8156                      | CUSIP: 3132DWBZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   166737740 | PA      | $139080967.69   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B2721                      | CUSIP: 3128JM4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3851 | PA      | $3953.44        | 0.00%             | 2035-01-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2022-A1 A                | CUSIP: 161571HS6<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $3396383.08     | 0.00%             | 2027-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253355                      | CUSIP: 31371JMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1592 | PA      | $1676.62        | 0.00%             | 2030-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6304                      | CUSIP: 3133C7AD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63959302 | PA      | $64058816.56    | 0.02%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0625                      | CUSIP: 36179MVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4839673 | PA      | $4507052.65     | 0.00%             | 2042-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7987                      | CUSIP: 36179W2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    80832491 | PA      | $68741566.64    | 0.02%             | 2052-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oregon State University                                                          | OREGON ST UNIV GEN             | CUSIP: 68608WAL6<br>LEI: 549300UBMR6O3SFCEV73 | Long             | DBT              | MUN               | US        |     5270000 | PA      | $3646456.34     | 0.00%             | 2060-03-01      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3375                      | CUSIP: 3132DQXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18255492 | PA      | $18335239.47    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82122                       | CUSIP: 36225ELC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       21228 | PA      | $21527.83       | 0.00%             | 2038-07-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743830                      | CUSIP: 31403BLK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23984 | PA      | $24229.34       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAX8<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     9276000 | PA      | $6358266.54     | 0.00%             | 2049-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AA2<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     9390000 | PA      | $7670263.55     | 0.00%             | 2045-08-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08595                      | CUSIP: 3128MJUV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1032845 | PA      | $990533.89      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01381                      | CUSIP: 31283HRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      229231 | PA      | $241088.84      | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC6945                      | CUSIP: 31417TWF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17799 | PA      | $18407.38       | 0.00%             | 2039-11-01      | Floating      | 6.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8446                      | CUSIP: 3132DWL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24720995 | PA      | $24720831.82    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AL8<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    16940000 | PA      | $14714304.09    | 0.00%             | 2044-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-2                                       | EART 2022-2A C                 | CUSIP: 30166QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      314553 | PA      | $314366.36      | 0.00%             | 2028-07-17      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4438                      | CUSIP: 31418D4Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46347002 | PA      | $38587012.05    | 0.01%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KAZ9<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    34332000 | PA      | $33803814.63    | 0.01%             | 2026-10-05      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON TX-TXBL                | CUSIP: 4423313K8<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     3270000 | PA      | $2721672.67     | 0.00%             | 2047-03-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0885                      | CUSIP: 31427M6X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19878675 | PA      | $20454828.94    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4494                        | CUSIP: 36202E7F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72143 | PA      | $69804.74       | 0.00%             | 2039-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CB4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $20662430.03    | 0.01%             | 2052-08-05      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DuPont de Nemours Inc                                                            | DOWDUPONT                      | CUSIP: 26078JAE0<br>LEI: 5493004JF0SDFLM8GD76 | Long             | DBT              | CORP              | US        |    11221000 | PA      | $11615421.20    | 0.00%             | 2038-11-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DV5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     7864000 | PA      | $8035294.30     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCF5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $3397605.87     | 0.00%             | 2041-01-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5395                      | CUSIP: 3140XL7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18464147 | PA      | $19328276.94    | 0.01%             | 2053-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC7907                      | CUSIP: 3133ASYC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16430040 | PA      | $13802344.61    | 0.00%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0435                      | CUSIP: 3132DMPU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17660467 | PA      | $14847023.87    | 0.00%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V84281                      | CUSIP: 3132L9XJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      466505 | PA      | $441159.29      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA0601                      | CUSIP: 3140A0U31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1458720 | PA      | $1485956.24     | 0.00%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1989                      | CUSIP: 3140QMF74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29342100 | PA      | $27433402.07    | 0.01%             | 2036-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 6 8/25                    | CUSIP: 21H060689<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    25310000 | PA      | $25635729.58    | 0.01%             | 2025-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8184                      | CUSIP: 3132D6CV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      448095 | PA      | $439835.52      | 0.00%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCS2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    23784000 | PA      | $23610963.22    | 0.01%             | 2029-09-27      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16471                      | CUSIP: 31296RFL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5365 | PA      | $5501.07        | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AB4<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |    13355000 | PA      | $10631243.51    | 0.00%             | 2052-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAA9<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    12525000 | PA      | $12401475.50    | 0.00%             | 2028-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5066                      | CUSIP: 31417BTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      563158 | PA      | $555800.06      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51864                      | CUSIP: 3128KEB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4005 | PA      | $4219.25        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV3598                      | CUSIP: 3138XE7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       97257 | PA      | $93201.03       | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCJ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   464552000 | PA      | $450379535.85   | 0.14%             | 2026-06-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Atlassian Corp                                                                   | ATLASSIAN CORP                 | CUSIP: 049468AA9<br>LEI: 549300V7ZY5P02D2MY38 | Long             | DBT              | CORP              | US        |     5915000 | PA      | $6071644.25     | 0.00%             | 2029-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMQ9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18285116.09    | 0.01%             | 2036-02-12      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JZ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    82200000 | PA      | $82843791.52    | 0.03%             | 2029-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3053                      | CUSIP: 3138X2MB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1440 | PA      | $1412.54        | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BN8<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7339293.19     | 0.00%             | 2029-05-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJQ4<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    27500000 | PA      | $28321386.59    | 0.01%             | 2030-01-23      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDJ1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $23376990.60    | 0.01%             | 2036-01-30      | Variable      | 6.18%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAV5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     2795000 | PA      | $2269122.43     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01498                      | CUSIP: 31292HUX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11248 | PA      | $11898.39       | 0.00%             | 2032-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AU8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     7725000 | PA      | $7633098.61     | 0.00%             | 2028-01-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAZ3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    53750000 | PA      | $53059547.55    | 0.02%             | 2036-05-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2824                      | CUSIP: 3138EKD69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1865958 | PA      | $1748311.88     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BH1<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $5154986.73     | 0.00%             | 2031-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773DA5<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     2208000 | PA      | $2138697.99     | 0.00%             | 2027-05-05      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAZ1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    24333000 | PA      | $19255244.93    | 0.01%             | 2110-10-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AG6<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5671645.73     | 0.00%             | 2029-04-22      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAN4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     9250000 | PA      | $8690875.83     | 0.00%             | 2044-03-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRL3<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    33500000 | PA      | $33884931.36    | 0.01%             | 2034-03-12      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| New Hampshire Business Finance Authority                                         | NATIONAL FIN AUTH              | CUSIP: 63607VAF3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3600000 | PA      | $2547948.24     | 0.00%             | 2032-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737268                      | CUSIP: 3620ARCD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       57529 | PA      | $55709.02       | 0.00%             | 2040-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BZ8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     8303000 | PA      | $7428968.21     | 0.00%             | 2030-06-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3238                      | CUSIP: 3140XJS46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27322231 | PA      | $21664081.17    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0222                      | CUSIP: 3140XFG88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1392453 | PA      | $1147551.18     | 0.00%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93505                      | CUSIP: 3129413N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3290769 | PA      | $3263724.86     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAS6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6697125.49     | 0.00%             | 2034-02-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0747                      | CUSIP: 31427MZM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24837137 | PA      | $25842353.32    | 0.01%             | 2055-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJE0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    76925000 | PA      | $54821141.01    | 0.02%             | 2041-06-19      | Variable      | 2.68%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                  | BANK 2019-BN17 AS              | CUSIP: 065403BF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2125000 | PA      | $2040776.90     | 0.00%             | 2052-04-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57320                      | CUSIP: 3128KLDZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7446 | PA      | $7833.55        | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37968                      | CUSIP: 31297TZ97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29303 | PA      | $30325.74       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AJ6902                      | CUSIP: 36183CU38<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      527072 | PA      | $473421.46      | 0.00%             | 2044-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CE9<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     5685000 | PA      | $5769066.69     | 0.00%             | 2035-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605560                      | CUSIP: 36200NWV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4913 | PA      | $4961.74        | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BE6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2353306.99     | 0.00%             | 2037-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                                   | WOLS 2025-A A3                 | CUSIP: 98164PAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2004588.00     | 0.00%             | 2028-04-17      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAU8<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     2360000 | PA      | $2377841.71     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BB8<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    15073000 | PA      | $15179103.83    | 0.00%             | 2028-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PAX0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     1185000 | PA      | $1300744.63     | 0.00%             | 2037-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBS7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9790931.92     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 721749                      | CUSIP: 3620A7ZN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      341326 | PA      | $337585.83      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAR8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     3113000 | PA      | $2699206.49     | 0.00%             | 2031-01-28      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BF9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     8315000 | PA      | $8091960.60     | 0.00%             | 2030-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DA5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     4355000 | PA      | $3140393.30     | 0.00%             | 2041-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AF2<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |    18471000 | PA      | $18759931.87    | 0.01%             | 2029-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8201                      | CUSIP: 3132DWDE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24874415 | PA      | $21572978.02    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BZ3<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     1651000 | PA      | $1647484.33     | 0.00%             | 2055-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595762                      | CUSIP: 36200AZ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4994 | PA      | $5132.64        | 0.00%             | 2035-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5522                      | CUSIP: 3140JAD47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64725 | PA      | $64414.92       | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAG3<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2511575.45     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AJ0<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4016441.42     | 0.00%             | 2029-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392EZ7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $2048402.11     | 0.00%             | 2038-05-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    22039000 | PA      | $21459196.92    | 0.01%             | 2035-02-14      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2609                      | CUSIP: 31418B3T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2766362 | PA      | $2551873.28     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8982                      | CUSIP: 3138WJ6U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      932498 | PA      | $908636.74      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BG6<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     9373000 | PA      | $6672186.89     | 0.00%             | 2050-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    32387000 | PA      | $27412007.37    | 0.01%             | 2045-05-11      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5529                      | CUSIP: 3138ENEB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2027087 | PA      | $1947576.04     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJT7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   112675000 | PA      | $101171213.64   | 0.03%             | 2032-04-22      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947698                      | CUSIP: 31413KKK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      106856 | PA      | $112668.08      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2985                      | CUSIP: 3138LTJ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2523172 | PA      | $2430429.38     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568AZ3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3716269.29     | 0.00%             | 2027-09-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKL2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    32155000 | PA      | $29417388.39    | 0.01%             | 2037-03-08      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2714                      | CUSIP: 3140X6AQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1881429 | PA      | $1649356.01     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7526                      | CUSIP: 3132DVLF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45965114 | PA      | $38857992.50    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7255                      | CUSIP: 36179WBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    55542287 | PA      | $47234271.50    | 0.02%             | 2051-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEH5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    16392000 | PA      | $16888438.64    | 0.01%             | 2028-06-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890297                      | CUSIP: 31410LDA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2880 | PA      | $2870.39        | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAH6<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $5670596.77     | 0.00%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDH6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $17862512.60    | 0.01%             | 2028-04-10      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 AS              | CUSIP: 06650AAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $947863.00      | 0.00%             | 2050-11-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8337                      | CUSIP: 3132D6HN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1018032 | PA      | $995767.45      | 0.00%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9781                      | CUSIP: 36179Y2N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32308488 | PA      | $33166330.46    | 0.01%             | 2054-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DL0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    15575000 | PA      | $16514032.73    | 0.01%             | 2036-05-02      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFG2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1523925.34     | 0.00%             | 2028-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DQ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     4600000 | PA      | $4637886.34     | 0.00%             | 2028-01-11      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Inova Health System Foundation                                                   | INOVA HEALTH SY                | CUSIP: 45791GAA0<br>LEI: 5493001L7PBVS286Y307 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2382670.76     | 0.00%             | 2052-05-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYER SQB               | CUSIP: 110122AU2<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    10865000 | PA      | $8131056.59     | 0.00%             | 2042-08-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAU5<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    11695000 | PA      | $11696303.48    | 0.00%             | 2030-04-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Metropolitan Washington Airports Authority Dulles Toll Road Revenue              | MET WA DC ARPTS-BABS           | CUSIP: 592643AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4625000 | PA      | $5349174.18     | 0.00%             | 2046-10-01      | Fixed         | 7.46%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAH7<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |    13900000 | PA      | $11908458.12    | 0.00%             | 2031-03-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1381                      | CUSIP: 31427NRB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31431423 | PA      | $32485469.99    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DV0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    24730000 | PA      | $24593526.83    | 0.01%             | 2034-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00652                      | CUSIP: 31292GWM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1636 | PA      | $1663.17        | 0.00%             | 2028-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CM3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    13580000 | PA      | $15263890.76    | 0.00%             | 2038-04-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| IPALCO Enterprises Inc                                                           | IPALCO ENTPRS IN               | CUSIP: 462613AP5<br>LEI: 5493000YFVK2DZX0JV43 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4228765.92     | 0.00%             | 2030-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FK0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     4606000 | PA      | $3505664.35     | 0.00%             | 2050-03-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QAX1<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    10121000 | PA      | $10298795.07    | 0.00%             | 2041-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848666                      | CUSIP: 31300LTX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       96478 | PA      | $98659.34       | 0.00%             | 2036-10-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389AK9<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3158860.89     | 0.00%             | 2027-01-01      | Fixed         | 8.21%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAA5<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     2015000 | PA      | $2003289.88     | 0.00%             | 2028-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8A1<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |     7470000 | PA      | $7532801.07     | 0.00%             | 2028-01-14      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3125                      | CUSIP: 31418CPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2185541 | PA      | $2120373.48     | 0.00%             | 2032-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAP9<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    12175000 | PA      | $10869572.64    | 0.00%             | 2032-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEF8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    46200000 | PA      | $39249921.24    | 0.01%             | 2036-09-16      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2670                      | CUSIP: 31418B6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9502312 | PA      | $8454927.71     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08180                      | CUSIP: 3128MJFW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8551 | PA      | $9000.78        | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3S5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4700000 | PA      | $4667828.50     | 0.00%             | 2038-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BJW3<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    23300000 | PA      | $23369771.47    | 0.01%             | 2028-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254093                      | CUSIP: 31371KGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6369 | PA      | $6705.06        | 0.00%             | 2031-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-C31                                   | WFCM 2015-C31 A4               | CUSIP: 94989WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2861000 | PA      | $2849192.94     | 0.00%             | 2048-11-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FC2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |      595000 | PA      | $595481.46      | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0336                      | CUSIP: 31419ALS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      139095 | PA      | $146137.99      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFU3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12221667.95    | 0.00%             | 2028-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0829                      | CUSIP: 3132CW4N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14095072 | PA      | $13440695.39    | 0.00%             | 2037-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135AP1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |     4870000 | PA      | $4968972.39     | 0.00%             | 2034-12-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4153                      | CUSIP: 31418DTK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5272841 | PA      | $4703430.36     | 0.00%             | 2040-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGP3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1113971.64     | 0.00%             | 2052-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FT30<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |      795000 | PA      | $794296.35      | 0.00%             | 2042-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69349LAR9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    13750000 | PA      | $13644196.92    | 0.00%             | 2028-07-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4842                      | CUSIP: 31418ELY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29556369 | PA      | $29667010.62    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                                | BMARK 2022-B36 A5              | CUSIP: 08163QBH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4300000 | PA      | $4184997.36     | 0.00%             | 2055-07-15      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                                                | BMARK 2019-B10 A4              | CUSIP: 08162VAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7425000 | PA      | $7181072.42     | 0.00%             | 2062-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAB9<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12914468.94    | 0.00%             | 2029-10-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BD7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     6318000 | PA      | $6447226.86     | 0.00%             | 2030-04-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCQ1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $2910053.00     | 0.00%             | 2053-02-28      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAN9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |    19296000 | PA      | $19306866.08    | 0.01%             | 2035-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZV5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6000000 | PA      | $6141569.90     | 0.00%             | 2029-02-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676940                      | CUSIP: 36295QBH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      190573 | PA      | $192625.91      | 0.00%             | 2038-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EQ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    18500000 | PA      | $14731439.50    | 0.00%             | 2052-08-08      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAD4<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6635144.64     | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFD2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    50000000 | PA      | $50982980.17    | 0.02%             | 2029-04-20      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BT6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     3334000 | PA      | $3231044.19     | 0.00%             | 2055-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAG5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    23200000 | PA      | $16932182.43    | 0.01%             | 2050-01-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LBC7<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     4000000 | PA      | $3950616.09     | 0.00%             | 2029-07-16      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18380000 | PA      | $17164519.88    | 0.01%             | 2044-04-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4505                      | CUSIP: 3138WEAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9160 | PA      | $8956.40        | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAF0<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8466208.44     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 434358                      | CUSIP: 36207KQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2579 | PA      | $2629.08        | 0.00%             | 2029-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK 2021-BN36 A5              | CUSIP: 06540DBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6800000 | PA      | $5941605.40     | 0.00%             | 2064-09-15      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Case Western Reserve University                                                  | CASE WESTERN RES               | CUSIP: 14745XAA6<br>LEI: 2YXI7YIWYFWZG3QHF204 | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3514049.90     | 0.00%             | 2122-06-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GM0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5615973.52     | 0.00%             | 2033-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rayonier LP                                                                      | RAYONIER LP                    | CUSIP: 75508XAA4<br>LEI: 5493004X96PV3VY6KB95 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1769297.23     | 0.00%             | 2031-05-17      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCB3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $11014102.41    | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725705                      | CUSIP: 31402DGN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      324746 | PA      | $328207.97      | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638AP7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    27193000 | PA      | $33225716.11    | 0.01%             | 2033-11-21      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCL3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    31065000 | PA      | $28755326.79    | 0.01%             | 2038-10-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1468                      | CUSIP: 3138EHT28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1408333 | PA      | $1327919.85     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8802                      | CUSIP: 36179XX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35069643 | PA      | $35818796.95    | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCD5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |      250000 | PA      | $209972.98      | 0.00%             | 2048-03-27      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CV9<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8490747.85     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C26                              | JPMBB 2014-C26 B               | CUSIP: 46643TBF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1875000 | PA      | $1785712.50     | 0.00%             | 2048-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DZ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    21668000 | PA      | $13543787.69    | 0.00%             | 2050-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C19                                                    | BBCMS 2023-C19 A5              | CUSIP: 05553RAC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3225000 | PA      | $3329946.66     | 0.00%             | 2056-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 A4               | CUSIP: 90276WAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5700000 | PA      | $5587125.75     | 0.00%             | 2050-12-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7513                      | CUSIP: 3132DVK20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15104103 | PA      | $13833893.60    | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV9642                      | CUSIP: 3140MPWC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      603931 | PA      | $563970.15      | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAF9<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     3028000 | PA      | $3079601.46     | 0.00%             | 2033-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7507                      | CUSIP: 3140XBKV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6110487 | PA      | $5156136.61     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4268                      | CUSIP: 31418DW65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44527575 | PA      | $38351257.34    | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4752                      | CUSIP: 3140XLH68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      859327 | PA      | $774976.32      | 0.00%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAT0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     4030000 | PA      | $3349023.30     | 0.00%             | 2045-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBS4<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2942771.84     | 0.00%             | 2027-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   413878000 | PA      | $285721322.95   | 0.09%             | 2046-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B36 Mortgage Trust                                                | BMARK 2022-B36 AS              | CUSIP: 08163QBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1276820.22     | 0.00%             | 2055-07-15      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4535                      | CUSIP: 3140X8BD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10047119 | PA      | $8807814.94     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3089                      | CUSIP: 31418CNF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      902226 | PA      | $864978.42      | 0.00%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH9873                      | CUSIP: 3138AB6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84801 | PA      | $83974.30       | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority                                                        | INDIANA FIN AUTH-TXBL          | CUSIP: 45506ECL5<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |     4250000 | PA      | $3025746.28     | 0.00%             | 2051-01-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QJ8227                      | CUSIP: 3133D0D81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26068285 | PA      | $25584230.55    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C54                                   | WFCM 2019-C54 A4               | CUSIP: 95001YAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4985000 | PA      | $4704454.67     | 0.00%             | 2052-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7865                      | CUSIP: 3128UGDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34822 | PA      | $36292.88       | 0.00%             | 2041-01-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDE2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    16314000 | PA      | $16875025.95    | 0.01%             | 2030-02-01      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KK6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    10810000 | PA      | $7980290.74     | 0.00%             | 2040-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723622                      | CUSIP: 3620A94F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1244437 | PA      | $1231030.89     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8494                      | CUSIP: 3132DWNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42893304 | PA      | $42893020.40    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574425                      | CUSIP: 36200WD65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1420 | PA      | $1458.05        | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAJ3<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4891491.65     | 0.00%             | 2027-05-20      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 622080                      | CUSIP: 36291ACR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9387 | PA      | $9332.06        | 0.00%             | 2033-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526BN8<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    14405000 | PA      | $14241938.12    | 0.00%             | 2032-12-01      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 744966                      | CUSIP: 31403CTX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3197 | PA      | $3289.11        | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAT7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     8650000 | PA      | $8840586.34     | 0.00%             | 2034-05-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DN6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     9250000 | PA      | $9338812.87     | 0.00%             | 2029-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAM8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     2088000 | PA      | $2116211.87     | 0.00%             | 2026-09-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCM5<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    11944000 | PA      | $12126952.06    | 0.00%             | 2032-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357797                      | CUSIP: 31376KNN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      107608 | PA      | $111078.68      | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0216                      | CUSIP: 3140XFG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12187647 | PA      | $11235694.36    | 0.00%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61761JZN2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     7605000 | PA      | $7556616.55     | 0.00%             | 2027-04-23      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B51<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    11375000 | PA      | $10667495.40    | 0.00%             | 2028-02-16      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   562536000 | PA      | $361780965.00   | 0.12%             | 2049-11-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| CNH Industrial NV                                                                | CNH INDUSTRIAL N               | CUSIP: 12594KAB8<br>LEI: 549300WGC2HZ5J67V817 | Long             | DBT              | CORP              | NL        |     4500000 | PA      | $4456171.69     | 0.00%             | 2027-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BY4<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1678338.34     | 0.00%             | 2029-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAE5<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    15650000 | PA      | $15410374.36    | 0.00%             | 2028-01-23      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AN1<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2555379.26     | 0.00%             | 2027-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5011                      | CUSIP: 3140J9R94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    93502348 | PA      | $86428007.25    | 0.03%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10300000 | PA      | $9659814.52     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAF0<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |    21930000 | PA      | $15685078.59    | 0.00%             | 2041-06-01      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDS8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    17965000 | PA      | $16955848.49    | 0.01%             | 2029-08-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9487                      | CUSIP: 36179YRG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2486219 | PA      | $2447984.30     | 0.00%             | 2054-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BB2325                      | CUSIP: 3617ASSN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69591 | PA      | $67312.79       | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2726                      | CUSIP: 3140XJA45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7832396 | PA      | $7210832.64     | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0843                      | CUSIP: 3138EG5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      262510 | PA      | $260455.70      | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFG2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    21335000 | PA      | $21666364.79    | 0.01%             | 2030-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBR8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4427837.29     | 0.00%             | 2046-05-13      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747AY3<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     4725000 | PA      | $4610619.38     | 0.00%             | 2027-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BG4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1358370.28     | 0.00%             | 2050-08-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3871                      | CUSIP: 31418DJR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34186316 | PA      | $29969461.49    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4292                      | CUSIP: 3138X3XW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1901065 | PA      | $1823955.99     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAC0<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     8172000 | PA      | $5019157.13     | 0.00%             | 2050-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AP0<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     5205000 | PA      | $4292620.57     | 0.00%             | 2046-05-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738711                      | CUSIP: 3620ASVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      586073 | PA      | $565864.29      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3243                      | CUSIP: 3140X6S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8233911 | PA      | $7523452.35     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                      | MSBAM 2016-C29 ASB             | CUSIP: 61766EBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       79402 | PA      | $79101.31       | 0.00%             | 2049-05-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAB1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    18975000 | PA      | $18927324.27    | 0.01%             | 2027-04-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0067                      | CUSIP: 3132DMCC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2732555 | PA      | $2797435.38     | 0.00%             | 2049-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECH2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    25665000 | PA      | $25360925.76    | 0.01%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8067                      | CUSIP: 3132DV6C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63812262 | PA      | $53427141.95    | 0.02%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM4908                      | CUSIP: 3131XYNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2691775 | PA      | $2472975.69     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05403                      | CUSIP: 3128M7KQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      545152 | PA      | $565259.38      | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782068                      | CUSIP: 36241KJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      111740 | PA      | $112860.49      | 0.00%             | 2036-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ3023                      | CUSIP: 3140KNLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1968792 | PA      | $1580763.43     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JB7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2198491.03     | 0.00%             | 2043-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56532                      | CUSIP: 3128KKHH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34677 | PA      | $36394.16       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7856                      | CUSIP: 3138EQWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      330993 | PA      | $320166.51      | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAL7<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     5607000 | PA      | $5741564.56     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAJ8<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     2068000 | PA      | $1833386.94     | 0.00%             | 2043-08-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAK6<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4344608.73     | 0.00%             | 2028-10-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4534                      | CUSIP: 3140X8BC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9341160 | PA      | $8203530.57     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6603                      | CUSIP: 3140QEKR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19992218 | PA      | $16613634.89    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5689                      | CUSIP: 3140XMKB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7090560 | PA      | $7068912.02     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K158 A2                   | CUSIP: 3137FJY60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9248000 | PA      | $9110113.24     | 0.00%             | 2030-12-25      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BT4<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     4793000 | PA      | $4700919.90     | 0.00%             | 2027-06-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AE1<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    16850000 | PA      | $12153384.12    | 0.00%             | 2051-10-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BU0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     8225000 | PA      | $8433065.73     | 0.00%             | 2030-09-23      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAV2<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    14995000 | PA      | $14878314.34    | 0.00%             | 2028-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BW6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    14550000 | PA      | $14439228.00    | 0.00%             | 2037-01-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAH8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    16020000 | PA      | $15112678.52    | 0.00%             | 2029-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAB0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     3975000 | PA      | $4235044.57     | 0.00%             | 2038-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-161 A2                  | CUSIP: 3137HB2X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6700000 | PA      | $6879088.99     | 0.00%             | 2033-10-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08610                      | CUSIP: 3128MJVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7553133 | PA      | $7238589.90     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CP4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     4245000 | PA      | $4194819.32     | 0.00%             | 2028-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0628                      | CUSIP: 31427MVW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36469621 | PA      | $37083459.22    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJN0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |      600000 | PA      | $427716.25      | 0.00%             | 2052-03-13      | Variable      | 3.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1908                      | CUSIP: 3140J6DN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4972297 | PA      | $4785180.21     | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4978                      | CUSIP: 31418EQ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59719503 | PA      | $58692703.70    | 0.02%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5382                      | CUSIP: 3132DS6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14401742 | PA      | $14756147.46    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5296                      | CUSIP: 3132DS3D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9796072 | PA      | $10067751.07    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: 25156PAC7<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |    47657000 | PA      | $56273654.09    | 0.02%             | 2030-06-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8151                      | CUSIP: 31419KBV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9948 | PA      | $9673.21        | 0.00%             | 2039-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2489                      | CUSIP: 3138EJXT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31311 | PA      | $30242.51       | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DY3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    16358000 | PA      | $16442901.66    | 0.01%             | 2034-08-14      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8251                      | CUSIP: 3140QGEZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21778363 | PA      | $18097930.72    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DQ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    20050000 | PA      | $12143323.51    | 0.00%             | 2061-01-22      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAS3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3155206.60     | 0.00%             | 2031-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782696                      | CUSIP: 36241K7H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1284592 | PA      | $1298548.43     | 0.00%             | 2039-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B A4                | CUSIP: 34529NAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1550000 | PA      | $1557941.27     | 0.00%             | 2027-01-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAK6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $5246323.24     | 0.00%             | 2050-05-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| MSD Investment Corp                                                              | MSD INVESTMENT                 | CUSIP: 55354LAA7<br>LEI: 549300K4HV7AOWFSAO65 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4063855.12     | 0.00%             | 2030-05-31      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q08998                      | CUSIP: 3132GUKK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2346209 | PA      | $2205847.01     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256676                      | CUSIP: 31371NCM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6552 | PA      | $6574.92        | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CA5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     8650000 | PA      | $7093901.83     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0380                      | CUSIP: 3138W9M64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1192076 | PA      | $1164554.61     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8282                      | CUSIP: 3132DWFX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25633832 | PA      | $26579169.38    | 0.01%             | 2053-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3254                      | CUSIP: 3142GTTL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33132003 | PA      | $33349212.64    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NY ST URBAN-B-3-PRERE          | CUSIP: 650036JW7<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |      585000 | PA      | $578888.21      | 0.00%             | 2033-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2S0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    23000000 | PA      | $23282933.38    | 0.01%             | 2026-07-17      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850580                      | CUSIP: 31408F6R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3611 | PA      | $3726.41        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439BE8<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     4200000 | PA      | $4315057.76     | 0.00%             | 2036-06-13      | Variable      | 6.07%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                    | SDART 2024-1 B                 | CUSIP: 80288AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $905249.97      | 0.00%             | 2028-12-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8408                      | CUSIP: 3132DWKV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      129679 | PA      | $129839.89      | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 AS              | CUSIP: 08163JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $728601.13      | 0.00%             | 2054-09-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952397                      | CUSIP: 31413QRS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6990 | PA      | $7594.40        | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q41947                      | CUSIP: 3132WFEV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3228 | PA      | $3154.00        | 0.00%             | 2046-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38145GAH3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    54865000 | PA      | $54238031.32    | 0.02%             | 2026-11-16      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BP3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $4719066.17     | 0.00%             | 2038-07-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7607                      | CUSIP: 3140QFNZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22302072 | PA      | $19634761.60    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4547                      | CUSIP: 3140H6BR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      287602 | PA      | $271717.75      | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                | CUSIP: 44644MAF8<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5015362.47     | 0.00%             | 2028-05-17      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C46                                   | WFCM 2018-C46 A4               | CUSIP: 95001QAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10575000 | PA      | $10418095.55    | 0.00%             | 2051-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLF4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3229512.75     | 0.00%             | 2030-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5597                      | CUSIP: 3140XMGF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27551017 | PA      | $24691036.84    | 0.01%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1026                      | CUSIP: 36179ND70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       64306 | PA      | $65425.94       | 0.00%             | 2043-05-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46873                      | CUSIP: 3132WLT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      795850 | PA      | $776479.99      | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18465                      | CUSIP: 3128MMQT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1730493 | PA      | $1693911.14     | 0.00%             | 2028-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    12600000 | PA      | $11683220.22    | 0.00%             | 2049-09-05      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3472                      | CUSIP: 31418C2E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      825214 | PA      | $825982.24      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8123                      | CUSIP: 3132D6AY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17815809 | PA      | $16296200.27    | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBN0<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4699293.59     | 0.00%             | 2030-04-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CQ7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    23915000 | PA      | $24456031.58    | 0.01%             | 2029-12-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 632525CK5<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     4230000 | PA      | $4277941.93     | 0.00%             | 2030-06-13      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930770                      | CUSIP: 31412PCF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57221 | PA      | $57087.64       | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8470                      | CUSIP: 3132DWMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32814122 | PA      | $33365268.05    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCR5<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $16419693.78    | 0.01%             | 2054-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K509 A2                   | CUSIP: 3137HAST4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7750000 | PA      | $7909202.83     | 0.00%             | 2028-09-25      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783262                      | CUSIP: 36241LTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      407664 | PA      | $403172.03      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BA6<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     4251000 | PA      | $4712565.40     | 0.00%             | 2040-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BK1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     9504000 | PA      | $9136216.22     | 0.00%             | 2041-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0211                      | CUSIP: 3142GQGV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8645058 | PA      | $9129393.14     | 0.00%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832414                      | CUSIP: 31407JYK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       79386 | PA      | $80288.77       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18673                      | CUSIP: 3128MMXB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4554949 | PA      | $4419506.92     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EP9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    23570000 | PA      | $23805122.53    | 0.01%             | 2034-07-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1218                      | CUSIP: 3140Q8K87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5328830 | PA      | $5179150.81     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3356                      | CUSIP: 31418CWS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4050016 | PA      | $3710687.27     | 0.00%             | 2048-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR               | CUSIP: 025676AQ0<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8436549.60     | 0.00%             | 2035-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAN2<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2133839.08     | 0.00%             | 2028-12-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBP8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4268665.30     | 0.00%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FV0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     4781000 | PA      | $3764444.62     | 0.00%             | 2049-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8151                      | CUSIP: 36179XBU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    38657936 | PA      | $37334639.86    | 0.01%             | 2052-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87634                      | CUSIP: 312934PT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23066 | PA      | $23871.85       | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7346                      | CUSIP: 3140XBEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7438584 | PA      | $6511741.96     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942987                      | CUSIP: 31413ECY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51815 | PA      | $54536.82       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                                   | BMWLT 2024-1 A4                | CUSIP: 05611UAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3575000 | PA      | $3604098.36     | 0.00%             | 2027-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CH7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3040988.26     | 0.00%             | 2030-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS           | CUSIP: 02765UEK6<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |    10275000 | PA      | $13031493.77    | 0.00%             | 2050-02-15      | Fixed         | 8.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2771                      | CUSIP: 31418CCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11984765 | PA      | $10652518.13    | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781885                      | CUSIP: 36241KCW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      131345 | PA      | $132598.74      | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08457                      | CUSIP: 3128MJQK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      366830 | PA      | $363452.08      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97775                      | CUSIP: 312946T89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      653161 | PA      | $632573.03      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49327M3H5<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |    16635000 | PA      | $16402139.22    | 0.01%             | 2033-01-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4923                        | CUSIP: 36202FPG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3244788 | PA      | $3211788.60     | 0.00%             | 2041-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                   | CUSIP: 655663AB8<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     4987000 | PA      | $5274739.47     | 0.00%             | 2033-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BF5<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13011742.17    | 0.00%             | 2033-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                                            | HART 2024-C A4                 | CUSIP: 448976AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1380000 | PA      | $1390288.18     | 0.00%             | 2031-01-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DV1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     6375000 | PA      | $6481628.25     | 0.00%             | 2033-07-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAR2<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    12000000 | PA      | $12483547.51    | 0.00%             | 2035-03-13      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9364                      | CUSIP: 36179YMM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    50016513 | PA      | $51481297.03    | 0.02%             | 2053-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 A4                | CUSIP: 02008FAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2536969.25     | 0.00%             | 2029-10-15      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GG3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6650000 | PA      | $5779005.49     | 0.00%             | 2032-03-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWZ3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    23875000 | PA      | $23741117.84    | 0.01%             | 2029-05-01      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DW8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    19212000 | PA      | $18221079.16    | 0.01%             | 2054-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 609142                      | CUSIP: 31388MWB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5560 | PA      | $5847.55        | 0.00%             | 2031-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AH1<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    13600000 | PA      | $12688490.03    | 0.00%             | 2030-01-22      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7244                      | CUSIP: 3138WHBN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      977486 | PA      | $901696.92      | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BG7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    14199000 | PA      | $13791699.36    | 0.00%             | 2035-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M6 A2                 | CUSIP: 3136BQDE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8175963 | PA      | $8177423.58     | 0.00%             | 2028-07-25      | Variable      | 4.19%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CV8<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    14900000 | PA      | $15281712.16    | 0.00%             | 2030-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7866                      | CUSIP: 3140QTW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9478339 | PA      | $9840475.19     | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAR0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    39468000 | PA      | $38130419.85    | 0.01%             | 2035-05-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3149                      | CUSIP: 31418CQB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1767224 | PA      | $1671276.31     | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Franklin Resources Inc                                                           | FRANKLIN RES INC               | CUSIP: 354613AL5<br>LEI: RIFQSET379FOGTEFKS80 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8610887.45     | 0.00%             | 2030-10-30      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M7 A2                 | CUSIP: 3136AS4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1461056 | PA      | $1435064.38     | 0.00%             | 2026-09-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAG1<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |      600000 | PA      | $520077.85      | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAA1<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     8960000 | PA      | $6646389.19     | 0.00%             | 2049-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3520                      | CUSIP: 36179R4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5418594 | PA      | $4856852.20     | 0.00%             | 2046-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6394                      | CUSIP: 3140XAC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14462162 | PA      | $11697689.68    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995112                      | CUSIP: 31416BN53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1355310 | PA      | $1397571.17     | 0.00%             | 2036-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAZ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2447908.02     | 0.00%             | 2032-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAT7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    10870000 | PA      | $11724356.83    | 0.00%             | 2030-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893294                      | CUSIP: 31410PNK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4042 | PA      | $4231.69        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBU1<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    24281000 | PA      | $24685487.67    | 0.01%             | 2039-01-23      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAM1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    34125000 | PA      | $33634942.79    | 0.01%             | 2026-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940469                      | CUSIP: 31413BJN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       95308 | PA      | $100369.34      | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    14050000 | PA      | $14199109.48    | 0.00%             | 2033-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 A4              | CUSIP: 08162BBD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1866123.09     | 0.00%             | 2052-05-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| OGE Energy Corp                                                                  | OGE ENERGY CORP                | CUSIP: 670837AD5<br>LEI: CE5OG6JPOZMDSA0LAQ19 | Long             | DBT              | CORP              | US        |      500000 | PA      | $518420.04      | 0.00%             | 2029-05-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   586241900 | PA      | $420697264.94   | 0.13%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 610991                      | CUSIP: 36202VXU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12100 | PA      | $12215.30       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2756                      | CUSIP: 36179RBZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2304860 | PA      | $2275122.08     | 0.00%             | 2045-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0375                      | CUSIP: 31419AMZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          61 | PA      | $60.92          | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5000                      | CUSIP: 3140X8RW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8551962 | PA      | $7792680.52     | 0.00%             | 2050-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M3 A2                 | CUSIP: 3136B1LF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2823420 | PA      | $2703532.72     | 0.00%             | 2030-02-25      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K110 A2                   | CUSIP: 3137FTZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4875000 | PA      | $4329765.38     | 0.00%             | 2030-04-25      | Fixed         | 1.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8269                      | CUSIP: 3132DWFJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7090831 | PA      | $7247598.57     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                                   | BBCMS 2024-5C27 A3             | CUSIP: 05555FAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1800000 | PA      | $1884486.24     | 0.00%             | 2057-07-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAT4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     1936000 | PA      | $1721782.96     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JAT4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |      275000 | PA      | $306724.70      | 0.00%             | 2032-03-11      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AU6<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3049330.93     | 0.00%             | 2050-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-D Owner Trust                                       | TAOT 2023-D A3                 | CUSIP: 89239FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3400000 | PA      | $3439888.12     | 0.00%             | 2028-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDB8<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5685395.23     | 0.00%             | 2027-10-29      | Variable      | 7.15%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CV8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2662637.14     | 0.00%             | 2035-05-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406GAA9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3564098.62     | 0.00%             | 2028-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4123                      | CUSIP: 3140QPSM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36724056 | PA      | $34202285.05    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AN7<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    24150000 | PA      | $24042012.52    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EC3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     5265000 | PA      | $5118676.70     | 0.00%             | 2027-08-10      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4703                      | CUSIP: 3140J9GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2847809 | PA      | $2616326.05     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6621                      | CUSIP: 3138WGLB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4968192 | PA      | $4587643.75     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CU3<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     4984000 | PA      | $3039513.18     | 0.00%             | 2051-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAE2<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     4265000 | PA      | $4062366.96     | 0.00%             | 2029-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AM4<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     2899000 | PA      | $2738571.85     | 0.00%             | 2028-06-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAG8<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2647336.05     | 0.00%             | 2032-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94713                      | CUSIP: 312943GW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      367715 | PA      | $356203.27      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 920793                      | CUSIP: 31412B7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       66260 | PA      | $68631.69       | 0.00%             | 2036-10-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAK9<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |     9915000 | PA      | $10750780.25    | 0.00%             | 2039-11-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CR3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    28235000 | PA      | $19418270.02    | 0.01%             | 2040-09-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C11                                           | UBSCM 2018-C11 A5              | CUSIP: 90276XAV7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1531268.87     | 0.00%             | 2051-06-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                 | BMARK 2018-B5 A4               | CUSIP: 08160BAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $2071408.08     | 0.00%             | 2051-07-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCR1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    19738000 | PA      | $17460565.49    | 0.01%             | 2045-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 369604BY8<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     4948000 | PA      | $4172344.52     | 0.00%             | 2050-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3561                      | CUSIP: 31418C5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      611125 | PA      | $591122.77      | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4098                      | CUSIP: 3133KKRT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26822590 | PA      | $22574699.31    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAG9<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     3405000 | PA      | $3163245.16     | 0.00%             | 2030-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14826                      | CUSIP: 3128MDSP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       99963 | PA      | $98415.34       | 0.00%             | 2028-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7503                      | CUSIP: 3132DVKQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9982887 | PA      | $9149595.03     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AJ8<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     6887000 | PA      | $6991312.72     | 0.00%             | 2028-12-06      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02412                      | CUSIP: 3128M4AM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22343 | PA      | $23536.78       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6341                      | CUSIP: 36179VBJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4279222 | PA      | $4167174.71     | 0.00%             | 2049-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-1                        | GMCAR 2022-1 A3                | CUSIP: 380146AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       69277 | PA      | $69178.40       | 0.00%             | 2026-11-16      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBB9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     2393000 | PA      | $1845788.77     | 0.00%             | 2045-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DP0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     6500000 | PA      | $5712027.98     | 0.00%             | 2031-10-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9668                      | CUSIP: 3138WKW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4232020 | PA      | $4006217.85     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA5176                      | CUSIP: 31346YXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2111642 | PA      | $1775241.75     | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V3 Mortgage Trust                                                 | BMARK 2023-V3 AS               | CUSIP: 08163VAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3520000 | PA      | $3724839.71     | 0.00%             | 2056-07-15      | Variable      | 7.10%                 | No            |                  2 | On Loan: No      |
| Trimble Inc                                                                      | TRIMBLE INC                    | CUSIP: 896239AC4<br>LEI: 549300E2MI7NSZFQWS19 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4061568.51     | 0.00%             | 2028-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TX A&M UNIV FUND-B             | CUSIP: 8821175V2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      900000 | PA      | $723008.97      | 0.00%             | 2047-07-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCT0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    19135000 | PA      | $18580988.54    | 0.01%             | 2034-09-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AZ6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     4885000 | PA      | $4836403.25     | 0.00%             | 2027-03-30      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUU1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4368377.17     | 0.00%             | 2029-03-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECA7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |      450000 | PA      | $422526.61      | 0.00%             | 2040-10-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786699                      | CUSIP: 3622ACKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22538348 | PA      | $21118639.13    | 0.01%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-F-TXB                   | CUSIP: 646139W35<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    17067000 | PA      | $20395827.89    | 0.01%             | 2040-01-01      | Fixed         | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254903                      | CUSIP: 31371LDG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1221939 | PA      | $1234283.05     | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AZ4<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     7314000 | PA      | $4783664.69     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40056                      | CUSIP: 3132FCBZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      299908 | PA      | $315572.51      | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3244                      | CUSIP: 36179RS91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7154819 | PA      | $6609846.11     | 0.00%             | 2045-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DN5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    16037000 | PA      | $14067065.08    | 0.00%             | 2032-01-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200AR2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1975000 | PA      | $2056094.22     | 0.00%             | 2027-08-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBZ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    12675000 | PA      | $9792083.39     | 0.00%             | 2047-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4586                      | CUSIP: 36179TCX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19508951 | PA      | $18010786.06    | 0.01%             | 2047-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBP9<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     9000000 | PA      | $9203641.28     | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8146                      | CUSIP: 3132DWBP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   167959526 | PA      | $133754215.85   | 0.04%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAH8<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     9762000 | PA      | $8242854.46     | 0.00%             | 2048-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAW7<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |    25692000 | PA      | $22227490.41    | 0.01%             | 2045-11-03      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAB9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     7925000 | PA      | $7576760.65     | 0.00%             | 2029-10-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBG1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8969944.02     | 0.00%             | 2028-06-13      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3313                      | CUSIP: 31416YVF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      852720 | PA      | $843793.01      | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4975                        | CUSIP: 36202FQ41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19836 | PA      | $19752.12       | 0.00%             | 2026-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AV5<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    23067000 | PA      | $23558936.82    | 0.01%             | 2035-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 696467                      | CUSIP: 36296NW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4788 | PA      | $5015.68        | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2642                      | CUSIP: 31418B5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2448963 | PA      | $2259083.59     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2191                      | CUSIP: 3132DPNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29045243 | PA      | $27613512.85    | 0.01%             | 2049-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AF0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5124516.62     | 0.00%             | 2040-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJR2<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    29820000 | PA      | $30968631.77    | 0.01%             | 2035-01-23      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBE3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $5579123.42     | 0.00%             | 2041-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BR2<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    11250000 | PA      | $11440926.19    | 0.00%             | 2054-03-22      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                  | CUSIP: 36262GAG6<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     5715000 | PA      | $5967759.71     | 0.00%             | 2034-05-06      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DK2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4095187.74     | 0.00%             | 2034-07-28      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C39                                   | WFCM 2017-C39 AS               | CUSIP: 95000XAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3900000 | PA      | $3738608.25     | 0.00%             | 2050-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2C5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    14901000 | PA      | $14864258.21    | 0.00%             | 2027-06-08      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HD2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2377418.21     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08459                      | CUSIP: 3128MJQM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1440421 | PA      | $1393480.77     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAN3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    12380000 | PA      | $12885833.77    | 0.00%             | 2030-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC8961                      | CUSIP: 3617BC5W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      393605 | PA      | $380719.33      | 0.00%             | 2047-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K074 A2                   | CUSIP: 3137F4D41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10275000 | PA      | $10158497.94    | 0.00%             | 2028-01-25      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AL4<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5161804.68     | 0.00%             | 2032-03-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AD1<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     6598000 | PA      | $6541516.62     | 0.00%             | 2028-07-20      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7192                      | CUSIP: 36179V7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   109288594 | PA      | $89105657.03    | 0.03%             | 2051-02-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAH4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9830573.02     | 0.00%             | 2027-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3D3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    61012000 | PA      | $62475100.96    | 0.02%             | 2034-04-24      | Variable      | 5.39%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E66<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9729538.62     | 0.00%             | 2034-03-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55468                      | CUSIP: 3132XYCE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      948522 | PA      | $922471.78      | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCC7<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4803915.88     | 0.00%             | 2027-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716783                      | CUSIP: 3620A2J49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      420080 | PA      | $424641.15      | 0.00%             | 2039-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1952                      | CUSIP: 3142GSE20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12201613 | PA      | $12338800.86    | 0.00%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBK8<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     5995000 | PA      | $4676055.13     | 0.00%             | 2049-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4035                      | CUSIP: 3140XKPV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6100476 | PA      | $6020369.50     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAE9<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     8590000 | PA      | $8430545.61     | 0.00%             | 2053-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1117                      | CUSIP: 31427NG37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38285533 | PA      | $39000063.80    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587EA1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    25350000 | PA      | $24805715.66    | 0.01%             | 2035-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kirby Corp                                                                       | KIRBY CORP                     | CUSIP: 497266AC0<br>LEI: I7NO6FZO5GUCG585T325 | Long             | DBT              | CORP              | US        |     9217000 | PA      | $9134698.59     | 0.00%             | 2028-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAS4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    14335000 | PA      | $14836973.17    | 0.00%             | 2035-04-25      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAZ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6883484.39     | 0.00%             | 2034-05-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAN7<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     7589000 | PA      | $7537692.32     | 0.00%             | 2034-08-19      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DE1<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    14446000 | PA      | $15581924.32    | 0.00%             | 2032-12-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41738                      | CUSIP: 3128K14X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1869 | PA      | $1931.84        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AL8<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     2715000 | PA      | $2322226.36     | 0.00%             | 2048-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAY2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    19801000 | PA      | $20361238.45    | 0.01%             | 2033-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   473543400 | PA      | $474172322.46   | 0.15%             | 2032-04-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAX5<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     6511000 | PA      | $6704639.16     | 0.00%             | 2034-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K064 A2                   | CUSIP: 3137BXQY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15580000 | PA      | $15344212.28    | 0.00%             | 2027-03-25      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FT63<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     5935000 | PA      | $5797871.23     | 0.00%             | 2043-06-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBB2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $8248382.03     | 0.00%             | 2032-01-26      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBE4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    15600000 | PA      | $14066509.55    | 0.00%             | 2035-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650BR0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $5066734.27     | 0.00%             | 2039-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                              | JPMBB 2014-C24 A5              | CUSIP: 46643GAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      117002 | PA      | $115059.81      | 0.00%             | 2047-11-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCC2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2869791.33     | 0.00%             | 2028-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835292                      | CUSIP: 31407M7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10172 | PA      | $10481.33       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05812                      | CUSIP: 3128M7YH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      916255 | PA      | $945835.44      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CM4<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    13229000 | PA      | $10101810.07    | 0.00%             | 2048-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3311                      | CUSIP: 36179RVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10936469 | PA      | $10387695.65    | 0.00%             | 2045-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723354                      | CUSIP: 3620A9TK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      257665 | PA      | $260466.62      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3183                      | CUSIP: 3138WCRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      131505 | PA      | $129413.61      | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAH7<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $10688452.28    | 0.00%             | 2028-07-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8177                      | CUSIP: 3132DWCN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   145095592 | PA      | $115274515.71   | 0.04%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAH7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $4555937.94     | 0.00%             | 2046-11-21      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2424                      | CUSIP: 31329KVR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34135598 | PA      | $32495836.57    | 0.01%             | 2036-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECV1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5370967.65     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CL3<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $4305837.37     | 0.00%             | 2035-05-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAL9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    10345000 | PA      | $9884506.16     | 0.00%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0089                      | CUSIP: 3142GQC34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14962675 | PA      | $15462976.29    | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAM5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    10376000 | PA      | $8448824.30     | 0.00%             | 2042-08-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3866                      | CUSIP: 3140QBJL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3642112 | PA      | $3321025.23     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AV4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5547304.89     | 0.00%             | 2027-06-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4181                      | CUSIP: 3140QBUF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      964153 | PA      | $938276.04      | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0022                      | CUSIP: 36179MAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4028106 | PA      | $3759514.35     | 0.00%             | 2042-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CS1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     4982000 | PA      | $2916240.05     | 0.00%             | 2050-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | EL PASO PIPELINE               | CUSIP: 28370TAF6<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     6690000 | PA      | $5800161.50     | 0.00%             | 2042-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3938                      | CUSIP: 36179SLT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1920386 | PA      | $1821024.01     | 0.00%             | 2046-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 11070TAM0<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    14650000 | PA      | $14384057.12    | 0.00%             | 2033-07-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 40408AAA9<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    13525000 | PA      | $13682180.51    | 0.00%             | 2031-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6797                      | CUSIP: 3140XART1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6585923 | PA      | $6420691.62     | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CP1<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    10133000 | PA      | $8565418.51     | 0.00%             | 2053-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BT5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    40587000 | PA      | $40643500.33    | 0.01%             | 2029-06-19      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAT2<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    20650000 | PA      | $21577746.59    | 0.01%             | 2029-01-10      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWV7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    20040000 | PA      | $20474593.10    | 0.01%             | 2028-03-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| COMM 2013-CCRE12 Mortgage Trust                                                  | COMM 2013-CR12 AM              | CUSIP: 12591KAG0<br>LEI: 549300MGZ5FI5VFL1177 | Long             | ABS-MBS          | CORP              | US        |      489916 | PA      | $460815.37      | 0.00%             | 2046-10-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAT5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    13200000 | PA      | $13542280.61    | 0.00%             | 2028-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CE4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    16514000 | PA      | $15722136.88    | 0.00%             | 2027-03-01      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946923                      | CUSIP: 31413JPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1721 | PA      | $1812.83        | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BR4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    41560000 | PA      | $40862045.10    | 0.01%             | 2026-08-08      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02710                      | CUSIP: 31294MAK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1750 | PA      | $1746.79        | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1172                      | CUSIP: 3140XGJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15035737 | PA      | $13115309.86    | 0.00%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EL5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    15470000 | PA      | $15181520.69    | 0.00%             | 2034-10-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LU3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    13125000 | PA      | $11308684.46    | 0.00%             | 2039-01-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAR2<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     9595000 | PA      | $10217134.28    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CL5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5609867.55     | 0.00%             | 2026-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    49555000 | PA      | $45672897.40    | 0.01%             | 2031-01-22      | Variable      | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ9970                      | CUSIP: 3140HCCG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       89914 | PA      | $84948.23       | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FA6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4085000 | PA      | $3981539.89     | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                  | CUSIP: 38173MAD4<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |     5497000 | PA      | $5778490.52     | 0.00%             | 2028-12-05      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAS9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    19371000 | PA      | $19547106.04    | 0.01%             | 2028-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    21495000 | PA      | $22423680.21    | 0.01%             | 2033-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BF6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |     7213000 | PA      | $7319273.79     | 0.00%             | 2027-06-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AC5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     3875000 | PA      | $4266302.18     | 0.00%             | 2032-01-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5963338.23     | 0.00%             | 2026-07-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAF4<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     1005000 | PA      | $1017572.36     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DBF5<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    19874000 | PA      | $16829234.93    | 0.01%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMH1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   881170400 | PA      | $885266467.73   | 0.28%             | 2027-01-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CG4<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     1291000 | PA      | $994441.97      | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0595                      | CUSIP: 31427MUV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13721253 | PA      | $14046049.06    | 0.00%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 064159QE9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    28496000 | PA      | $28051158.28    | 0.01%             | 2026-08-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7530                      | CUSIP: 3132DVLK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5594240 | PA      | $4711777.26     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBT7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     9475000 | PA      | $7915059.65     | 0.00%             | 2036-07-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AB9<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     7475000 | PA      | $7007466.41     | 0.00%             | 2028-06-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4532                      | CUSIP: 3140X8BA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8141652 | PA      | $7147562.41     | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEL2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    12920000 | PA      | $11108390.10    | 0.00%             | 2062-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAZ8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    15000000 | PA      | $12013829.76    | 0.00%             | 2041-10-29      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CZ3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    20500000 | PA      | $20722724.62    | 0.01%             | 2026-12-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9110                      | CUSIP: 3138ERDQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6227829 | PA      | $6117122.04     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5217                      | CUSIP: 31418EYP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    78642031 | PA      | $81241181.83    | 0.03%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA               | CUSIP: 744533BR0<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $14300245.10    | 0.00%             | 2035-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735222                      | CUSIP: 31402QYT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56118 | PA      | $56734.59       | 0.00%             | 2035-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745336                      | CUSIP: 31403DBD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1604795 | PA      | $1623026.43     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBD6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    14400000 | PA      | $14549223.26    | 0.00%             | 2029-05-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725206                      | CUSIP: 31402CU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      428263 | PA      | $440505.05      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AW4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     4053000 | PA      | $3888273.70     | 0.00%             | 2029-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3810                      | CUSIP: 3138A5GU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      139029 | PA      | $134653.91      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3334                      | CUSIP: 31418CV43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10020018 | PA      | $9732307.17     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M1G A2                | CUSIP: 3136BFRV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2575000 | PA      | $2233020.43     | 0.00%             | 2030-11-25      | Variable      | 1.52%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   132327000 | PA      | $100775280.94   | 0.03%             | 2045-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940624                      | CUSIP: 31413BPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1288 | PA      | $1357.31        | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5089                      | CUSIP: 3133KYUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       98421 | PA      | $81972.66       | 0.00%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     3100000 | PA      | $2736575.63     | 0.00%             | 2041-11-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518CU8<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    13680000 | PA      | $11182278.85    | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAU8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     9613000 | PA      | $7509625.99     | 0.00%             | 2048-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33542                      | CUSIP: 31297N5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2798 | PA      | $2891.35        | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3101                      | CUSIP: 3142GTNT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20860087 | PA      | $21572338.22    | 0.01%             | 2054-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3414                      | CUSIP: 31418CYL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2194064 | PA      | $2008178.90     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6263                      | CUSIP: 3132DT5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8673504 | PA      | $8958095.07     | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBJ3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    10000000 | PA      | $10175239.87    | 0.00%             | 2029-01-19      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CN3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    16251000 | PA      | $15069495.80    | 0.00%             | 2030-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBF6<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3028451.54     | 0.00%             | 2029-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CN6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2006000 | PA      | $1617155.13     | 0.00%             | 2042-02-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5265                      | CUSIP: 36179TZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7474747 | PA      | $7295379.65     | 0.00%             | 2048-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0645                      | CUSIP: 3132CWWE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      310034 | PA      | $283298.52      | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CS5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8452768.00     | 0.00%             | 2054-08-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7606                      | CUSIP: 3140QFNY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46820762 | PA      | $41264931.19    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadstone Net Lease LLC                                                         | BROADSTONE NET L               | CUSIP: 11135EAA2<br>LEI: 54930089IBT6J4WBTI50 | Long             | DBT              | CORP              | US        |     2425000 | PA      | $2062515.15     | 0.00%             | 2031-09-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFX4<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     8381000 | PA      | $8422457.50     | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                                  | BANK5 2023-5YR4 AS             | CUSIP: 06211FBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $642091.32      | 0.00%             | 2056-12-15      | Variable      | 7.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01622                      | CUSIP: 31292HYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       92870 | PA      | $93929.12       | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDV8<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    11800000 | PA      | $12009867.05    | 0.00%             | 2055-05-15      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AT0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     9164000 | PA      | $7686420.80     | 0.00%             | 2047-07-13      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08774                      | CUSIP: 3128MJ2G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3392539 | PA      | $3120814.41     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAL9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    15400000 | PA      | $15376717.89    | 0.00%             | 2026-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AH6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    10900000 | PA      | $10849231.76    | 0.00%             | 2027-03-29      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR2                                                                  | BANK5 2023-5YR2 A3             | CUSIP: 06211CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6575000 | PA      | $6935211.38     | 0.00%             | 2056-07-15      | Variable      | 6.66%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GRP               | CUSIP: 03937LAA3<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     1100000 | PA      | $1271706.05     | 0.00%             | 2034-05-01      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBA1<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4662059.13     | 0.00%             | 2028-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57433                      | CUSIP: 3132Y1HK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7922501 | PA      | $7443543.46     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMWLT 2024-2 A3                | CUSIP: 05613MAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2299289.53     | 0.00%             | 2027-10-25      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M1 A2                 | CUSIP: 3136BDUC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9985000 | PA      | $8626806.35     | 0.00%             | 2030-11-25      | Variable      | 1.43%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    29000000 | PA      | $29749607.33    | 0.01%             | 2031-01-24      | Variable      | 5.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5620                      | CUSIP: 3138A7G69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15848 | PA      | $15778.07       | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HR7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $699808.38      | 0.00%             | 2049-09-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09012                      | CUSIP: 31294UAM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      997778 | PA      | $979642.56      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBW7<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    28180000 | PA      | $28865548.55    | 0.01%             | 2059-01-23      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18575                      | CUSIP: 3128MMT94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5993158 | PA      | $5853951.04     | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFF1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    37175000 | PA      | $37435271.63    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI8169                      | CUSIP: 3133WFCE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      414550 | PA      | $422342.22      | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBK6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    44245000 | PA      | $41854573.70    | 0.01%             | 2054-04-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7830                      | CUSIP: 3138MBVY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      579060 | PA      | $568488.90      | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CK8<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    22700000 | PA      | $22977775.90    | 0.01%             | 2033-07-20      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK32                                                                  | BANK 2021-BN32 A5              | CUSIP: 06542BBH9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4200000 | PA      | $3755046.12     | 0.00%             | 2054-04-15      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4656                      | CUSIP: 31418EE63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    61724213 | PA      | $59262311.90    | 0.02%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0535                      | CUSIP: 3132ACSY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16265710 | PA      | $15055386.65    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786577                      | CUSIP: 3622ACFS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17430724 | PA      | $17179003.75    | 0.01%             | 2053-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAG1<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     6985000 | PA      | $6910111.02     | 0.00%             | 2054-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEU6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    36000000 | PA      | $36479284.15    | 0.01%             | 2029-01-24      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605631                      | CUSIP: 36200NY47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8042 | PA      | $8367.52        | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M1 A1                 | CUSIP: 3136B75L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4984166 | PA      | $4842832.56     | 0.00%             | 2029-10-25      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7397                      | CUSIP: 31417EGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1348609 | PA      | $1226949.30     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL COR               | CUSIP: 001306AB5<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3262668.16     | 0.00%             | 2045-07-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HV8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    15905000 | PA      | $14299105.62    | 0.00%             | 2053-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A44897                      | CUSIP: 3128K5NN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      287065 | PA      | $301663.42      | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAE2<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    27070000 | PA      | $27096656.32    | 0.01%             | 2027-08-04      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2022-L8                                           | MSC 2022-L8 A5                 | CUSIP: 61774LBF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8550000 | PA      | $7964899.56     | 0.00%             | 2055-04-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4975                      | CUSIP: 3140XLQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      449848 | PA      | $411197.28      | 0.00%             | 2037-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALT GAS & ELEC                | CUSIP: 059165EC0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     3551000 | PA      | $3866633.65     | 0.00%             | 2036-10-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GG2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4531000 | PA      | $3256242.45     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C20                                                    | BBCMS 2023-C20 A5              | CUSIP: 07336DAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2282450.06     | 0.00%             | 2056-07-15      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8145                      | CUSIP: 3132DWBN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    96639838 | PA      | $72680203.05    | 0.02%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A4              | CUSIP: 06035RAS5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2425000 | PA      | $2398498.87     | 0.00%             | 2060-09-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5738                      | CUSIP: 3140XMLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27907019 | PA      | $28940550.22    | 0.01%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737191                      | CUSIP: 3620AQ7C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      620593 | PA      | $627371.70      | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175AZ7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13400000 | PA      | $14075526.81    | 0.00%             | 2035-10-23      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893257                      | CUSIP: 31410PME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4667 | PA      | $4913.28        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCV4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    14971000 | PA      | $13836763.19    | 0.00%             | 2036-01-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCU7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    23016000 | PA      | $21011177.37    | 0.01%             | 2054-09-27      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9309                      | CUSIP: 3140QVKX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37311931 | PA      | $36819066.74    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AJ7<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     4275000 | PA      | $3498045.66     | 0.00%             | 2032-09-01      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AR4<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $12592059.87    | 0.00%             | 2035-02-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6592                      | CUSIP: 3132DUKD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      147163 | PA      | $144252.89      | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4383                      | CUSIP: 3132E02Q4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17397720 | PA      | $17831288.84    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CB7<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5870287.36     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4423                      | CUSIP: 31418D4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12141557 | PA      | $10745573.90    | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4499                        | CUSIP: 36202E7L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       44104 | PA      | $45977.28       | 0.00%             | 2039-07-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2803                      | CUSIP: 31418CDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13601511 | PA      | $13093659.16    | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91819                      | CUSIP: 3128P8AU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      803754 | PA      | $767730.90      | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8468                      | CUSIP: 3132DWMR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37012565 | PA      | $36280760.31    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AD5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    15631000 | PA      | $12750307.25    | 0.00%             | 2047-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9670                      | CUSIP: 36179YW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32027211 | PA      | $32917618.69    | 0.01%             | 2054-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAL5<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5620299.50     | 0.00%             | 2029-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60080                      | CUSIP: 31335ACR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2820978 | PA      | $2628215.64     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4038                      | CUSIP: 3140XKPY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14779472 | PA      | $14631585.22    | 0.00%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3489                      | CUSIP: 31418C2X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2588445 | PA      | $2542790.38     | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AR5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3415427.03     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAF3<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    10090000 | PA      | $10023066.55    | 0.00%             | 2029-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 389784                      | CUSIP: 36205F6V0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5704 | PA      | $5752.53        | 0.00%             | 2032-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Inc                                                           | BERKSHIRE HATHWY               | CUSIP: 084670BK3<br>LEI: 5493000C01ZX7D35SD85 | Long             | DBT              | CORP              | US        |     2765000 | PA      | $2579713.46     | 0.00%             | 2043-02-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AF7<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |     8575000 | PA      | $7625070.73     | 0.00%             | 2030-06-11      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8503                      | CUSIP: 3132D6NU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25607953 | PA      | $23575756.78    | 0.01%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BJ5<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     9262000 | PA      | $6197996.58     | 0.00%             | 2050-02-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FT0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    17342000 | PA      | $13259349.25    | 0.00%             | 2041-05-20      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-1                                               | ALLYA 2022-1 A4                | CUSIP: 02008JAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      550000 | PA      | $547174.87      | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323908                      | CUSIP: 31374TYD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2729 | PA      | $2779.23        | 0.00%             | 2029-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AV8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     5894000 | PA      | $5743361.17     | 0.00%             | 2044-06-09      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5912                      | CUSIP: 3140QRSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8702584 | PA      | $8924900.61     | 0.00%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAK7<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    22425000 | PA      | $21328247.51    | 0.01%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BD6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     5920000 | PA      | $6193910.96     | 0.00%             | 2029-10-16      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2635                      | CUSIP: 3132DP4U9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17112388 | PA      | $15033674.06    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF9986                      | CUSIP: 3133BYCX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14935544 | PA      | $14721218.85    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7539                      | CUSIP: 3132DVLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4027785 | PA      | $3252830.58     | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| CME Group Inc                                                                    | CME GROUP INC                  | CUSIP: 12572QAJ4<br>LEI: LCZ7XYGSLJUHFXXNXD88 | Long             | DBT              | CORP              | US        |     2671000 | PA      | $2654264.21     | 0.00%             | 2028-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1069                      | CUSIP: 3132CXFJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14342590 | PA      | $13775327.64    | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAL8<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    22073000 | PA      | $14111399.46    | 0.00%             | 2051-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6360                      | CUSIP: 3140QEB68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44153113 | PA      | $37422747.91    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3842                      | CUSIP: 3132E0HT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15691353 | PA      | $16018650.70    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CQ1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $4824479.25     | 0.00%             | 2050-03-25      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   180570000 | PA      | $175068257.81   | 0.06%             | 2026-11-30      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBQ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    28622000 | PA      | $27612637.31    | 0.01%             | 2035-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBY1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     7230000 | PA      | $6982540.15     | 0.00%             | 2029-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9426                      | CUSIP: 36179YPK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7236930 | PA      | $7497934.96     | 0.00%             | 2054-01-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4155                      | CUSIP: 31418DTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13080594 | PA      | $12018018.23    | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CZ3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5065747.50     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CG7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    32580000 | PA      | $32527222.80    | 0.01%             | 2028-04-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4700                      | CUSIP: 31418EGJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    67359258 | PA      | $62860124.17    | 0.02%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AU0<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $3602946.19     | 0.00%             | 2051-05-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Block Financial LLC                                                              | BLOCK FINANCIAL                | CUSIP: 093662AH7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6950000 | PA      | $6608039.46     | 0.00%             | 2030-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2045                      | CUSIP: 31418BHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1992264 | PA      | $1848502.05     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3616                      | CUSIP: 3140XKAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22289941 | PA      | $18523055.06    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4385                      | CUSIP: 31416M2T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10927 | PA      | $10898.35       | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM1147                      | CUSIP: 3131XUHY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1421840 | PA      | $1311597.90     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K124 A2                   | CUSIP: 3137F9CT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11675000 | PA      | $10231123.56    | 0.00%             | 2030-12-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     7000000 | PA      | $6514443.62     | 0.00%             | 2031-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BJ7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     7570000 | PA      | $5588996.19     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 534011                      | CUSIP: 36212HGU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1520 | PA      | $1573.64        | 0.00%             | 2032-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAF9<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    22350000 | PA      | $23013679.98    | 0.01%             | 2029-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M33 A2                | CUSIP: 3136BBAQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48572412 | PA      | $43826931.11    | 0.01%             | 2031-01-25      | Fixed         | 0.97%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AG8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     9466000 | PA      | $9439155.35     | 0.00%             | 2028-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22585000 | PA      | $22690087.54    | 0.01%             | 2026-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BT8<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    12330000 | PA      | $12057633.39    | 0.00%             | 2040-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CA8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    24813000 | PA      | $24152129.58    | 0.01%             | 2027-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJS9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    51550000 | PA      | $50112027.08    | 0.02%             | 2027-07-22      | Variable      | 1.73%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CA-TXBL-AD             | CUSIP: 91412GHA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    12189000 | PA      | $10108487.62    | 0.00%             | 2112-05-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD8213                      | CUSIP: 3133B6DS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12586722 | PA      | $11030226.23    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BS4<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     7485000 | PA      | $5226273.12     | 0.00%             | 2049-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FW8<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    31390000 | PA      | $31515718.16    | 0.01%             | 2035-11-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91958                      | CUSIP: 312940E70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1037806 | PA      | $1029814.36     | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CR0<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     5534000 | PA      | $4209417.85     | 0.00%             | 2049-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2013-C14                                         | WFRBS 2013-C14 AS              | CUSIP: 92890PAG9<br>LEI: 549300GADFYEKC4OLM57 | Long             | ABS-MBS          | CORP              | US        |      242763 | PA      | $235696.62      | 0.00%             | 2046-06-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9532                      | CUSIP: 3138WKSW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11383 | PA      | $11052.32       | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01120                      | CUSIP: 31292HG57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2270 | PA      | $2387.53        | 0.00%             | 2031-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M12 A2                | CUSIP: 3136AUKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8348059 | PA      | $8173209.39     | 0.00%             | 2026-09-25      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AQ2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    21225000 | PA      | $20771975.72    | 0.01%             | 2028-11-07      | Variable      | 3.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2404                      | CUSIP: 3140QMU69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      506257 | PA      | $420227.57      | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4077                      | CUSIP: 31418DQ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   144815565 | PA      | $115821374.52   | 0.04%             | 2050-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22558                      | CUSIP: 31296YZX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5397 | PA      | $5579.26        | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82452                       | CUSIP: 36225EWN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16572 | PA      | $16831.53       | 0.00%             | 2039-12-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86314                      | CUSIP: 312933AP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      332357 | PA      | $323173.52      | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4309                      | CUSIP: 31419EYF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      180094 | PA      | $174265.02      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1074                      | CUSIP: 3132DNFP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6368305 | PA      | $5800907.89     | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3905                      | CUSIP: 31418DKT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25152018 | PA      | $22049536.49    | 0.01%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06361                      | CUSIP: 3128M8MJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      543446 | PA      | $528099.29      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAH4<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     9690000 | PA      | $9554893.94     | 0.00%             | 2054-04-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DAS8<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $3508222.35     | 0.00%             | 2037-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM0057                      | CUSIP: 3140X3B31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1634934 | PA      | $1577105.08     | 0.00%             | 2032-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AR0<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     6060000 | PA      | $6349000.29     | 0.00%             | 2033-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EQ9<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     7887000 | PA      | $7522617.37     | 0.00%             | 2053-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC7256                      | CUSIP: 31417UB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23763 | PA      | $23554.41       | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BC7<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     9275000 | PA      | $9729902.22     | 0.00%             | 2029-08-21      | Variable      | 6.21%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBH7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    16490000 | PA      | $14496866.61    | 0.00%             | 2036-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                        | GMCAR 2024-3 A4                | CUSIP: 38013KAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7250000 | PA      | $7387352.70     | 0.00%             | 2029-11-16      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2301                      | CUSIP: 3138EJRX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3048077 | PA      | $2862028.25     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5583                      | CUSIP: 31418FFZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      169021 | PA      | $157150.19      | 0.00%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22795                      | CUSIP: 31297AC85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8140 | PA      | $8237.97        | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BC2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    12240000 | PA      | $11084883.19    | 0.00%             | 2035-03-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CL0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     1135000 | PA      | $1170724.02     | 0.00%             | 2039-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/WI                                                      | NORTHERN ST PR-W               | CUSIP: 665789BC6<br>LEI: OOVRSRHKQSBLKRB7QM17 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10092468.89    | 0.00%             | 2054-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0821                      | CUSIP: 31417Y4F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      998875 | PA      | $988658.56      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC44<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    50000000 | PA      | $51279760.94    | 0.02%             | 2036-01-28      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95423                      | CUSIP: 312944AY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      275838 | PA      | $267179.90      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2686                      | CUSIP: 3132DP6X1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15929758 | PA      | $15711620.69    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BD9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     9925000 | PA      | $10293278.24    | 0.00%             | 2030-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFL4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    38767000 | PA      | $39647795.13    | 0.01%             | 2035-01-18      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9318                      | CUSIP: 3140XDK88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12538782 | PA      | $11559402.72    | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B26 Mortgage Trust                                                | BMARK 2021-B26 A5              | CUSIP: 08163EBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7745000 | PA      | $6824168.29     | 0.00%             | 2054-06-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDE3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    10978000 | PA      | $9504664.47     | 0.00%             | 2031-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08804                      | CUSIP: 3128MJ3N8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1052950 | PA      | $965981.51      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02790                      | CUSIP: 31294MC33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2591 | PA      | $2584.36        | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BG7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    10130000 | PA      | $9424391.64     | 0.00%             | 2030-01-24      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3985                      | CUSIP: 31418DNB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1061295 | PA      | $1020314.76     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887634                      | CUSIP: 31410FEF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11678 | PA      | $12286.06       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAN0<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    40150000 | PA      | $40004526.41    | 0.01%             | 2030-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Teledyne Technologies Inc                                                        | TELEDYNE TECH                  | CUSIP: 879360AD7<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $8544860.51     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0090                      | CUSIP: 3618N5C49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    54284915 | PA      | $51968664.09    | 0.02%             | 2054-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EY4<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    10475000 | PA      | $8785319.65     | 0.00%             | 2052-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                       | JD.COM INC                     | CUSIP: 47215PAE6<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     8025000 | PA      | $7680564.30     | 0.00%             | 2030-01-14      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0107                      | CUSIP: 3140W0DM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12067473 | PA      | $12284159.20    | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2539                      | CUSIP: 31418BZD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3310429 | PA      | $3145178.80     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAK6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    24575000 | PA      | $23406376.12    | 0.01%             | 2032-04-27      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAN3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12217062.28    | 0.00%             | 2027-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBC2<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4169462.50     | 0.00%             | 2045-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   104135000 | PA      | $82779102.61    | 0.03%             | 2051-03-20      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFQ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    18716000 | PA      | $18106340.80    | 0.01%             | 2030-07-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAJ3<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     8925000 | PA      | $5658124.53     | 0.00%             | 2061-11-01      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAL5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    11350000 | PA      | $11666664.38    | 0.00%             | 2055-05-19      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AV1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6689649.09     | 0.00%             | 2054-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBV6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    40649000 | PA      | $37936242.88    | 0.01%             | 2030-04-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5148                      | CUSIP: 3133KYWH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33218220 | PA      | $28322564.98    | 0.01%             | 2042-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DD2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    12100000 | PA      | $8195353.52     | 0.00%             | 2050-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8252                      | CUSIP: 3140QGE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12665208 | PA      | $10252142.37    | 0.00%             | 2045-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCF4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8438743.23     | 0.00%             | 2054-10-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2A0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    19806000 | PA      | $19506093.90    | 0.01%             | 2028-05-22      | Variable      | 3.58%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                | CUSIP: 13063A5E0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    23080000 | PA      | $26765331.31    | 0.01%             | 2034-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DH9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $26735333.23    | 0.01%             | 2029-07-27      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| Ochsner Clinic Foundation                                                        | OCHSNER CLINIC                 | CUSIP: 675553AA9<br>LEI: 549300SN4RK0THHUAC05 | Long             | DBT              | CORP              | US        |      275000 | PA      | $259383.96      | 0.00%             | 2045-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91359                      | CUSIP: 3128P7QL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      251575 | PA      | $251775.42      | 0.00%             | 2031-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7723                      | CUSIP: 3138E0SM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      150054 | PA      | $148773.04      | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 471313                      | CUSIP: 36209GSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4259 | PA      | $4387.13        | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AU8<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3112461.07     | 0.00%             | 2033-10-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDF3<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3957000.77     | 0.00%             | 2027-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1376                      | CUSIP: 36179NQ50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13691063 | PA      | $13116558.22    | 0.00%             | 2043-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C36                                   | WFCM 2016-C36 A3               | CUSIP: 95000MBN0<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |     1899029 | PA      | $1862515.24     | 0.00%             | 2059-11-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829197                      | CUSIP: 31407FGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8741 | PA      | $9011.10        | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Xilinx Inc                                                                       | XILINX INC                     | CUSIP: 983919AK7<br>LEI: 6EY4K7ZMF9UX1CU6KC79 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $7604716.94     | 0.00%             | 2030-06-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AC9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    38141000 | PA      | $36037978.73    | 0.01%             | 2035-05-11      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Finance North America LLC                                          | DAIMLER FINANCE                | CUSIP: 233851ED2<br>LEI: 549300423Z16BB673J12 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3538681.57     | 0.00%             | 2031-03-02      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08505                      | CUSIP: 3128MJR36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1115329 | PA      | $1018411.28     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-B A4                 | CUSIP: 44935XAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1312442.69     | 0.00%             | 2030-06-17      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAM4<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    19205000 | PA      | $17475820.92    | 0.01%             | 2030-04-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAA0<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    27400000 | PA      | $27717166.77    | 0.01%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782559                      | CUSIP: 36241KZY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      408317 | PA      | $428215.95      | 0.00%             | 2039-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7552                      | CUSIP: 3132DVL94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   117378784 | PA      | $98972922.22    | 0.03%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBH6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5839320.80     | 0.00%             | 2027-03-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783342                      | CUSIP: 36241LWB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      179514 | PA      | $181879.92      | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01839                      | CUSIP: 31292JBG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      413685 | PA      | $418590.58      | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15088                      | CUSIP: 31296PUM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47605 | PA      | $49094.20       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1382                      | CUSIP: 3132DNRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      461305 | PA      | $431790.02      | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2978                      | CUSIP: 3140X6JY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9158547 | PA      | $8414098.65     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB8823                      | CUSIP: 3133AFYU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13200363 | PA      | $11188200.15    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AQ0<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    14800000 | PA      | $14783701.77    | 0.00%             | 2035-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1974                      | CUSIP: 3142GSFQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33345211 | PA      | $33967799.17    | 0.01%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                           | VIRGINIA POWER                 | CUSIP: 92808VAB8<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |     8875000 | PA      | $9006002.93     | 0.00%             | 2033-05-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719256                      | CUSIP: 3620A5BZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1190035 | PA      | $1176632.10     | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDG3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    26955000 | PA      | $25866477.89    | 0.01%             | 2030-04-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAZ8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     5282000 | PA      | $4619485.97     | 0.00%             | 2030-06-24      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AM8<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    18056000 | PA      | $19506709.67    | 0.01%             | 2039-10-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DG6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    11840000 | PA      | $12125846.40    | 0.00%             | 2033-08-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5 AS              | CUSIP: 06541WBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3405699.50     | 0.00%             | 2060-06-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CH9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    15750000 | PA      | $14302564.01    | 0.00%             | 2063-02-27      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8546                      | CUSIP: 3140XQP84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7591177 | PA      | $7983257.32     | 0.00%             | 2054-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808319                      | CUSIP: 31406FAU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25297 | PA      | $25905.23       | 0.00%             | 2035-01-01      | Floating      | 6.56%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                                                   | TORCHMARK CORP                 | CUSIP: 891027AS3<br>LEI: 5493001JFHKQOPP6XA71 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3215939.55     | 0.00%             | 2028-09-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBF0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    11449000 | PA      | $9154519.86     | 0.00%             | 2033-10-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BF5<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |    10150000 | PA      | $10027429.09    | 0.00%             | 2026-12-12      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| University of Miami                                                              | UNIVERSITY OF MI               | CUSIP: 914453AA3<br>LEI: 5493008ZSVWUNRYQE312 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $4315910.78     | 0.00%             | 2052-04-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DR8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7722645.36     | 0.00%             | 2034-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CN0<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $6657849.01     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                 | CUSIP: 27636AAB8<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    14150000 | PA      | $14732944.28    | 0.00%             | 2035-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7111                      | CUSIP: 31418U3V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       89666 | PA      | $90708.71       | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BR4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    13855000 | PA      | $12711086.83    | 0.00%             | 2030-02-25      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX ST-BABS-A                   | CUSIP: 882722VN8<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |     2145000 | PA      | $2068317.11     | 0.00%             | 2040-04-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB29<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    40000000 | PA      | $40640960.87    | 0.01%             | 2030-07-23      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BG3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    14958000 | PA      | $14603084.12    | 0.00%             | 2028-02-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Equinix Europe 2 Financing Corp LLC                                              | EQUINIX EU 2 FIN               | CUSIP: 29390XAA2<br>LEI: 254900FSZR46BPMCKI50 | Long             | DBT              | CORP              | US        |     3899000 | PA      | $3993814.62     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3910                      | CUSIP: 3142GUKY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23675711 | PA      | $24478549.87    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| First National Master Note Trust                                                 | FNMNT 2023-2 A                 | CUSIP: 32113CBY5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3200000 | PA      | $3254771.20     | 0.00%             | 2029-09-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AW9<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $4659969.48     | 0.00%             | 2051-10-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BF8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    11095000 | PA      | $9552432.20     | 0.00%             | 2045-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAU7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    25753000 | PA      | $25567745.87    | 0.01%             | 2033-08-11      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| American Airlines 2019-1 Class AA Pass Through Trust                             | AM AIRLN 19-1AA                | CUSIP: 02377LAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2350094 | PA      | $2158083.27     | 0.00%             | 2033-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CC1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $13065662.81    | 0.00%             | 2031-07-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K076 A2                   | CUSIP: 3137FEZU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28500000 | PA      | $28374728.25    | 0.01%             | 2028-04-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7462                      | CUSIP: 3132A8JF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74231 | PA      | $73340.31       | 0.00%             | 2028-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBY4<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5134203.91     | 0.00%             | 2031-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AW2<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     5475000 | PA      | $5447311.30     | 0.00%             | 2028-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AV5<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    15420000 | PA      | $12929901.36    | 0.00%             | 2047-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BY8<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3567408.91     | 0.00%             | 2028-11-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK2413                      | CUSIP: 3138E6VF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2181010 | PA      | $2104124.57     | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6541                      | CUSIP: 36179VHS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18293193 | PA      | $16219535.39    | 0.01%             | 2050-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BK2<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     1815000 | PA      | $1659280.73     | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7052                      | CUSIP: 36179VZR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   116585302 | PA      | $99210233.39    | 0.03%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                      | APACHE CORP                    | CUSIP: 037411BG9<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     4130000 | PA      | $3287845.65     | 0.00%             | 2049-07-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A71408                      | CUSIP: 3128L4R55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      133066 | PA      | $138014.62      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2140                      | CUSIP: 3140XHLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19678374 | PA      | $17845146.52    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YAW8<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $3568775.01     | 0.00%             | 2043-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAU0<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     2114000 | PA      | $2138572.41     | 0.00%             | 2026-12-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DC8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    17557000 | PA      | $17290656.07    | 0.01%             | 2027-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QFB5<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    11600000 | PA      | $11590935.86    | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SI2048                      | CUSIP: 3133USHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9643439 | PA      | $8104154.54     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9571                      | CUSIP: 31417GT55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1757902 | PA      | $1642278.73     | 0.00%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Government of Nashville & Davidson County Convention Center Auth    | MET GOVT-TXB-B-BABS            | CUSIP: 592125AM0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3440000 | PA      | $3683303.29     | 0.00%             | 2043-07-01      | Fixed         | 6.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1109                      | CUSIP: 36179NGS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      604798 | PA      | $614215.79      | 0.00%             | 2043-06-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4617                      | CUSIP: 3140X8DX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12277036 | PA      | $11377848.46    | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8152                      | CUSIP: 3132DWBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24808548 | PA      | $21639896.43    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AM1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3303428.40     | 0.00%             | 2027-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BC6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    10000000 | PA      | $9614695.65     | 0.00%             | 2033-03-28      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAQ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    17788000 | PA      | $17645831.56    | 0.01%             | 2026-12-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 425832                      | CUSIP: 36207AA93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         895 | PA      | $904.43         | 0.00%             | 2028-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 838543                      | CUSIP: 31407RS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5518 | PA      | $5704.82        | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FB5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6835000 | PA      | $7187613.92     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61746BEF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    27278000 | PA      | $27050981.43    | 0.01%             | 2027-01-20      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-4                                       | EART 2024-4A B                 | CUSIP: 30166UAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2515394.50     | 0.00%             | 2030-08-15      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BJR4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    22100000 | PA      | $21763710.75    | 0.01%             | 2027-05-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 45906M3D1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    31750000 | PA      | $28883030.94    | 0.01%             | 2032-03-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-C                                              | FORDO 2022-C A4                | CUSIP: 34535AAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3850000 | PA      | $3855676.06     | 0.00%             | 2027-12-15      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Bell Telephone Co of Canada or Bell Canada                                       | BELL CANADA                    | CUSIP: 0778FPAA7<br>LEI: 5493000G3EFX9S7TDE29 | Long             | DBT              | CORP              | CA        |     6000000 | PA      | $4824788.78     | 0.00%             | 2048-04-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3686                      | CUSIP: 31418DCY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5392104 | PA      | $4916738.91     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGK0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    13742000 | PA      | $10930492.43    | 0.00%             | 2045-05-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AT6<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     2689000 | PA      | $2671677.36     | 0.00%             | 2027-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890517                      | CUSIP: 31410LK68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      591948 | PA      | $623867.52      | 0.00%             | 2040-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AM7<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7511837.46     | 0.00%             | 2028-05-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CD2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $8743916.77     | 0.00%             | 2035-05-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EY5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    10000000 | PA      | $7256152.86     | 0.00%             | 2041-11-18      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BB4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     3615000 | PA      | $3165822.25     | 0.00%             | 2053-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2445                      | CUSIP: 31418BWF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4849507 | PA      | $4482595.57     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBL2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    21902000 | PA      | $19170957.98    | 0.01%             | 2031-09-08      | Variable      | 1.98%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-B                                                    | JDOT 2023-B A4                 | CUSIP: 477920AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      875000 | PA      | $885721.46      | 0.00%             | 2030-05-15      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7505                      | CUSIP: 3132DVKS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11278204 | PA      | $11003708.77    | 0.00%             | 2049-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK47                                                                  | BANK 2024-BNK47 A5             | CUSIP: 06540GAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10085000 | PA      | $10605660.31    | 0.00%             | 2057-06-15      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9302                      | CUSIP: 3138MRKQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3257237 | PA      | $3047323.78     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust 2024-1                                               | DTRT 2024-1 A4                 | CUSIP: 233874AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6625000 | PA      | $6770657.25     | 0.00%             | 2031-07-15      | Fixed         | 5.56%                 | No            |                  2 | On Loan: No      |
| Amdocs Ltd                                                                       | AMDOCS LTD                     | CUSIP: 02342TAE9<br>LEI: 549300HQV672RJ7RQV66 | Long             | DBT              | CORP              | GG        |     6100000 | PA      | $5521789.05     | 0.00%             | 2030-06-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AP8<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     6565000 | PA      | $3987644.75     | 0.00%             | 2050-10-15      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8817                      | CUSIP: 3140XCYP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30548114 | PA      | $25672027.24    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAJ4<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    15512000 | PA      | $15324432.95    | 0.00%             | 2045-04-23      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17508                      | CUSIP: 3128PXKV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      857656 | PA      | $848666.24      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFM9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    21470000 | PA      | $20875745.45    | 0.01%             | 2064-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01598                      | CUSIP: 31292HX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      173432 | PA      | $175398.77      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                              | FORDL 2025-A A4                | CUSIP: 345282AE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $909469.35      | 0.00%             | 2029-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8010                      | CUSIP: 3132DV3T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27766260 | PA      | $24384698.46    | 0.01%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03505                      | CUSIP: 31292K3N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      425566 | PA      | $441261.12      | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18385                      | CUSIP: 3128MMNB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13666 | PA      | $13620.57       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCA7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     5690000 | PA      | $5674608.13     | 0.00%             | 2028-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8201                      | CUSIP: 36179XDE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   148125724 | PA      | $143055247.53   | 0.05%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5338544.71     | 0.00%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVB2<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     8386000 | PA      | $8193196.85     | 0.00%             | 2026-09-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56073                      | CUSIP: 3128KJXA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4328 | PA      | $4702.09        | 0.00%             | 2037-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAT1<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7916440.12     | 0.00%             | 2032-03-13      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250GAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5865000 | PA      | $5924935.53     | 0.00%             | 2035-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38148LAF3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    30892000 | PA      | $27770087.01    | 0.01%             | 2045-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAQ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    17060000 | PA      | $17709176.29    | 0.01%             | 2033-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AE4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |    11375000 | PA      | $11631386.78    | 0.00%             | 2037-08-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6208                      | CUSIP: 3140XM3S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10721314 | PA      | $10875361.76    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCZ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    16074000 | PA      | $13546201.01    | 0.00%             | 2055-03-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BB7<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     6000000 | PA      | $6053948.86     | 0.00%             | 2028-04-17      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3503                      | CUSIP: 3140QA3M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      574924 | PA      | $541912.60      | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CH9<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1194766.34     | 0.00%             | 2055-05-15      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4156                      | CUSIP: 31418DTN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14330369 | PA      | $13474311.76    | 0.00%             | 2035-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Travelers Property Casualty Corp                                                 | TRAVELERS PPTY                 | CUSIP: 89420GAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1897000 | PA      | $2125132.11     | 0.00%             | 2033-03-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 BM3968                      | CUSIP: 3617JUMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      799216 | PA      | $816706.68      | 0.00%             | 2049-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01376                      | CUSIP: 31292HQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4310 | PA      | $4561.71        | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23630                      | CUSIP: 31297BA77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15859 | PA      | $16055.08       | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5645                      | CUSIP: 31418FHX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      387646 | PA      | $379981.09      | 0.00%             | 2055-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10531203.99    | 0.00%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5603                      | CUSIP: 3140X9GM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10109860 | PA      | $9052376.32     | 0.00%             | 2048-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BP4<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     4513000 | PA      | $2970508.68     | 0.00%             | 2050-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K131 A2                   | CUSIP: 3137H2AD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36075000 | PA      | $31556285.18    | 0.01%             | 2031-07-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2458                      | CUSIP: 31418BWU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      977145 | PA      | $928978.05      | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CU6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     8930000 | PA      | $8091009.33     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-3                                       | EART 2022-3A D                 | CUSIP: 30166YAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1167643.30     | 0.00%             | 2028-09-15      | Fixed         | 6.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6931                      | CUSIP: 36179VVY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    31507854 | PA      | $26812141.17    | 0.01%             | 2050-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDM0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4751000 | PA      | $4162750.41     | 0.00%             | 2031-01-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CD4<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    13200000 | PA      | $11671428.19    | 0.00%             | 2033-01-19      | Variable      | 2.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283W8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   630335000 | PA      | $615290674.79   | 0.20%             | 2028-02-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | WILLIS-KNIGHTON                | CUSIP: 97068LAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8400000 | PA      | $5198430.20     | 0.00%             | 2051-03-01      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00972                      | CUSIP: 31292HCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2175 | PA      | $2244.90        | 0.00%             | 2030-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AD8<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     1340000 | PA      | $1451177.42     | 0.00%             | 2028-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723538                      | CUSIP: 3620A9ZB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      327594 | PA      | $324065.41      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00801                      | CUSIP: 31283G3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         427 | PA      | $429.10         | 0.00%             | 2026-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HA4<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1088301.78     | 0.00%             | 2054-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AR2<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    15650000 | PA      | $15812953.90    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAK8<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $13916671.74    | 0.00%             | 2027-08-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Csail 2015-C2 Commercial Mortgage Trust                                          | CSAIL 2015-C2 AS               | CUSIP: 12634NAX6<br>LEI: 549300D5DIOOMKWXVZ20 | Long             | ABS-MBS          | CORP              | US        |     1362949 | PA      | $1341836.67     | 0.00%             | 2057-06-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1377                      | CUSIP: 36179NQ68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1568289 | PA      | $1548194.77     | 0.00%             | 2043-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6337                      | CUSIP: 36179VBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8462611 | PA      | $7227847.72     | 0.00%             | 2049-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECH6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    15259000 | PA      | $16649153.11    | 0.01%             | 2034-06-27      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AM1<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1491783.94     | 0.00%             | 2026-09-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CJ7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     8009000 | PA      | $7179807.05     | 0.00%             | 2065-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAX4<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    22700000 | PA      | $23530340.44    | 0.01%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAE6<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $5361343.14     | 0.00%             | 2054-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPX91<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    12000000 | PA      | $12042696.00    | 0.00%             | 2027-01-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                                               | VWALT 2024-A A3                | CUSIP: 92866EAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6500000 | PA      | $6557885.10     | 0.00%             | 2027-06-21      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8107                      | CUSIP: 3132D6AG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45563290 | PA      | $41705423.29    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AW9<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    11290000 | PA      | $9434876.45     | 0.00%             | 2043-03-04      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448BZ0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3299265.04     | 0.00%             | 2042-03-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AW3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3000000 | PA      | $2693355.83     | 0.00%             | 2032-04-01      | Variable      | 2.73%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BC4<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    16845000 | PA      | $10332796.08    | 0.00%             | 2051-05-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5331                        | CUSIP: 36202F4Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3029200 | PA      | $2827976.27     | 0.00%             | 2042-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698091                      | CUSIP: 36296QRL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      848239 | PA      | $839796.83      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJP6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8237877.52     | 0.00%             | 2027-10-26      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAH9<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $13392083.63    | 0.00%             | 2053-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BP0<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $2753484.78     | 0.00%             | 2030-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBJ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    42947000 | PA      | $42866095.58    | 0.01%             | 2031-03-24      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ5353                      | CUSIP: 3140H65P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4732380 | PA      | $4466571.37     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1307                      | CUSIP: 31418ANZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7790873 | PA      | $7515633.34     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1632                      | CUSIP: 3138X0Y69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      535252 | PA      | $486086.30      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56514                      | CUSIP: 3128KKGX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7409 | PA      | $7798.28        | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO8044                      | CUSIP: 3138LY5E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      486898 | PA      | $458244.43      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GD9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    31850000 | PA      | $32501850.69    | 0.01%             | 2029-03-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBE8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     9824000 | PA      | $8373200.82     | 0.00%             | 2032-04-29      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8617                      | CUSIP: 3132A9SE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6493004 | PA      | $6255442.53     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3511                      | CUSIP: 3140X63V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15044638 | PA      | $12652617.39    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BG4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    19850000 | PA      | $13978097.53    | 0.00%             | 2047-12-08      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0157                      | CUSIP: 36179ME63<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      352631 | PA      | $357215.74      | 0.00%             | 2042-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK28                                                                  | BANK 2020-BN28 A4              | CUSIP: 06540YAH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1696516.77     | 0.00%             | 2063-03-15      | Fixed         | 1.84%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                                              | CNH 2025-A A4                  | CUSIP: 12674BAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2750000 | PA      | $2785908.68     | 0.00%             | 2032-09-15      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1677                      | CUSIP: 36179N2J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1457430 | PA      | $1350312.41     | 0.00%             | 2044-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887678                      | CUSIP: 31410FFT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8141 | PA      | $8556.90        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8878                      | CUSIP: 36179X2K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    58080085 | PA      | $57332089.37    | 0.02%             | 2053-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    12250000 | PA      | $11085097.02    | 0.00%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4945                      | CUSIP: 3140XLP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18948288 | PA      | $18829743.94    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K155 A3                   | CUSIP: 3137FG6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8900000 | PA      | $8480155.85     | 0.00%             | 2033-04-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCE9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    16700000 | PA      | $16631116.72    | 0.01%             | 2033-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 739355                      | CUSIP: 31402VMC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1787 | PA      | $1835.43        | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCW4<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     4725000 | PA      | $3499596.48     | 0.00%             | 2048-02-15      | Fixed         | 4.05%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04649                      | CUSIP: 3132GKZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3819379 | PA      | $3599445.95     | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950720                      | CUSIP: 31413NVM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4889 | PA      | $5281.20        | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EAZ2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     2970000 | PA      | $2341195.56     | 0.00%             | 2046-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCH6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     2225000 | PA      | $2241690.78     | 0.00%             | 2028-06-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FC1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    12000000 | PA      | $11707428.00    | 0.00%             | 2055-02-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JX9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2519494.46     | 0.00%             | 2033-02-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   526879000 | PA      | $442104990.83   | 0.14%             | 2042-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q05649                      | CUSIP: 3132GL5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1747918 | PA      | $1685903.38     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AX8<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     5302000 | PA      | $5438279.99     | 0.00%             | 2033-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLANOVA                      | CUSIP: 487836CA4<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3198492.71     | 0.00%             | 2054-05-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8110                      | CUSIP: 3132D6AK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22295674 | PA      | $19869755.25    | 0.01%             | 2036-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER HLDGS                   | CUSIP: 98956PAH5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     3815000 | PA      | $3182221.28     | 0.00%             | 2045-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CW7<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    14955000 | PA      | $14588392.53    | 0.00%             | 2064-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1599                      | CUSIP: 3133L7X44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17249379 | PA      | $15896674.51    | 0.01%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7827                      | CUSIP: 3140XBVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22334423 | PA      | $19579489.65    | 0.01%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AS8<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |    10425000 | PA      | $10719049.55    | 0.00%             | 2034-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAR9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    33485000 | PA      | $30492764.14    | 0.01%             | 2030-08-14      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mercury General Corp                                                             | MERCURY GEN CORP               | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |     3265000 | PA      | $3236584.92     | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03765                      | CUSIP: 3128M5QS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      157750 | PA      | $163331.60      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 938757                      | CUSIP: 31412YME9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204082 | PA      | $214684.88      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887BG3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     7412000 | PA      | $6445038.33     | 0.00%             | 2044-12-15      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAL7<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |    11040000 | PA      | $10773077.49    | 0.00%             | 2027-09-12      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-7 A1A                | CUSIP: 92348KCD3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     2850000 | PA      | $2906943.86     | 0.00%             | 2029-11-20      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBR9<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $12220180.76    | 0.00%             | 2026-09-25      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK4523                      | CUSIP: 3138E9AZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1711899 | PA      | $1650750.55     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 657908                      | CUSIP: 36294R3R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         977 | PA      | $1023.68        | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4714                      | CUSIP: 3132A5GX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7489472 | PA      | $7089866.45     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7390                      | CUSIP: 3140QFF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8717505 | PA      | $7987112.76     | 0.00%             | 2050-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C52                                   | WFCM 2019-C52 A5               | CUSIP: 95002MAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1610000 | PA      | $1499182.41     | 0.00%             | 2052-08-15      | Fixed         | 2.89%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERNP2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     1411000 | PA      | $1416392.84     | 0.00%             | 2027-08-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDK5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $15862397.52    | 0.01%             | 2028-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | WFCM 2024-5C1 A3               | CUSIP: 95003VAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6100000 | PA      | $6364633.86     | 0.00%             | 2057-07-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651DY5<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     9375000 | PA      | $8682467.11     | 0.00%             | 2028-07-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2594                      | CUSIP: 3140GQ3C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6240521 | PA      | $5733263.80     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735500                      | CUSIP: 31402RDD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      850548 | PA      | $877530.46      | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579731                      | CUSIP: 36201DA85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3171 | PA      | $3283.22        | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA ST                          | CUSIP: 576000KV4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3180000 | PA      | $3287822.03     | 0.00%             | 2039-08-15      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8133                      | CUSIP: 3140QUBB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17599080 | PA      | $17301986.49    | 0.01%             | 2054-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                        | DICK'S SPORTING                | CUSIP: 253393AG7<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $6276779.00     | 0.00%             | 2052-01-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    13700000 | PA      | $14096651.95    | 0.00%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAD6<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |     5342000 | PA      | $4805177.61     | 0.00%             | 2043-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5104                      | CUSIP: 3133KYU56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24500925 | PA      | $20355794.68    | 0.01%             | 2041-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18582                      | CUSIP: 3128MMUG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1146980 | PA      | $1119445.28     | 0.00%             | 2031-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CM9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9285164.01     | 0.00%             | 2026-11-04      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAT0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     6297000 | PA      | $5918035.89     | 0.00%             | 2054-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8475                      | CUSIP: 3132DWMY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    88247932 | PA      | $88247349.85    | 0.03%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AH9<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2950434.32     | 0.00%             | 2053-10-01      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   731835000 | PA      | $407083218.75   | 0.13%             | 2051-11-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0537                      | CUSIP: 3132ACS27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8232332 | PA      | $7578606.53     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FP3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     7472000 | PA      | $7014687.74     | 0.00%             | 2040-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826744                      | CUSIP: 31407CP50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78498 | PA      | $81038.44       | 0.00%             | 2035-07-01      | Floating      | 7.46%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER OP LLC               | CUSIP: 95041AAF5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4520111.82     | 0.00%             | 2030-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| General Dynamics Corp                                                            | GENERAL DYNAMICS               | CUSIP: 369550BR8<br>LEI: 9C1X8XOOTYY2FNYTVH06 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4616987.24     | 0.00%             | 2035-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 940054                      | CUSIP: 31413AZT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19155 | PA      | $19818.84       | 0.00%             | 2037-07-01      | Floating      | 7.58%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AF8<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     2265000 | PA      | $1564961.74     | 0.00%             | 2116-07-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6833934.31     | 0.00%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9016                      | CUSIP: 3140QVAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26649764 | PA      | $27205638.60    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0287                      | CUSIP: 3140XFJ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16136741 | PA      | $12931143.18    | 0.00%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3448                      | CUSIP: 31418CZN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1099153 | PA      | $1100176.36     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C8                                            | UBSCM 2018-C8 A3               | CUSIP: 90276VAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4901122 | PA      | $4834162.02     | 0.00%             | 2051-02-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 632525CJ8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     5823000 | PA      | $5860946.91     | 0.00%             | 2028-06-13      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBT6<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2895000 | PA      | $3044096.21     | 0.00%             | 2029-06-13      | Variable      | 6.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8949                      | CUSIP: 36179X5J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5410914 | PA      | $5524810.56     | 0.00%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3991                      | CUSIP: 31418DNH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21135040 | PA      | $18514840.67    | 0.01%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                | CUSIP: 25245BAA5<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     1512000 | PA      | $1291773.75     | 0.00%             | 2042-05-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1587                      | CUSIP: 3138WAXR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50697 | PA      | $50004.62       | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781797                      | CUSIP: 36225B7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3796 | PA      | $3912.89        | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JZ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    44225000 | PA      | $44533172.08    | 0.01%             | 2026-08-07      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJX0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   452333000 | PA      | $455548802.66   | 0.14%             | 2031-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2959                      | CUSIP: 31418CJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3043942 | PA      | $2790048.20     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0ES3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    45740000 | PA      | $47026184.32    | 0.01%             | 2030-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                                              | FORDO 2023-B A3                | CUSIP: 344930AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3030419 | PA      | $3046987.85     | 0.00%             | 2028-05-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Main Street Capital Corp                                                         | MAIN STREET CAPI               | CUSIP: 56035LAE4<br>LEI: 5493001FS9QJLJNF3E20 | Long             | DBT              | CORP              | US        |     5290000 | PA      | $5175968.73     | 0.00%             | 2026-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BN2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    18830000 | PA      | $19526671.40    | 0.01%             | 2028-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBN0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $7829279.75     | 0.00%             | 2027-04-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital/The                                                         | MT SINAI HOSP                  | CUSIP: 623115AF9<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $3825725.03     | 0.00%             | 2050-07-01      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08817                      | CUSIP: 3128MJ4B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3741359 | PA      | $3535751.13     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DC4<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     6623000 | PA      | $5838992.30     | 0.00%             | 2030-11-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54837                      | CUSIP: 3128KHLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          48 | PA      | $50.81          | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAD9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    53755000 | PA      | $46422060.57    | 0.01%             | 2030-08-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | BANK OF AMERICA                | CUSIP: 06428CAA2<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |    22165000 | PA      | $22480775.01    | 0.01%             | 2026-08-18      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAD9<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    14970000 | PA      | $13669970.84    | 0.00%             | 2032-05-19      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CM6<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    15900000 | PA      | $15574033.86    | 0.00%             | 2034-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     4608000 | PA      | $4511606.55     | 0.00%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAL6<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |      500000 | PA      | $464589.25      | 0.00%             | 2028-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0933                      | CUSIP: 3138EHBB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3972381 | PA      | $4018758.48     | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4715                      | CUSIP: 31418EGZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4218038 | PA      | $4165466.06     | 0.00%             | 2042-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAE7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    13060000 | PA      | $8764774.85     | 0.00%             | 2040-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Radian Group Inc                                                                 | RADIAN GROUP INC               | CUSIP: 750236AY7<br>LEI: 54930005OUP720S5U385 | Long             | DBT              | CORP              | US        |     8216000 | PA      | $8540587.32     | 0.00%             | 2029-05-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5110                      | CUSIP: 3133KYVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9968028 | PA      | $8270210.07     | 0.00%             | 2041-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782932                      | CUSIP: 36241LHH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       62215 | PA      | $62893.79       | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      814679 | PA      | $824464.62      | 0.00%             | 2034-07-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3104                      | CUSIP: 36179RNV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1451143 | PA      | $1300703.58     | 0.00%             | 2045-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBF6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    12206000 | PA      | $12019755.03    | 0.00%             | 2055-04-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647770                      | CUSIP: 36292FT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9577 | PA      | $9673.64        | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAM5<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     6556000 | PA      | $5233986.43     | 0.00%             | 2047-09-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9461                      | CUSIP: 3138EEQP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      223323 | PA      | $219768.57      | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7981                      | CUSIP: 3128UGHH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58205 | PA      | $60482.40       | 0.00%             | 2041-02-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8258                      | CUSIP: 3132DWE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46206829 | PA      | $45527879.49    | 0.01%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BY0<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    31290000 | PA      | $30412647.52    | 0.01%             | 2027-03-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6286                      | CUSIP: 36179U6X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3044842 | PA      | $2961309.83     | 0.00%             | 2049-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7292                      | CUSIP: 3140XBC65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1111533 | PA      | $1016667.44     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DX3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    15250000 | PA      | $10919702.44    | 0.00%             | 2062-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8312                      | CUSIP: 3140XCGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12663176 | PA      | $10649795.83    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABP7<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    11851000 | PA      | $11500137.41    | 0.00%             | 2034-09-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAZ3<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8739445.70     | 0.00%             | 2052-12-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AN9<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $4473843.11     | 0.00%             | 2031-03-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-2 Class AA Pass Through Trust                               | UNTD AIR 16-2 AA               | CUSIP: 90932EAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2756412 | PA      | $2602381.32     | 0.00%             | 2030-04-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08808                      | CUSIP: 3128MJ3S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2546162 | PA      | $2335862.51     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAM4<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |    18485000 | PA      | $18172949.68    | 0.01%             | 2026-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AX5<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     3740000 | PA      | $2454533.67     | 0.00%             | 2049-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAL9<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     7600000 | PA      | $7265626.53     | 0.00%             | 2030-06-18      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779565                      | CUSIP: 31404VCA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3775 | PA      | $3896.12        | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5122                      | CUSIP: 31418EVQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5835547 | PA      | $6014494.24     | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1432                      | CUSIP: 3142GRSW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19282883 | PA      | $19685095.11    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04444                      | CUSIP: 31292L5D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1467668 | PA      | $1337931.14     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346BA2<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     3040000 | PA      | $3050304.42     | 0.00%             | 2035-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89870                      | CUSIP: 3129366F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      884576 | PA      | $877924.12      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 253907                      | CUSIP: 31371KAG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13290 | PA      | $13977.16       | 0.00%             | 2031-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9870                      | CUSIP: 3140XD6G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13954602 | PA      | $11667427.57    | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2305                      | CUSIP: 36179QR29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1293624 | PA      | $1271475.16     | 0.00%             | 2044-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAK8<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    15950000 | PA      | $14063459.76    | 0.00%             | 2032-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7323                      | CUSIP: 3132DVD44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34375982 | PA      | $33696307.15    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2V3<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     5390000 | PA      | $5464936.58     | 0.00%             | 2026-12-11      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAS1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5348619.60     | 0.00%             | 2030-06-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BX5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $4353495.90     | 0.00%             | 2030-06-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4473                      | CUSIP: 31418D6K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      330333 | PA      | $272505.59      | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAM5<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     8775000 | PA      | $9676629.21     | 0.00%             | 2039-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EL8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     6909000 | PA      | $6529642.91     | 0.00%             | 2029-07-29      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU0981                      | CUSIP: 3140M2CT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9006080 | PA      | $7641704.54     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4747                        | CUSIP: 36202FHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3764072 | PA      | $3813384.92     | 0.00%             | 2040-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA9357                      | CUSIP: 31416TMF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      248681 | PA      | $246514.09      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78533                      | CUSIP: 31288HPS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7236 | PA      | $7454.92        | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AW9631                      | CUSIP: 36195YVY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      122723 | PA      | $118973.76      | 0.00%             | 2046-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAT6<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8479918.02     | 0.00%             | 2054-09-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-167 A2                  | CUSIP: 3137HHUG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8350000 | PA      | $8468114.09     | 0.00%             | 2034-10-25      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DJ3<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    15450000 | PA      | $11434703.70    | 0.00%             | 2050-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BV8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     6525000 | PA      | $6636219.03     | 0.00%             | 2035-03-23      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAE1<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11572178.62    | 0.00%             | 2029-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FG7<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $3886091.96     | 0.00%             | 2042-06-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA5511                      | CUSIP: 3133A0DQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14517312 | PA      | $12204596.91    | 0.00%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CS7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     8760000 | PA      | $9051353.09     | 0.00%             | 2033-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS CP               | CUSIP: 844895AX0<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $1909484.52     | 0.00%             | 2046-09-29      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4061                        | CUSIP: 36202EQN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       86697 | PA      | $91328.51       | 0.00%             | 2037-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7935                      | CUSIP: 36179WY85<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   112732124 | PA      | $91930860.43    | 0.03%             | 2052-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MEB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |      300000 | PA      | $344870.10      | 0.00%             | 2038-08-06      | Fixed         | 6.21%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AM7<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     4915000 | PA      | $4079683.61     | 0.00%             | 2044-10-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 864410                      | CUSIP: 31408YKX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19094 | PA      | $19735.64       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167DU4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    11224000 | PA      | $11018089.83    | 0.00%             | 2027-01-12      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFF6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    11475000 | PA      | $11378178.04    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08624                      | CUSIP: 3128MJVS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2167088 | PA      | $2075565.84     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCB5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $5851294.46     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NS6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     5570000 | PA      | $5591651.31     | 0.00%             | 2028-05-24      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01501                      | CUSIP: 31292HU28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41251 | PA      | $42404.27       | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAJ4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     7173000 | PA      | $6889835.27     | 0.00%             | 2030-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4501                      | CUSIP: 31418EAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29106869 | PA      | $24884515.86    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BJ6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     6670000 | PA      | $6617343.29     | 0.00%             | 2033-05-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAC6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    11671000 | PA      | $8150682.32     | 0.00%             | 2049-11-18      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAD2<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    17396000 | PA      | $12950313.68    | 0.00%             | 2048-02-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Willis-Knighton Medical Center                                                   | WILLIS-KNIGHTON                | CUSIP: 97068LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2530699.43     | 0.00%             | 2048-09-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BM1<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6039165.87     | 0.00%             | 2032-02-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AW3<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     7617000 | PA      | $7271972.26     | 0.00%             | 2030-03-26      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AQ9<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $4955400.22     | 0.00%             | 2051-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: 377373AH8<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     8637000 | PA      | $8386991.89     | 0.00%             | 2029-06-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAQ6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    26100000 | PA      | $24640973.44    | 0.01%             | 2030-07-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UBC6<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     7870000 | PA      | $7879451.01     | 0.00%             | 2034-02-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI6643                      | CUSIP: 3138ALLZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      192570 | PA      | $190502.58      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISC PUB SERVICE               | CUSIP: 976843BH4<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2064017.16     | 0.00%             | 2042-12-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAV7<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3478232.24     | 0.00%             | 2027-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33573                      | CUSIP: 31297N6J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28685 | PA      | $29621.68       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K1522 A2                  | CUSIP: 3137H4RG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7550000 | PA      | $5986249.29     | 0.00%             | 2036-10-25      | Fixed         | 2.36%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACY9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    36783000 | PA      | $37001568.89    | 0.01%             | 2033-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K060 A2                   | CUSIP: 3137BTAC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $7896841.60     | 0.00%             | 2026-10-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBR0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4541188.68     | 0.00%             | 2026-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1577                      | CUSIP: 3140X4XF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16789212 | PA      | $16414384.00    | 0.01%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3897                      | CUSIP: 31418DKK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1490729 | PA      | $1435030.73     | 0.00%             | 2035-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3033550.41     | 0.00%             | 2030-09-06      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020BB2<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     2339000 | PA      | $2217036.86     | 0.00%             | 2032-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AT2<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    24319000 | PA      | $23878447.16    | 0.01%             | 2027-05-19      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KQ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    94425000 | PA      | $94595972.22    | 0.03%             | 2030-02-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DAD1<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |     8215000 | PA      | $5424079.93     | 0.00%             | 2040-06-01      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2594                      | CUSIP: 3140XH3C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20549620 | PA      | $17263069.81    | 0.01%             | 2052-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 738488                      | CUSIP: 31402UND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1677 | PA      | $1724.39        | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59022CAJ2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13848000 | PA      | $14631316.19    | 0.00%             | 2037-01-29      | Fixed         | 6.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily WI Certificates Series WI-K170                           | WI K170 A2                     | CUSIP: 3137HKQ49<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    35000000 | PA      | $36082133.50    | 0.01%             | 2035-06-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18607                      | CUSIP: 3128MMU92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3785132 | PA      | $3650610.95     | 0.00%             | 2031-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3W1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    18015000 | PA      | $18452704.05    | 0.01%             | 2031-04-23      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB7708                      | CUSIP: 3133AER55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    69769175 | PA      | $55625944.24    | 0.02%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05196                      | CUSIP: 3128M7C95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76966 | PA      | $79787.80       | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21522                      | CUSIP: 31296XVP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13352 | PA      | $13762.56       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $24214085.20    | 0.01%             | 2027-10-21      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7779                      | CUSIP: 31418VUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      648103 | PA      | $655629.99      | 0.00%             | 2040-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9337000 | PA      | $8980474.63     | 0.00%             | 2043-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q10392                      | CUSIP: 3132HLNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1361476 | PA      | $1278281.57     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K758 A2                   | CUSIP: 3137HHJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16000000 | PA      | $16306043.20    | 0.01%             | 2031-10-25      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    18347000 | PA      | $17597952.13    | 0.01%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAH2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     6222000 | PA      | $5795566.54     | 0.00%             | 2028-11-09      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEG2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     4020000 | PA      | $3742327.18     | 0.00%             | 2064-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HR61<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    16745000 | PA      | $16531861.50    | 0.01%             | 2027-04-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCW2<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7379868.93     | 0.00%             | 2029-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FX9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    16038000 | PA      | $14783783.25    | 0.00%             | 2031-01-13      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13882                      | CUSIP: 3128PTJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29291 | PA      | $29186.70       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00678                      | CUSIP: 31292GXF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1767 | PA      | $1858.47        | 0.00%             | 2028-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 787219                      | CUSIP: 31405ESG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3776 | PA      | $3897.13        | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4319                      | CUSIP: 3132E0YQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10068175 | PA      | $10268743.02    | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3410                      | CUSIP: 31418CYG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      134096 | PA      | $131731.16      | 0.00%             | 2033-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K125 A2                   | CUSIP: 3137F9Z79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85000 | PA      | $75138.23       | 0.00%             | 2031-01-25      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5435                      | CUSIP: 3140XMBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9566774 | PA      | $9456098.40     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8119                      | CUSIP: 3132D6AU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22396067 | PA      | $20485783.14    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBP8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    10530000 | PA      | $7846628.13     | 0.00%             | 2049-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2560                      | CUSIP: 3140XHZ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12045024 | PA      | $11289432.82    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAU1<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $1512003.92     | 0.00%             | 2051-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AES Corp/The                                                                     | AES CORP/THE                   | CUSIP: 00130HCH6<br>LEI: 2NUNNB7D43COUIRE5295 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18400365.71    | 0.01%             | 2028-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 ASB             | CUSIP: 065404AZ8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |      716899 | PA      | $709483.07      | 0.00%             | 2061-02-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C3 MORTGAGE TRUST                                                       | BMO 2022-C3 AS                 | CUSIP: 05602QBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1500000 | PA      | $1519618.05     | 0.00%             | 2054-09-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BH4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     9890000 | PA      | $8936338.17     | 0.00%             | 2043-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87483                      | CUSIP: 312934J45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      146616 | PA      | $152050.50      | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203BX8<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |    18682000 | PA      | $18446094.33    | 0.01%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAW9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    39181000 | PA      | $33726341.78    | 0.01%             | 2046-05-14      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641782                      | CUSIP: 36291X6T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9581 | PA      | $9679.03        | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAT1<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2307107.82     | 0.00%             | 2027-10-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8205                      | CUSIP: 3132DWDJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   112615592 | PA      | $93689708.12    | 0.03%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5307                        | CUSIP: 36202F3Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      299630 | PA      | $303536.02      | 0.00%             | 2042-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2821                      | CUSIP: 3140XJD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      176206 | PA      | $170279.10      | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04688                      | CUSIP: 3128M6RH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       83947 | PA      | $87062.30       | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BU5<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     3695000 | PA      | $3471395.45     | 0.00%             | 2050-05-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust Series 2024-4                                               | VZMT 2024-4 A1A                | CUSIP: 92348KCU5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4500000 | PA      | $4538844.00     | 0.00%             | 2029-06-20      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BK3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     2276000 | PA      | $2305314.97     | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8010                      | CUSIP: 3132D53T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1739134 | PA      | $1648830.28     | 0.00%             | 2034-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0241                      | CUSIP: 3140Q7HT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      838602 | PA      | $793071.92      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0146                      | CUSIP: 3618N5EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   164409719 | PA      | $161508824.33   | 0.05%             | 2055-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAR2<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $6803395.37     | 0.00%             | 2031-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAM3<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    29500000 | PA      | $27596562.89    | 0.01%             | 2032-03-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC                                                         | NXP BV/NXP FUNDI               | CUSIP: 62947QBC1<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     5000000 | PA      | $5162576.58     | 0.00%             | 2028-12-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BN2<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $6091057.41     | 0.00%             | 2029-02-06      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Blue Owl Finance LLC                                                             | BLUE OWL FIN LLC               | CUSIP: 09581JAT3<br>LEI: 254900OF2NO2GYFV5T41 | Long             | DBT              | CORP              | US        |    11800000 | PA      | $12134490.03    | 0.00%             | 2034-04-18      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| William Marsh Rice University                                                    | RICE UNIVERSITY                | CUSIP: 96926GAC7<br>LEI: 549300QPVG49ONTSJJ20 | Long             | DBT              | CORP              | US        |     8510000 | PA      | $6689677.56     | 0.00%             | 2045-05-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLB5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   815774000 | PA      | $819024345.45   | 0.26%             | 2026-07-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552481                      | CUSIP: 36213EXJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         961 | PA      | $990.34         | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Medtronic Inc                                                                    | MEDTRONIC INC                  | CUSIP: 585055BU9<br>LEI: D56MRZY2INAN94ZONZ37 | Long             | DBT              | CORP              | US        |     9242000 | PA      | $8309097.06     | 0.00%             | 2045-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBE4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    15800000 | PA      | $10473471.64    | 0.00%             | 2051-08-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0005                      | CUSIP: 31417YAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32923 | PA      | $32837.23       | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50923                      | CUSIP: 3128KDAY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28123 | PA      | $29582.36       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAH0<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     3976000 | PA      | $3861424.53     | 0.00%             | 2028-01-07      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BK4<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     6998000 | PA      | $4536589.84     | 0.00%             | 2050-04-24      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| JetBlue 2019-1 Class AA Pass Through Trust                                       | JETBLUE 19-1 AA                | CUSIP: 477143AH4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4463700 | PA      | $3906219.71     | 0.00%             | 2033-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35649                      | CUSIP: 31297RH26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11769 | PA      | $11909.73       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 643349                      | CUSIP: 36292AWJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19537 | PA      | $19735.43       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0937                      | CUSIP: 36179NBE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      162217 | PA      | $164305.47      | 0.00%             | 2043-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8418                      | CUSIP: 3132DWK77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      444518 | PA      | $425191.09      | 0.00%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2015-1 Class AA Pass Through Trust                               | UNTD AIR 15-1 AA               | CUSIP: 90932LAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2358137 | PA      | $2286885.79     | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3669                      | CUSIP: 31418DCF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1017365 | PA      | $1014179.34     | 0.00%             | 2049-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAH9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     1590000 | PA      | $1631953.08     | 0.00%             | 2033-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04320                      | CUSIP: 3128M6DZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38440 | PA      | $40606.91       | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7616                      | CUSIP: 3140XBPA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20964485 | PA      | $19156654.98    | 0.01%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01277                      | CUSIP: 31292HM27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2459 | PA      | $2590.44        | 0.00%             | 2031-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5333                      | CUSIP: 3133KY4S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7721471 | PA      | $7738313.43     | 0.00%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJM2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       75000 | PA      | $46883.89       | 0.00%             | 2051-10-24      | Variable      | 2.83%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAR4<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12825880.53    | 0.00%             | 2031-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5504                      | CUSIP: 31417CDJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2846140 | PA      | $2678735.49     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07021                      | CUSIP: 3128M9D25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1422536 | PA      | $1440601.48     | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783188                      | CUSIP: 36241LRH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       64678 | PA      | $67034.67       | 0.00%             | 2040-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4359                      | CUSIP: 3138A5ZZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19867 | PA      | $19775.47       | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAP8<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    10928000 | PA      | $7074425.18     | 0.00%             | 2051-09-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DP2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    12600000 | PA      | $11146248.62    | 0.00%             | 2032-01-05      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1355                      | CUSIP: 31416WQH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      354985 | PA      | $359109.20      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regeneron Pharmaceuticals Inc                                                    | REGENERON PHARM                | CUSIP: 75886FAF4<br>LEI: 549300RCBFWIRX3HYQ56 | Long             | DBT              | CORP              | US        |     3755000 | PA      | $2241121.02     | 0.00%             | 2050-09-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12025000 | PA      | $11414359.44    | 0.00%             | 2049-12-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Bain Capital Specialty Finance Inc                                               | BAIN CAPITAL SPE               | CUSIP: 05684BAC1<br>LEI: 549300V2JL72R0EYBK64 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2906815.58     | 0.00%             | 2026-10-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAJ3<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2627644.90     | 0.00%             | 2030-07-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DX4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    31500000 | PA      | $33420930.56    | 0.01%             | 2034-06-20      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE4400                      | CUSIP: 3133BD3H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5143098 | PA      | $4957652.24     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CS8<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $6784810.01     | 0.00%             | 2050-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0210                      | CUSIP: 31419AGU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1276127 | PA      | $1290934.04     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB1964                      | CUSIP: 3140ABFE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6349867 | PA      | $6232255.75     | 0.00%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A A4                | CUSIP: 98164YAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1533043.65     | 0.00%             | 2030-11-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BN8<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     5520000 | PA      | $5547626.72     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BC2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9044424.72     | 0.00%             | 2032-02-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CV6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    15800000 | PA      | $13670134.51    | 0.00%             | 2031-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BH8<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6596510.93     | 0.00%             | 2029-02-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA5003                      | CUSIP: 3140A5RZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      652374 | PA      | $663365.77      | 0.00%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBD1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |      821000 | PA      | $538164.46      | 0.00%             | 2050-06-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8342                      | CUSIP: 3132DWHT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34785506 | PA      | $34839628.81    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAR0<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $6513579.63     | 0.00%             | 2051-06-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $8769369.70     | 0.00%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 293791AP4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |      235000 | PA      | $261025.95      | 0.00%             | 2034-10-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KL4<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13131221.34    | 0.00%             | 2029-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82713                       | CUSIP: 36225FAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      133577 | PA      | $135701.51      | 0.00%             | 2041-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CJ6<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    21200000 | PA      | $21449349.76    | 0.01%             | 2028-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6961                      | CUSIP: 3138A8WX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53324 | PA      | $53090.15       | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3987                      | CUSIP: 3133KKNC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15304596 | PA      | $12828198.78    | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAM5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     5457000 | PA      | $5513923.00     | 0.00%             | 2034-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBY0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10520863.84    | 0.00%             | 2031-02-20      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAH4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $802849.95      | 0.00%             | 2044-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GD9<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     9865000 | PA      | $10405719.98    | 0.00%             | 2052-11-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-A                                         | WOART 2022-A A4                | CUSIP: 98164GAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      425000 | PA      | $418049.25      | 0.00%             | 2028-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 721085                      | CUSIP: 31401XCW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12151 | PA      | $12508.11       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BF8804                      | CUSIP: 3617GFX93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      615348 | PA      | $563182.95      | 0.00%             | 2048-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4117                        | CUSIP: 36202ESE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14360 | PA      | $15134.53       | 0.00%             | 2038-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286AY3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    14800000 | PA      | $17843048.81    | 0.01%             | 2030-02-02      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ED5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    18546000 | PA      | $17158021.29    | 0.01%             | 2028-09-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50685                      | CUSIP: 3128KCXN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4444 | PA      | $4684.88        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Petroleum North America ULC                                                | CNOOC PETROLEUM                | CUSIP: 65334HAE2<br>LEI: 549300I04PB7X2824122 | Long             | DBT              | CORP              | CA        |     5500000 | PA      | $6055378.78     | 0.00%             | 2035-03-10      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFX7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    16168000 | PA      | $13987560.26    | 0.00%             | 2030-10-30      | Fixed         | 1.68%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   725699000 | PA      | $723941444.11   | 0.23%             | 2026-08-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01573                      | CUSIP: 31292HXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      373525 | PA      | $384288.32      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1733                      | CUSIP: 31419B4T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5108079 | PA      | $4948521.55     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CM8<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    19500000 | PA      | $17269791.90    | 0.01%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OHIO ST UNIV-A-TXBL            | CUSIP: 677632PA3<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     5481000 | PA      | $4585792.65     | 0.00%             | 2111-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4588                      | CUSIP: 36179TCZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1488985 | PA      | $1456977.25     | 0.00%             | 2047-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AS7<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     8400000 | PA      | $8497614.35     | 0.00%             | 2030-08-15      | Variable      | 4.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 727121                      | CUSIP: 31402EYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21183 | PA      | $21809.88       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBU4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    35239000 | PA      | $25004374.12    | 0.01%             | 2046-07-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAN0<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     5075000 | PA      | $4975422.27     | 0.00%             | 2028-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334DA9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8384704.17     | 0.00%             | 2030-01-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST -TXBL            | CUSIP: 13063DRE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7630000 | PA      | $7174780.47     | 0.00%             | 2029-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4954                      | CUSIP: 3138EMQG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      455076 | PA      | $472785.42      | 0.00%             | 2042-02-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHW3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     9425000 | PA      | $8921644.98     | 0.00%             | 2029-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15012                      | CUSIP: 3128PUR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17884 | PA      | $17820.92       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0778                      | CUSIP: 3132DM2K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2786358 | PA      | $2312865.10     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AL0<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |     5485000 | PA      | $5387658.49     | 0.00%             | 2040-11-02      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAN2<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     8219000 | PA      | $6854708.41     | 0.00%             | 2046-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31725                      | CUSIP: 31297L4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25616 | PA      | $25922.93       | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7728                      | CUSIP: 31417ESS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4330014 | PA      | $3810290.61     | 0.00%             | 2043-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AN9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     8574000 | PA      | $7978627.89     | 0.00%             | 2045-12-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2100                      | CUSIP: 3140QMKN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      705514 | PA      | $640284.43      | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU9005                      | CUSIP: 3140MBAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3610958 | PA      | $3225960.63     | 0.00%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CT7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $4823264.80     | 0.00%             | 2032-03-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2020-C56                                   | WFCM 2020-C56 A5               | CUSIP: 95002RAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1565000 | PA      | $1419799.30     | 0.00%             | 2053-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8141                      | CUSIP: 3132D6BJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36129550 | PA      | $33025281.39    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAP9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2626463.32     | 0.00%             | 2054-09-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q09008                      | CUSIP: 3132GUKV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2132426 | PA      | $2060179.61     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280BK4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    12350000 | PA      | $12248291.82    | 0.00%             | 2028-03-13      | Variable      | 4.04%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EK5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    17497000 | PA      | $14399284.17    | 0.00%             | 2048-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBA5<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    12845000 | PA      | $12124761.22    | 0.00%             | 2033-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAW2<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     7625000 | PA      | $7169782.29     | 0.00%             | 2029-12-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867224AE7<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     8595000 | PA      | $6033909.31     | 0.00%             | 2051-03-04      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BU5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9572670.86     | 0.00%             | 2033-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAS3<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     8721000 | PA      | $8348404.86     | 0.00%             | 2042-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BK5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $5654382.54     | 0.00%             | 2060-02-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| New Jersey Transportation Trust Fund Authority                                   | NJ TRN TR FD BABS              | CUSIP: 646136XR7<br>LEI: 549300YUVD5TEXR6L889 | Long             | DBT              | MUN               | US        |     4285000 | PA      | $4667878.46     | 0.00%             | 2040-12-15      | Fixed         | 6.56%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEY7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    27060000 | PA      | $29382620.23    | 0.01%             | 2033-10-18      | Variable      | 6.34%                 | No            |                  2 | On Loan: No      |
| Cottage Health Obligated Group                                                   | COTTAGE HEALTH                 | CUSIP: 22170QAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5210000 | PA      | $3613306.29     | 0.00%             | 2049-11-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783368                      | CUSIP: 36241LW51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      528750 | PA      | $523199.48      | 0.00%             | 2041-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAB2<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |    11020000 | PA      | $11537693.01    | 0.00%             | 2033-08-14      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BF7<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     1500000 | PA      | $1467684.61     | 0.00%             | 2026-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BM3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4818473.48     | 0.00%             | 2030-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Claremont Mckenna College                                                        | CLAREMONT                      | CUSIP: 18013RAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3475000 | PA      | $2206391.58     | 0.00%             | 2122-01-01      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAR7<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     4617000 | PA      | $4653030.40     | 0.00%             | 2028-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAX8<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    33040000 | PA      | $30385709.64    | 0.01%             | 2053-05-04      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8129                      | CUSIP: 3132DWA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7850939 | PA      | $6558518.02     | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D99020                      | CUSIP: 3128E6AV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      709408 | PA      | $696191.25      | 0.00%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M5 A2                 | CUSIP: 3136AWWF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      780336 | PA      | $753751.75      | 0.00%             | 2029-04-25      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAU5<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4834461.19     | 0.00%             | 2026-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1888                      | CUSIP: 3138AFC24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2531203 | PA      | $2505014.55     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FU7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     3682000 | PA      | $3311827.56     | 0.00%             | 2031-05-20      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08768                      | CUSIP: 3128MJ2A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2847552 | PA      | $2778246.24     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13423000 | PA      | $12405666.44    | 0.00%             | 2029-10-01      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AG2<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    17403000 | PA      | $17295613.87    | 0.01%             | 2055-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAE4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6175000 | PA      | $6593847.57     | 0.00%             | 2038-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88767                      | CUSIP: 312935W47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35100 | PA      | $36353.91       | 0.00%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNA9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    15900000 | PA      | $16265116.03    | 0.01%             | 2030-01-09      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2037                      | CUSIP: 3140XHHP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8011701 | PA      | $7129960.00     | 0.00%             | 2037-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAZ5<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7547980.54     | 0.00%             | 2030-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1961                      | CUSIP: 31418BFB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      448972 | PA      | $439659.72      | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C24                      | MSBAM 2015-C24 A4              | CUSIP: 61765LAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      889784 | PA      | $887406.36      | 0.00%             | 2048-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8104                      | CUSIP: 3140XCAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14303060 | PA      | $12377879.43    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6459                      | CUSIP: 3140XNE91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26789404 | PA      | $27482137.59    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEH3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     7793000 | PA      | $8077907.81     | 0.00%             | 2039-02-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH5033                      | CUSIP: 3140GTSX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46040 | PA      | $40778.34       | 0.00%             | 2047-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV OF VA-C-TXBL              | CUSIP: 915217WX7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3565000 | PA      | $2658391.98     | 0.00%             | 2117-09-01      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                | CUSIP: 22003BAP1<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |    10650000 | PA      | $8789281.46     | 0.00%             | 2033-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2023-A                                            | MBALT 2023-A A4                | CUSIP: 58768RAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2600000 | PA      | $2601766.44     | 0.00%             | 2029-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0201                      | CUSIP: 3142GQGK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8354481 | PA      | $8673678.14     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAC4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    15855000 | PA      | $15778344.78    | 0.01%             | 2027-03-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0538                      | CUSIP: 3142GQS45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15455211 | PA      | $16299346.38    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08799                      | CUSIP: 3128MJ3H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4320161 | PA      | $3824631.26     | 0.00%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAJ4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    12800000 | PA      | $12762725.52    | 0.00%             | 2028-04-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15395000 | PA      | $13486541.83    | 0.00%             | 2042-09-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3833                        | CUSIP: 36202EHJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4565 | PA      | $4796.68        | 0.00%             | 2036-03-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 676977                      | CUSIP: 36295QCN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      458532 | PA      | $463436.62      | 0.00%             | 2038-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDW8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6576411.34     | 0.00%             | 2028-03-24      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02609                      | CUSIP: 3128M4GS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1715 | PA      | $1804.61        | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Acuity Brands Lighting Inc                                                       | ACUITY BRANDS                  | CUSIP: 00510RAD5<br>LEI: 549300OTPVPFLUC38K21 | Long             | DBT              | CORP              | US        |     3875000 | PA      | $3390497.64     | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AX3<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9839013.78     | 0.00%             | 2026-07-23      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CG7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    21550000 | PA      | $17272497.73    | 0.01%             | 2047-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YF5<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     8989000 | PA      | $9705712.75     | 0.00%             | 2057-04-01      | Fixed         | 6.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1709                      | CUSIP: 3140Q83T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1415706 | PA      | $1375056.05     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CD8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     3287000 | PA      | $3346445.45     | 0.00%             | 2037-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90950                      | CUSIP: 3128P7BT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         781 | PA      | $780.87         | 0.00%             | 2026-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFL1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    21875000 | PA      | $21207353.32    | 0.01%             | 2054-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Iowa Health System                                                               | UNITYPOINT HLTH                | CUSIP: 91338CAA3<br>LEI: 549300M1J9QXG1NVRE79 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3657191.31     | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5145                      | CUSIP: 31418EWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8270466 | PA      | $8524080.18     | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5207                      | CUSIP: 31418EYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25462149 | PA      | $23685861.11    | 0.01%             | 2053-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Manufacturers & Traders Trust Co                                                 | MANUF & TRADERS                | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |    12584000 | PA      | $12695370.03    | 0.00%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BY8<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     7975000 | PA      | $7997673.07     | 0.00%             | 2035-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K072 A2                   | CUSIP: 3137FEBQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4525000 | PA      | $4458969.84     | 0.00%             | 2027-12-25      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AH9<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $3846985.91     | 0.00%             | 2051-12-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82959                       | CUSIP: 36225FJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      273882 | PA      | $277526.01      | 0.00%             | 2041-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BT1<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     1493000 | PA      | $1523913.62     | 0.00%             | 2028-07-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BN5<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $4598163.77     | 0.00%             | 2032-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09018                      | CUSIP: 31294UAT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      216389 | PA      | $212344.79      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3183                      | CUSIP: 31418CRD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5602243 | PA      | $5298080.03     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR-BABS               | CUSIP: 64972FK88<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |     1000000 | PA      | $1023309.20     | 0.00%             | 2042-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07786                      | CUSIP: 3128M96X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8975761 | PA      | $8635209.04     | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAG7<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     7575000 | PA      | $7051724.91     | 0.00%             | 2028-09-30      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAB7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    17756000 | PA      | $14811370.80    | 0.00%             | 2052-04-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                | CUSIP: 958102AR6<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4871789.51     | 0.00%             | 2032-02-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AJ7<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2717523.10     | 0.00%             | 2032-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7768                      | CUSIP: 36179WTZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    78012016 | PA      | $69004264.94    | 0.02%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4437                      | CUSIP: 3140EY4X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2146717 | PA      | $1982284.79     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K143 A2                   | CUSIP: 3137H74A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23377000 | PA      | $20685192.22    | 0.01%             | 2032-03-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AS8<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     8311000 | PA      | $6130556.24     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93936                      | CUSIP: 312942LR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      950787 | PA      | $943159.98      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738538                      | CUSIP: 3620ASPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2768962 | PA      | $2673483.14     | 0.00%             | 2041-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AF9<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     6075000 | PA      | $6009655.91     | 0.00%             | 2026-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $6777395.00     | 0.00%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BQ6<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7271674.28     | 0.00%             | 2028-12-21      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                                       | TAOT 2023-B A3                 | CUSIP: 891941AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2829639 | PA      | $2834792.79     | 0.00%             | 2028-02-15      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 630963                      | CUSIP: 36291K5Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2259 | PA      | $2281.81        | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAV7<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    12640000 | PA      | $12657424.25    | 0.00%             | 2028-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3R7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4200000 | PA      | $4564444.50     | 0.00%             | 2033-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2654                      | CUSIP: 3138EJ5Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      433174 | PA      | $427263.54      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CT ST-TXB-D-BABS               | CUSIP: 20772JAC6<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |      800000 | PA      | $804083.84      | 0.00%             | 2030-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | ANGLOGOLD HOLDS                | CUSIP: 03512TAF8<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     8750000 | PA      | $8374325.25     | 0.00%             | 2028-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82714                       | CUSIP: 36225FAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      626933 | PA      | $636906.94      | 0.00%             | 2041-01-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DL9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    13989000 | PA      | $12024484.33    | 0.00%             | 2048-02-20      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAF1<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4372105.21     | 0.00%             | 2032-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255073                      | CUSIP: 31371LJS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       97093 | PA      | $99908.84       | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-B Owner Trust                                       | TAOT 2024-B A4                 | CUSIP: 89237NAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8750000 | PA      | $8976544.50     | 0.00%             | 2029-07-16      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BF9995                      | CUSIP: 3617GHC84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61039 | PA      | $58716.70       | 0.00%             | 2048-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BC7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     7497000 | PA      | $7318519.19     | 0.00%             | 2027-11-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4228                      | CUSIP: 31418DVW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28842943 | PA      | $25749704.28    | 0.01%             | 2036-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07941                      | CUSIP: 3128MAEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1555344 | PA      | $1536451.22     | 0.00%             | 2044-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDC6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    26016000 | PA      | $29392845.23    | 0.01%             | 2031-10-30      | Variable      | 7.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                           | GSMS 2015-GC34 A4              | CUSIP: 36250VAD4<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $3382220.72     | 0.00%             | 2048-10-10      | Fixed         | 3.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783386                      | CUSIP: 36241LXP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      564293 | PA      | $570460.50      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BM6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    13255000 | PA      | $13308413.31    | 0.00%             | 2034-01-24      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6334                      | CUSIP: 3140QEBC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3857243 | PA      | $3243960.77     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BV9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    41719000 | PA      | $41166329.33    | 0.01%             | 2028-10-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03837AAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |    16600000 | PA      | $14876222.76    | 0.00%             | 2054-09-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K734 A2                   | CUSIP: 3137FLN34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14448740 | PA      | $14345155.39    | 0.00%             | 2026-02-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XBT2<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    18050000 | PA      | $17945286.16    | 0.01%             | 2027-01-17      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                    | BBCMS 2024-C24 A5              | CUSIP: 07336VAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2650000 | PA      | $2737416.08     | 0.00%             | 2057-02-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04715                      | CUSIP: 3128M6SC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      323297 | PA      | $340832.09      | 0.00%             | 2038-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AH9<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    13819000 | PA      | $12124619.41    | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                   | CUSIP: 04621XAM0<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1237215.64     | 0.00%             | 2030-02-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02803                      | CUSIP: 3128M4NU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50193 | PA      | $52803.05       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2281088.74     | 0.00%             | 2047-10-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0932                      | CUSIP: 3132DNA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18974764 | PA      | $15981592.04    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBC1<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     4000000 | PA      | $4060390.60     | 0.00%             | 2027-06-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2938                      | CUSIP: 31418CHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3283217 | PA      | $3199204.44     | 0.00%             | 2047-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4321                      | CUSIP: 36179SYS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20954956 | PA      | $19352295.74    | 0.01%             | 2047-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AR9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10943181.15    | 0.00%             | 2028-10-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY               | CUSIP: 29157TAD8<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $5670058.68     | 0.00%             | 2030-09-01      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3540                      | CUSIP: 3140QN5A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4458746 | PA      | $4067605.77     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K094 A2                   | CUSIP: 3137FMTY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12750000 | PA      | $12208133.93    | 0.00%             | 2029-06-25      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAU1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     3720000 | PA      | $3740188.22     | 0.00%             | 2035-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAW5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    26410000 | PA      | $26456733.42    | 0.01%             | 2028-05-09      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBW0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    31886000 | PA      | $31015703.63    | 0.01%             | 2027-01-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JW4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    22500000 | PA      | $21093344.21    | 0.01%             | 2028-04-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3698                      | CUSIP: 3140X7DC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1561033 | PA      | $1514259.23     | 0.00%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1109                      | CUSIP: 31416WGT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       67612 | PA      | $68340.71       | 0.00%             | 2030-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BP9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9463767.47     | 0.00%             | 2028-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638AU6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    13180000 | PA      | $14286191.93    | 0.00%             | 2037-03-14      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4564                      | CUSIP: 31418ECA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36566602 | PA      | $31781891.09    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91725                      | CUSIP: 3128P74J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      701215 | PA      | $685483.57      | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AP2<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     1820000 | PA      | $1451007.91     | 0.00%             | 2047-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-8 A1A                | CUSIP: 92348KDM2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1518160.80     | 0.00%             | 2030-11-20      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DN7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    60086000 | PA      | $58705425.83    | 0.02%             | 2026-09-11      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCV1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   751098000 | PA      | $693533376.09   | 0.22%             | 2028-08-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0232                      | CUSIP: 3138W9HJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       88784 | PA      | $85132.12       | 0.00%             | 2043-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFK2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $5718930.87     | 0.00%             | 2027-07-09      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462838                      | CUSIP: 36208WEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1887 | PA      | $1937.11        | 0.00%             | 2028-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     5200000 | PA      | $5299894.62     | 0.00%             | 2027-10-13      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   298961600 | PA      | $286349157.50   | 0.09%             | 2029-07-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967QA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   138115000 | PA      | $139698093.88   | 0.04%             | 2031-05-07      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4786                        | CUSIP: 36202FJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9911 | PA      | $9881.36        | 0.00%             | 2025-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBQ4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3806227.57     | 0.00%             | 2041-02-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A85733                      | CUSIP: 312932LN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      173995 | PA      | $172695.34      | 0.00%             | 2039-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFG5<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20495232.45    | 0.01%             | 2034-07-21      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $8844105.74     | 0.00%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09069                      | CUSIP: 31292SCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      207211 | PA      | $198497.73      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAR1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    19650000 | PA      | $19451276.81    | 0.01%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48106                      | CUSIP: 3128K9AF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5276 | PA      | $5456.66        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1015                      | CUSIP: 31418ADV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1418738 | PA      | $1297482.82     | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5146                      | CUSIP: 3133KYWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12598345 | PA      | $11122700.58    | 0.00%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDH9<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     3600000 | PA      | $3666746.21     | 0.00%             | 2031-05-13      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6516                      | CUSIP: 3140QSG21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26047955 | PA      | $25811734.20    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brown-Forman Corp                                                                | BROWN-FORMAN                   | CUSIP: 115637AU4<br>LEI: 549300873K3LXF7ARU34 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12027464.41    | 0.00%             | 2033-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                | CUSIP: 8426EPAB4<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $2517271.12     | 0.00%             | 2046-10-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAX6<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    11000000 | PA      | $8187187.64     | 0.00%             | 2050-05-13      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 608228                      | CUSIP: 36202SVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       16051 | PA      | $15957.27       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EE5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     9200000 | PA      | $9137461.25     | 0.00%             | 2029-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBT8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    43352000 | PA      | $44373239.58    | 0.01%             | 2034-02-26      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK35                                                                  | BANK 2021-BN35 A5              | CUSIP: 06540CBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4700000 | PA      | $4073724.53     | 0.00%             | 2064-06-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                | CUSIP: 46817MAL1<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     5475000 | PA      | $4854324.35     | 0.00%             | 2031-11-23      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6317                      | CUSIP: 3140QSAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20489810 | PA      | $20182335.90    | 0.01%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-D Owner Trust                                       | TAOT 2023-D A4                 | CUSIP: 89239FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2650000 | PA      | $2725290.48     | 0.00%             | 2029-03-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8246                      | CUSIP: 3132DWET6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37186879 | PA      | $36566092.11    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 702435                      | CUSIP: 31401ALQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54786 | PA      | $56313.43       | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4355                      | CUSIP: 31418DZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   162676326 | PA      | $129417541.70   | 0.04%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAF1<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |    30000000 | PA      | $29541064.60    | 0.01%             | 2027-05-25      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17395000 | PA      | $14044142.71    | 0.00%             | 2048-06-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AJ3<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2955554.19     | 0.00%             | 2029-09-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SA7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   484371100 | PA      | $359796907.72   | 0.11%             | 2048-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   405842600 | PA      | $265811050.79   | 0.08%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBS0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9914861.14     | 0.00%             | 2031-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CM2<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11170722.83    | 0.00%             | 2054-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXU8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    10950000 | PA      | $11134213.32    | 0.00%             | 2034-06-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1511 A3                 | CUSIP: 3137FLYK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10275000 | PA      | $9515140.12     | 0.00%             | 2034-03-25      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZG0<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     2475000 | PA      | $2389342.72     | 0.00%             | 2026-09-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFL3<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6478794.55     | 0.00%             | 2030-09-18      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8786                      | CUSIP: 3138WJXQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2609373 | PA      | $2472594.29     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLS6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    45000000 | PA      | $46908204.08    | 0.01%             | 2029-09-15      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60989                      | CUSIP: 31335BC20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4433874 | PA      | $3962711.65     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DQ7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    19622000 | PA      | $15268798.66    | 0.00%             | 2047-05-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAF6<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     4071000 | PA      | $3217430.65     | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93090                      | CUSIP: 312941NF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      571971 | PA      | $554521.26      | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CW8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14349340.06    | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECD5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $15923688.06    | 0.01%             | 2028-11-02      | Variable      | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9506                      | CUSIP: 3140XDR40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1145244 | PA      | $1014934.61     | 0.00%             | 2041-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4298                      | CUSIP: 31416MX41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      169072 | PA      | $168632.90      | 0.00%             | 2029-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7386                      | CUSIP: 3140XBF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5559479 | PA      | $5118003.54     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448DA6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $16752557.47    | 0.01%             | 2054-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pilgrim's Pride Corp                                                             | PILGRIM'S PRIDE                | CUSIP: 72147KAJ7<br>LEI: 549300ZSLGV64ZL3HD75 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4630064.23     | 0.00%             | 2031-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03736                      | CUSIP: 31292LEH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1672966 | PA      | $1614072.98     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    12015000 | PA      | $12359084.49    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCQ5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    44787000 | PA      | $42523698.36    | 0.01%             | 2034-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3896                      | CUSIP: 31418DKJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4948448 | PA      | $4677582.99     | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   648490000 | PA      | $606363480.02   | 0.19%             | 2028-02-29      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                  | BANK 2019-BN18 A4              | CUSIP: 065402BC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2925000 | PA      | $2774556.14     | 0.00%             | 2062-05-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BX7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    12510000 | PA      | $11830562.42    | 0.00%             | 2030-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 462737                      | CUSIP: 36208WBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2197 | PA      | $2256.11        | 0.00%             | 2028-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBS9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     6353000 | PA      | $6343831.08     | 0.00%             | 2055-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8228                      | CUSIP: 3132D6D98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9331602 | PA      | $9130436.21     | 0.00%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DM5<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     1000000 | PA      | $999016.02      | 0.00%             | 2027-09-20      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651EC2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4063779.30     | 0.00%             | 2030-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831544                      | CUSIP: 31407HZH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       88925 | PA      | $93293.04       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3471                      | CUSIP: 3138EK2D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1388284 | PA      | $1337776.10     | 0.00%             | 2042-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEY8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $11016336.78    | 0.00%             | 2031-06-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14748                      | CUSIP: 3128MDP98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14630 | PA      | $14450.13       | 0.00%             | 2028-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | PRICELINE GROUP                | CUSIP: 741503BC9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |      170000 | PA      | $167341.75      | 0.00%             | 2028-03-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBA9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    12254000 | PA      | $7577834.42     | 0.00%             | 2061-02-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8405                      | CUSIP: 3138WJKT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2780197 | PA      | $2644835.69     | 0.00%             | 2031-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5405                      | CUSIP: 3140QRAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4637182 | PA      | $4450414.53     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Inc                                                              | HARLEY-DAVIDSON                | CUSIP: 412822AE8<br>LEI: ZDNAWZWXIKMWI51R2A08 | Long             | DBT              | CORP              | US        |     7485000 | PA      | $6030259.51     | 0.00%             | 2045-07-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AE2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     8300000 | PA      | $7145975.83     | 0.00%             | 2031-01-29      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95121                      | CUSIP: 312943VN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      171832 | PA      | $170304.57      | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAV6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    10896000 | PA      | $10657014.97    | 0.00%             | 2055-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890765                      | CUSIP: 31410LTW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10021458 | PA      | $9263239.34     | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7557                      | CUSIP: 3132DVME2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20777381 | PA      | $20104495.59    | 0.01%             | 2052-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AD0<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1304467.93     | 0.00%             | 2050-01-01      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAH7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2718721.74     | 0.00%             | 2039-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5371                      | CUSIP: 3140X86H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3838958 | PA      | $3389419.47     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDH5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7216498.38     | 0.00%             | 2035-07-26      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAM5<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $921928.80      | 0.00%             | 2052-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AN3<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |    10635000 | PA      | $9899040.00     | 0.00%             | 2055-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4112                      | CUSIP: 3140XKSA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3973635 | PA      | $3512050.67     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AU3<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     6213000 | PA      | $6263474.01     | 0.00%             | 2030-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK46                                                                  | BANK 2023-BNK46 A4             | CUSIP: 06541DBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6600000 | PA      | $6911027.64     | 0.00%             | 2056-08-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    10295000 | PA      | $9724742.76     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4964                      | CUSIP: 36179TQR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1944725 | PA      | $1901704.65     | 0.00%             | 2048-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2272                      | CUSIP: 36179QQZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      153118 | PA      | $149920.71      | 0.00%             | 2029-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4154                      | CUSIP: 3140X7TL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4244597 | PA      | $3408030.98     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBE9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    23186000 | PA      | $23506400.85    | 0.01%             | 2032-07-02      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 689325                      | CUSIP: 31400JYW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14993 | PA      | $15427.96       | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJW2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   613847000 | PA      | $619409988.44   | 0.20%             | 2029-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBL9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    24700000 | PA      | $24684120.26    | 0.01%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EZ1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    16000000 | PA      | $16029104.00    | 0.01%             | 2028-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CG9<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     6005000 | PA      | $4934403.20     | 0.00%             | 2045-05-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0095                      | CUSIP: 31418MC91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      441988 | PA      | $465831.13      | 0.00%             | 2038-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABB8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4687940.73     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AZ9<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     1725000 | PA      | $1243018.75     | 0.00%             | 2046-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAG6<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    14875000 | PA      | $14687741.19    | 0.00%             | 2027-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH           | CUSIP: 576000XQ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6370000 | PA      | $5377345.06     | 0.00%             | 2040-10-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAQ0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $937639.85      | 0.00%             | 2043-03-13      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BD9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20551477.21    | 0.01%             | 2028-03-02      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CQ5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1689310.34     | 0.00%             | 2027-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    21760000 | PA      | $22230211.72    | 0.01%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0531                      | CUSIP: 3132ACSU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25908583 | PA      | $23932159.64    | 0.01%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-A                                         | WOART 2023-A A3                | CUSIP: 98164JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3118421 | PA      | $3121819.68     | 0.00%             | 2028-05-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCZ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    18338000 | PA      | $18814226.50    | 0.01%             | 2032-02-03      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BL3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     3274000 | PA      | $2875949.30     | 0.00%             | 2040-03-25      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4653                      | CUSIP: 36179TE27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7825743 | PA      | $7393931.77     | 0.00%             | 2047-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-B             | CUSIP: 914455UK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5300000 | PA      | $3902095.32     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAF3<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1696135.58     | 0.00%             | 2055-05-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBX3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    29000000 | PA      | $25158281.10    | 0.01%             | 2032-02-04      | Variable      | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3516                      | CUSIP: 31418C4A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1556318 | PA      | $1504201.64     | 0.00%             | 2033-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAM7<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    15732000 | PA      | $15495238.08    | 0.00%             | 2027-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AY9<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2758795.54     | 0.00%             | 2026-09-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAN5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     7600000 | PA      | $7289779.49     | 0.00%             | 2027-03-08      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08716                      | CUSIP: 3128MJYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1839715 | PA      | $1699262.58     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV0900                      | CUSIP: 3140MEAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      723668 | PA      | $605668.45      | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Board of Regents of the University of Texas System                               | UNIV OF TEXAS SYS BRD          | CUSIP: 91514AGU3<br>LEI: TEHUYFNKZR6XVWLGEU86 | Long             | DBT              | MUN               | US        |     2575000 | PA      | $1883117.07     | 0.00%             | 2047-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0538                      | CUSIP: 3132CWS39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7072911 | PA      | $6632712.58     | 0.00%             | 2036-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBR6<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     5880000 | PA      | $5203930.97     | 0.00%             | 2053-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KBJ4<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |     7280000 | PA      | $7574848.52     | 0.00%             | 2030-01-09      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8346                      | CUSIP: 36179XHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   109402869 | PA      | $102622604.68   | 0.03%             | 2052-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 824421                      | CUSIP: 31406Y4E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      726279 | PA      | $734367.34      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257050                      | CUSIP: 31371NQB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28022 | PA      | $30335.98       | 0.00%             | 2038-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAH5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $10259675.68    | 0.00%             | 2031-11-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0769                      | CUSIP: 3138EG2B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      309425 | PA      | $306146.16      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AJ3<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $1295138.71     | 0.00%             | 2060-08-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCE8<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     1120000 | PA      | $960271.48      | 0.00%             | 2031-01-12      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AZ6<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    10325000 | PA      | $7477706.53     | 0.00%             | 2051-05-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97473                      | CUSIP: 312946JS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1143783 | PA      | $1133977.20     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781525                      | CUSIP: 36225BVS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5910 | PA      | $6087.05        | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4174                      | CUSIP: 3140QBT81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10078190 | PA      | $9512117.22     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAM6<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5829462.56     | 0.00%             | 2035-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UF3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   441288000 | PA      | $432031295.79   | 0.14%             | 2044-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   637391000 | PA      | $613936999.86   | 0.20%             | 2026-09-30      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PAR3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4200328.89     | 0.00%             | 2036-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3998                      | CUSIP: 3142GUNQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21179666 | PA      | $21417797.00    | 0.01%             | 2055-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q05881                      | CUSIP: 3132GMFW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      721384 | PA      | $696375.25      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5622                      | CUSIP: 31418FG84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24769872 | PA      | $24823902.72    | 0.01%             | 2045-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M15 A2                | CUSIP: 3136AQSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2906662 | PA      | $2892885.42     | 0.00%             | 2025-10-25      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 918957                      | CUSIP: 31411Y5S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           1 | PA      | $1.03           | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8648                      | CUSIP: 36179XTD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    43214405 | PA      | $43484926.96    | 0.01%             | 2053-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Catholic Health Services of Long Island Obligated Group                          | CATHOLIC HEALTH                | CUSIP: 14918AAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5900000 | PA      | $3927009.57     | 0.00%             | 2050-07-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9486                      | CUSIP: 36179YRF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15212107 | PA      | $14573728.05    | 0.00%             | 2054-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMM8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    50440000 | PA      | $51876455.24    | 0.02%             | 2036-01-24      | Variable      | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3831                      | CUSIP: 31418DHH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6885079 | PA      | $6358548.02     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698402                      | CUSIP: 36296Q3K3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      125098 | PA      | $123805.59      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YDY8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    23994000 | PA      | $20445966.68    | 0.01%             | 2045-01-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 778794                      | CUSIP: 36176W7F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2552601 | PA      | $2391458.95     | 0.00%             | 2042-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JC8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10123990.61    | 0.00%             | 2029-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3651                      | CUSIP: 3138WDBV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      853885 | PA      | $838706.07      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCJ4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3601124.85     | 0.00%             | 2036-06-06      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFH2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     3736000 | PA      | $3124128.80     | 0.00%             | 2048-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7912                      | CUSIP: 3138E0YJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      154563 | PA      | $145164.04      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HD8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $4576633.20     | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Avista Corp                                                                      | AVISTA CORP                    | CUSIP: 05379BAQ0<br>LEI: Q0IK63NITJD6RJ47SW96 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $6729338.09     | 0.00%             | 2048-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 968610                      | CUSIP: 31414KR77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12511 | PA      | $13187.96       | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAC0<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    19815000 | PA      | $19791877.36    | 0.01%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCK8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    24004000 | PA      | $21430197.19    | 0.01%             | 2046-08-21      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CY4<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     6693000 | PA      | $3968481.31     | 0.00%             | 2053-09-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K755 A2                   | CUSIP: 3137HCH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8500000 | PA      | $8879805.50     | 0.00%             | 2031-02-25      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650CN8<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    43599000 | PA      | $38561391.67    | 0.01%             | 2045-07-20      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBV1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5927540.69     | 0.00%             | 2027-03-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5185                      | CUSIP: 3138MLXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      468676 | PA      | $459411.45      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 02360FAB2<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     3882000 | PA      | $3923789.34     | 0.00%             | 2037-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                                    | BBCMS 2023-C22 AS              | CUSIP: 05554FAF2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1350000 | PA      | $1496576.25     | 0.00%             | 2056-11-15      | Variable      | 7.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M14 A2                | CUSIP: 3136AY2H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2965828 | PA      | $2881743.11     | 0.00%             | 2027-11-25      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AK9<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    19749000 | PA      | $18604149.59    | 0.01%             | 2030-03-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Allina Health System                                                             | ALLINA HEALTH                  | CUSIP: 01959LAC6<br>LEI: 5493001V00JCD7SQ0G44 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $2843916.44     | 0.00%             | 2049-04-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7475                      | CUSIP: 36179WJU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3090420 | PA      | $2904202.05     | 0.00%             | 2051-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-B-1                   | CUSIP: 64966Q7G9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     7700000 | PA      | $7936181.33     | 0.00%             | 2053-10-01      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE6394                      | CUSIP: 3133BGC71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5249942 | PA      | $5170421.90     | 0.00%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 A4               | CUSIP: 95000YAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5900000 | PA      | $5778869.46     | 0.00%             | 2050-10-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18496                      | CUSIP: 3128MMRS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      651256 | PA      | $635498.38      | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFF4<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4717108.30     | 0.00%             | 2026-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82405                       | CUSIP: 36225EU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       25158 | PA      | $25467.89       | 0.00%             | 2039-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7909                      | CUSIP: 3138EQYF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8946647 | PA      | $8314481.05     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1601                      | CUSIP: 36179NX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6561773 | PA      | $6284545.09     | 0.00%             | 2044-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4927                      | CUSIP: 31417BPM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      178507 | PA      | $176181.78      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6339                      | CUSIP: 3140XABH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9597558 | PA      | $8817919.35     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5613                      | CUSIP: 31418FGX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41148251 | PA      | $40334676.17    | 0.01%             | 2055-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4182                      | CUSIP: 31418DUG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   178683732 | PA      | $142629446.71   | 0.05%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736666                      | CUSIP: 3620AQMP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1384640 | PA      | $1369467.67     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03457                      | CUSIP: 3128M5E63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23909 | PA      | $25211.63       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JK7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $3000063.46     | 0.00%             | 2027-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5355                      | CUSIP: 3138WE5R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      801519 | PA      | $776653.33      | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G56<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     4331000 | PA      | $4327305.87     | 0.00%             | 2035-02-07      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AR0<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |    25803000 | PA      | $21419422.95    | 0.01%             | 2042-09-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EJ8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    15188000 | PA      | $14893722.46    | 0.00%             | 2028-09-26      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 A3                | CUSIP: 362955AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3026874.00     | 0.00%             | 2029-12-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAY6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     1705000 | PA      | $1740525.60     | 0.00%             | 2029-10-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DG6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     5100000 | PA      | $5220504.68     | 0.00%             | 2031-01-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    48778000 | PA      | $48319344.40    | 0.02%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0617                      | CUSIP: 31417YVK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86602 | PA      | $86148.98       | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dick's Sporting Goods Inc                                                        | DICK'S SPORTING                | CUSIP: 253393AF9<br>LEI: 529900SSBV5I4LWSK313 | Long             | DBT              | CORP              | US        |     2167000 | PA      | $1943560.92     | 0.00%             | 2032-01-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEV2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    13860000 | PA      | $12030991.44    | 0.00%             | 2045-05-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAG5<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |      259000 | PA      | $283619.88      | 0.00%             | 2036-08-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BC8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4015700.15     | 0.00%             | 2032-01-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AQ7<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     6774000 | PA      | $6586542.36     | 0.00%             | 2029-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5486                      | CUSIP: 31419GCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7341 | PA      | $7308.50        | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AH2<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5272885.54     | 0.00%             | 2031-03-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 A3                | CUSIP: 80286PAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3672581 | PA      | $3687729.45     | 0.00%             | 2028-09-15      | Fixed         | 6.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995653                      | CUSIP: 31416CBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      383947 | PA      | $404482.73      | 0.00%             | 2037-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 00440EAH0<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     1810000 | PA      | $2057611.45     | 0.00%             | 2036-05-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBX6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    82443000 | PA      | $78840431.17    | 0.03%             | 2029-11-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515AS3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |      120000 | PA      | $125360.95      | 0.00%             | 2036-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523BH2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      550000 | PA      | $518196.49      | 0.00%             | 2042-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HCB3<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     4450000 | PA      | $4477274.65     | 0.00%             | 2035-06-29      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3738                      | CUSIP: 36179SEK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2359302 | PA      | $2327731.73     | 0.00%             | 2046-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BH4<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5823179.86     | 0.00%             | 2033-11-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CA REGENTS-Q           | CUSIP: 913366KV1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4050000 | PA      | $3971779.92     | 0.00%             | 2032-05-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AV7<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8738219.54     | 0.00%             | 2031-10-01      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCB4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    19585000 | PA      | $17471434.23    | 0.01%             | 2030-07-08      | Fixed         | 2.13%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27100000 | PA      | $28898862.81    | 0.01%             | 2034-06-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | MSBAM 2017-C34 A4              | CUSIP: 61767EAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5250000 | PA      | $5127720.15     | 0.00%             | 2052-11-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05447                      | CUSIP: 3128M7L46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      982251 | PA      | $975317.14      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EQ6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    26750000 | PA      | $27299263.79    | 0.01%             | 2033-07-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3592                      | CUSIP: 3132DQ7D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14046576 | PA      | $14143053.84    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAK5<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1056053.09     | 0.00%             | 2045-08-25      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ross Stores Inc                                                                  | ROSS STORES INC                | CUSIP: 778296AG8<br>LEI: 549300ENZFLPGRDFZQ60 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8569920.11     | 0.00%             | 2031-04-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CQ4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2255427.53     | 0.00%             | 2047-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CY6<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    16123000 | PA      | $16397920.71    | 0.01%             | 2034-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03633                      | CUSIP: 31292LBA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      357091 | PA      | $346173.49      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5480                      | CUSIP: 3140X9CS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4641738 | PA      | $4061930.95     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1779                      | CUSIP: 3138EH6R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      849473 | PA      | $874287.34      | 0.00%             | 2038-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AP0<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      900000 | PA      | $920901.65      | 0.00%             | 2033-07-05      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFK3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    17290000 | PA      | $16845789.13    | 0.01%             | 2044-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KP1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    18204000 | PA      | $19571714.41    | 0.01%             | 2034-03-15      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AD6<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $3555092.45     | 0.00%             | 2056-08-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8341                      | CUSIP: 3140QUHT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14390140 | PA      | $14862303.35    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1190                      | CUSIP: 3138A2KC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      706625 | PA      | $684240.72      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                                               | BMO 2025-C11 A5                | CUSIP: 05613XAC9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9725000 | PA      | $10171136.32    | 0.00%             | 2058-02-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QK0391                      | CUSIP: 3133D3NG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3609803 | PA      | $3123380.12     | 0.00%             | 2040-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP               | CUSIP: 88947EAT7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13931735.86    | 0.00%             | 2028-02-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBA8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    67111000 | PA      | $67975475.78    | 0.02%             | 2029-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BP6<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     6266000 | PA      | $6133154.64     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| WFRBS Commercial Mortgage Trust 2014-C22                                         | WFRBS 2014-C22 B               | CUSIP: 92890KBF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1088988.00     | 0.00%             | 2057-09-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3068                        | CUSIP: 36202DMR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      133091 | PA      | $137002.21      | 0.00%             | 2031-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BJ0<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8975080.70     | 0.00%             | 2029-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                  | CUSIP: 608190AM6<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4163209.17     | 0.00%             | 2028-09-18      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sixth Street Lending Partners                                                    | SIXTH STREET LEN               | CUSIP: 829932AD4<br>LEI: 549300S9P1HMDERGCR64 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16031651.94    | 0.01%             | 2030-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ER4Q1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     9131000 | PA      | $9241631.20     | 0.00%             | 2028-02-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BN1<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     8853000 | PA      | $8648643.28     | 0.00%             | 2026-09-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 795286                      | CUSIP: 31405PRF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14423 | PA      | $14850.30       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587EB9<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    20990000 | PA      | $21622519.84    | 0.01%             | 2055-03-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3800                      | CUSIP: 31418DGJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5138106 | PA      | $4745173.69     | 0.00%             | 2039-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1977                      | CUSIP: 3140QMFT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28568032 | PA      | $26113452.27    | 0.01%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2839                      | CUSIP: 3140QNEM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24277488 | PA      | $19469887.28    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAP5<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4422877.34     | 0.00%             | 2027-04-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5130000 | PA      | $4573023.27     | 0.00%             | 2042-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AE4<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2025962.53     | 0.00%             | 2050-06-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AT1<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     6430000 | PA      | $6346739.74     | 0.00%             | 2028-08-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4920                      | CUSIP: 31418EPE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30708437 | PA      | $31339372.69    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AX1<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     8881000 | PA      | $9045323.69     | 0.00%             | 2052-10-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04247                      | CUSIP: 31292LWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2323259 | PA      | $2123259.28     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Flowers Foods Inc                                                                | FLOWERS FOODS                  | CUSIP: 343498AC5<br>LEI: 7YNCQQNDK8FBM9BBTK25 | Long             | DBT              | CORP              | US        |    11381000 | PA      | $9960561.28     | 0.00%             | 2031-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QA9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    73194000 | PA      | $66011838.75    | 0.02%             | 2039-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2620                      | CUSIP: 3140XH4E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14199388 | PA      | $14062851.94    | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SE4<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    16350000 | PA      | $16374455.50    | 0.01%             | 2033-09-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K068 A2                   | CUSIP: 3137FBBX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7823000 | PA      | $7688006.31     | 0.00%             | 2027-08-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC24                                           | GSMS 2014-GC24 A5              | CUSIP: 36253GAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       29706 | PA      | $29636.03       | 0.00%             | 2047-09-10      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    40316000 | PA      | $40580359.16    | 0.01%             | 2029-02-01      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01327                      | CUSIP: 3132GEPL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      351380 | PA      | $355967.11      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJZ3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $23434021.78    | 0.01%             | 2029-06-14      | Variable      | 2.09%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AT9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     7804000 | PA      | $7724232.81     | 0.00%             | 2026-08-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BU7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    13290000 | PA      | $11978681.06    | 0.00%             | 2036-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: 902674A26<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |     6720000 | PA      | $5792298.97     | 0.00%             | 2048-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAJ9<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     7583000 | PA      | $7798603.24     | 0.00%             | 2033-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAS8<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    11785000 | PA      | $12246016.40    | 0.00%             | 2034-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CP2<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    24792000 | PA      | $24056800.26    | 0.01%             | 2027-11-16      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                | GOLDMAN                        | CUSIP: 38152BAC5<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     1575000 | PA      | $1597158.46     | 0.00%             | 2030-05-06      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A79829                      | CUSIP: 3128LD4N1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      154568 | PA      | $160058.79      | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4945                        | CUSIP: 36202FP67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6295163 | PA      | $6074795.70     | 0.00%             | 2041-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT GOLDCORP               | CUSIP: 651639AW6<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |     1080000 | PA      | $1153241.47     | 0.00%             | 2035-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K092 A2                   | CUSIP: 3137FLYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10450000 | PA      | $10165456.95    | 0.00%             | 2029-04-25      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4693                      | CUSIP: 3132DSGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30395586 | PA      | $31433419.40    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECA1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    13345000 | PA      | $13831840.06    | 0.00%             | 2033-08-09      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AN1<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8379812.03     | 0.00%             | 2027-04-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BK0<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    15643000 | PA      | $12139737.20    | 0.00%             | 2050-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4282                      | CUSIP: 31417AXL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      110898 | PA      | $109610.69      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8275                      | CUSIP: 36178GFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1134090 | PA      | $1059002.50     | 0.00%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2514                      | CUSIP: 31416XYL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41574 | PA      | $41339.36       | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 25160PAE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |     2282000 | PA      | $2339273.39     | 0.00%             | 2031-07-08      | Variable      | 5.88%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AH0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $9375205.95     | 0.00%             | 2032-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group Ltd                                                           | ARCH CAPITAL GRP               | CUSIP: 03939AAA5<br>LEI: 549300AYR4P8AFKDCE43 | Long             | DBT              | CORP              | BM        |     9640000 | PA      | $7044420.41     | 0.00%             | 2050-06-30      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1873                      | CUSIP: 3140XHCK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6250905 | PA      | $5489627.93     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AR0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     1350000 | PA      | $1340197.14     | 0.00%             | 2028-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G49<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    24100000 | PA      | $24175507.72    | 0.01%             | 2029-11-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX4902                      | CUSIP: 3138Y6NU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4584432 | PA      | $4261318.09     | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GK3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    56508000 | PA      | $57000894.91    | 0.02%             | 2035-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2678                      | CUSIP: 36179Q6P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15316289 | PA      | $14134571.23    | 0.00%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCK9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    22255000 | PA      | $24746501.15    | 0.01%             | 2052-11-09      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCM6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3664153.38     | 0.00%             | 2035-02-01      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DN4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     6980000 | PA      | $5193653.32     | 0.00%             | 2046-04-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5114                      | CUSIP: 3133KYVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27015223 | PA      | $23194611.09    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AH2<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     3088000 | PA      | $3011731.59     | 0.00%             | 2029-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3228                      | CUSIP: 3140X6SS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19777628 | PA      | $18507346.89    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49306SAA4<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     1060000 | PA      | $1060332.60     | 0.00%             | 2027-12-14      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7273                      | CUSIP: 31417ECK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1347322 | PA      | $1231708.53     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4032                      | CUSIP: 3140J8PS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3636459 | PA      | $3355644.47     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3662                      | CUSIP: 36179SB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14291701 | PA      | $12796692.03    | 0.00%             | 2046-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AU6<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |     3260000 | PA      | $3686199.56     | 0.00%             | 2034-02-01      | Fixed         | 7.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8056                      | CUSIP: 3138WH5S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7557694 | PA      | $6717568.22     | 0.00%             | 2046-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BL7<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     9550000 | PA      | $9095479.16     | 0.00%             | 2027-10-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23917                      | CUSIP: 31297BK68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1396 | PA      | $1413.24        | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAN1<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |     8200000 | PA      | $9311750.30     | 0.00%             | 2034-11-15      | Variable      | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8298                      | CUSIP: 3132DWGF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42891885 | PA      | $41137559.32    | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03814                      | CUSIP: 31292LGX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      579703 | PA      | $559543.46      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256598                      | CUSIP: 31371M7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      140487 | PA      | $147730.53      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAE3<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $10641117.44    | 0.00%             | 2027-04-06      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09029                      | CUSIP: 31292SA67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14509791 | PA      | $13211942.19    | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB76<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3295000 | PA      | $2893433.74     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09049                      | CUSIP: 31292SBS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1225482 | PA      | $1210774.14     | 0.00%             | 2043-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889603                      | CUSIP: 31410KKQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59907 | PA      | $62011.72       | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-D                                         | WOART 2023-D A4                | CUSIP: 98164DAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1028286.00     | 0.00%             | 2029-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDQ0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    11500000 | PA      | $11674005.89    | 0.00%             | 2044-07-09      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CA5<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    19100000 | PA      | $19033841.98    | 0.01%             | 2034-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4518                        | CUSIP: 36202FAT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      610429 | PA      | $590555.58      | 0.00%             | 2039-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CZ3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2316644.86     | 0.00%             | 2055-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AL0<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     9167000 | PA      | $8625236.91     | 0.00%             | 2027-08-12      | Fixed         | 1.02%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747AV9<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $5571835.06     | 0.00%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Department of Transportation State Highway Fund                            | TX ST TRANSN-1ST TIER          | CUSIP: 88283LHU3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    12620000 | PA      | $12859705.54    | 0.00%             | 2030-04-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAK9<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4252267.61     | 0.00%             | 2033-08-15      | Fixed         | 5.16%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 4651387N9<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    19730000 | PA      | $16363247.58    | 0.01%             | 2043-01-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824AY6<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     1951000 | PA      | $1993110.26     | 0.00%             | 2040-05-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1083                      | CUSIP: 3140XGFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37248482 | PA      | $31209761.74    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                                             | HOWMET AEROSPACE               | CUSIP: 443201AC2<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |     9095000 | PA      | $9225474.31     | 0.00%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3517                      | CUSIP: 31418C4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      929520 | PA      | $911673.08      | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2024-1 A                 | CUSIP: 02582JKH2<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    11600000 | PA      | $11831623.00    | 0.00%             | 2029-04-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5125                      | CUSIP: 3133KYVS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13965097 | PA      | $11956148.99    | 0.00%             | 2041-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 4 7/25                    | CUSIP: 21H040673<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    48850000 | PA      | $45397321.08    | 0.01%             | 2025-07-21      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889572                      | CUSIP: 31410KJR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      680952 | PA      | $704853.53      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91752                      | CUSIP: 3128P75M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      593382 | PA      | $578853.18      | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAG3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5944110.23     | 0.00%             | 2037-12-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GG6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    21895000 | PA      | $19338344.45    | 0.01%             | 2032-02-03      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAM2<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7562086.77     | 0.00%             | 2028-01-30      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AB9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6336816.63     | 0.00%             | 2028-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AG6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     8075000 | PA      | $6509355.96     | 0.00%             | 2047-07-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01838                      | CUSIP: 3128LXBF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1355440 | PA      | $1371907.83     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAL6<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     3025000 | PA      | $2532834.57     | 0.00%             | 2043-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06996                      | CUSIP: 3128M9C91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      246785 | PA      | $244786.16      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 45905CAA2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |     2500000 | PA      | $2582930.38     | 0.00%             | 2035-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EJ5<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $16517220.13    | 0.01%             | 2031-08-05      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18438                      | CUSIP: 3128MMPY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      311526 | PA      | $306434.16      | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8R6<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    18569000 | PA      | $18734695.50    | 0.01%             | 2063-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24968                      | CUSIP: 31297CQV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4093 | PA      | $4215.82        | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   466952000 | PA      | $484863984.54   | 0.15%             | 2031-05-31      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Dallas Convention Center Hotel Development Corp                                  | DALLAS CONV CTR                | CUSIP: 235417AA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3150000 | PA      | $3481045.16     | 0.00%             | 2042-01-01      | Fixed         | 7.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14056                      | CUSIP: 3128MCWR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         645 | PA      | $644.11         | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAY8<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    12140000 | PA      | $8442255.26     | 0.00%             | 2041-02-09      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51442                      | CUSIP: 3128KDS71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7229 | PA      | $7581.23        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6925                      | CUSIP: 3140XAVT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2934650 | PA      | $2722514.11     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BL1<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     6710000 | PA      | $6848445.75     | 0.00%             | 2035-02-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CD4<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3078048.10     | 0.00%             | 2053-04-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| State of Texas                                                                   | TX TRANS COMM BABS             | CUSIP: 882722KF7<br>LEI: 549300X9CH74QB747L76 | Long             | DBT              | MUN               | US        |    11570000 | PA      | $11908849.43    | 0.00%             | 2039-04-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                                    | NAROT 2025-A A3                | CUSIP: 65481GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3535198.10     | 0.00%             | 2029-12-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2019-COR6                             | JPMDB 2019-COR6 A4             | CUSIP: 48129RAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12525000 | PA      | $11202471.47    | 0.00%             | 2052-11-13      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP0525                      | CUSIP: 3138M3SP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2069006 | PA      | $1937027.79     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGJ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   358635000 | PA      | $354488282.81   | 0.11%             | 2030-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08739                      | CUSIP: 3128MJZD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      747623 | PA      | $709340.35      | 0.00%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64718                      | CUSIP: 3128KVG33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4444 | PA      | $4686.44        | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BB8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7478957.45     | 0.00%             | 2030-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0206                      | CUSIP: 3618N5GQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    69624362 | PA      | $70654760.79    | 0.02%             | 2055-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413BB1<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |    49505000 | PA      | $51062930.84    | 0.02%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5451                      | CUSIP: 3140QRBV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8254787 | PA      | $8406929.78     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJP5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    13300000 | PA      | $11927874.06    | 0.00%             | 2032-03-11      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555678                      | CUSIP: 31385XJX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      571558 | PA      | $577300.12      | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAP9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     8178000 | PA      | $7180839.44     | 0.00%             | 2045-01-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                         | F&G ANNUITIES                  | CUSIP: 30190AAG9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5711498.07     | 0.00%             | 2034-10-04      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2022-1 Owner Trust                                        | HAROT 2022-1 A4                | CUSIP: 43815BAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      875000 | PA      | $871217.38      | 0.00%             | 2028-12-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3420357.20     | 0.00%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8382                      | CUSIP: 3132DWJ38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41305196 | PA      | $40556282.81    | 0.01%             | 2053-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDL0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2623158.62     | 0.00%             | 2031-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AG2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4275000 | PA      | $4169204.62     | 0.00%             | 2039-06-01      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A49896                      | CUSIP: 3128KA7H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18735 | PA      | $19718.21       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CW6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    11670000 | PA      | $11985508.13    | 0.00%             | 2032-02-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAG2<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |    17822000 | PA      | $15130327.20    | 0.00%             | 2032-03-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4520                      | CUSIP: 31418EAW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29115238 | PA      | $24869682.75    | 0.01%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS ST DEV EMPLOYEES-C          | CUSIP: 485428ZY5<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     2025000 | PA      | $2111679.11     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725774                      | CUSIP: 31402DJT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12972 | PA      | $13739.24       | 0.00%             | 2034-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6902                      | CUSIP: 31417DU43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1520496 | PA      | $1391724.36     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BR2<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    12800000 | PA      | $10730380.89    | 0.00%             | 2032-02-03      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8503                      | CUSIP: 3132DWNU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22960682 | PA      | $21348139.20    | 0.01%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4399                      | CUSIP: 31418D3H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   138210631 | PA      | $115285647.42   | 0.04%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K505 A2                   | CUSIP: 3137HACX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8540000 | PA      | $8694205.07     | 0.00%             | 2028-06-25      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAZ4<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    17075000 | PA      | $17309017.59    | 0.01%             | 2036-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCC8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    28354000 | PA      | $25322819.61    | 0.01%             | 2032-04-22      | Variable      | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54832                      | CUSIP: 3132XXLN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5037439 | PA      | $4621372.36     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8085                      | CUSIP: 3132D56W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3137070 | PA      | $2944768.09     | 0.00%             | 2036-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2022-A3 A3               | CUSIP: 254683CW3<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |    23025000 | PA      | $23017830.02    | 0.01%             | 2027-07-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1346                      | CUSIP: 3132ADP77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      276118 | PA      | $275601.23      | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBF9<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    38979000 | PA      | $18882155.17    | 0.01%             | 2062-03-15      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889996                      | CUSIP: 31410KXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      517594 | PA      | $535490.18      | 0.00%             | 2038-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAG0<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    27354000 | PA      | $27620273.77    | 0.01%             | 2027-06-30      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1460                      | CUSIP: 31416WTS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4586 | PA      | $4570.54        | 0.00%             | 2025-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BR0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    23505000 | PA      | $22785442.56    | 0.01%             | 2030-03-25      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAS5<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    11500000 | PA      | $11153873.04    | 0.00%             | 2027-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAJ2<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     7650000 | PA      | $7658200.97     | 0.00%             | 2041-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5072                      | CUSIP: 3138WET66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2598883 | PA      | $2328060.00     | 0.00%             | 2045-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848285                      | CUSIP: 31300LF26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43488 | PA      | $45215.07       | 0.00%             | 2040-06-01      | Floating      | 6.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03447                      | CUSIP: 3128M5EU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      288315 | PA      | $298594.62      | 0.00%             | 2037-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DR7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $15923535.67    | 0.01%             | 2028-11-03      | Variable      | 7.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-B2                                      | CGCMT 2018-B2 A4               | CUSIP: 17327FAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15475000 | PA      | $15217562.54    | 0.00%             | 2051-03-10      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74464AAC5<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5883363.20     | 0.00%             | 2030-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBK8<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     9990000 | PA      | $7839260.30     | 0.00%             | 2050-05-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9907                      | CUSIP: 36180AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    68437115 | PA      | $69439246.90    | 0.02%             | 2054-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BN2<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    19868000 | PA      | $18463099.13    | 0.01%             | 2028-05-20      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 AM               | CUSIP: 23312JAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1600000 | PA      | $1528361.44     | 0.00%             | 2050-06-10      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAF1<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    17050000 | PA      | $16939306.53    | 0.01%             | 2028-04-11      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SANDS                | CUSIP: 517834AF4<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4756937.05     | 0.00%             | 2029-08-08      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7919                      | CUSIP: 3133KPYQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3956070 | PA      | $3698013.51     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Gerdau Trade Inc                                                                 | GERDAU TRADE INC               | CUSIP: 37373WAE0<br>LEI: 5493008RWEW71JB0LO29 | Long             | DBT              | CORP              | VG        |     5600000 | PA      | $5602668.00     | 0.00%             | 2035-06-09      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBG2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     4389000 | PA      | $4467706.90     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4442                      | CUSIP: 3138LU5C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      309132 | PA      | $319722.94      | 0.00%             | 2042-09-01      | Floating      | 7.20%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QAZ9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     4295000 | PA      | $3541079.91     | 0.00%             | 2042-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AP7<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     7625000 | PA      | $7683742.78     | 0.00%             | 2035-03-15      | Fixed         | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0644                      | CUSIP: 3140JGWE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      691063 | PA      | $670572.48      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAM4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    15845000 | PA      | $16248242.92    | 0.01%             | 2035-01-15      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M15 ATS2              | CUSIP: 3136AY6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9533020 | PA      | $9339036.11     | 0.00%             | 2027-11-25      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7437                      | CUSIP: 3138WHHP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      822702 | PA      | $793281.21      | 0.00%             | 2031-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6981                      | CUSIP: 3132DUXJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12762319 | PA      | $12818389.39    | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CE2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $3569771.70     | 0.00%             | 2032-02-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18512                      | CUSIP: 3128MMSA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2646922 | PA      | $2595368.19     | 0.00%             | 2029-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFT7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    46050000 | PA      | $46607389.13    | 0.01%             | 2035-07-19      | Variable      | 5.32%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AK4<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |     6154000 | PA      | $6114530.49     | 0.00%             | 2035-05-06      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725594                      | CUSIP: 31402DC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      255821 | PA      | $263446.41      | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5466                      | CUSIP: 36179UCB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19762608 | PA      | $18622734.75    | 0.01%             | 2048-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAJ4<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     4311000 | PA      | $4029227.55     | 0.00%             | 2030-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726323                      | CUSIP: 3620AC4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      379917 | PA      | $384047.18      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7151                      | CUSIP: 31418U5M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3989 | PA      | $3975.76        | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K757 A2                   | CUSIP: 3137HH5X5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13000000 | PA      | $13101613.20    | 0.00%             | 2031-08-25      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J30875                      | CUSIP: 31307L6L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      815619 | PA      | $792634.17      | 0.00%             | 2030-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAC1<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     4000000 | PA      | $3757736.94     | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K526 A2                   | CUSIP: 3137HDXL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8000000 | PA      | $8106134.40     | 0.00%             | 2029-07-25      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8002                      | CUSIP: 3132D53K6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16051493 | PA      | $15506931.55    | 0.00%             | 2034-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704055                      | CUSIP: 36296XE42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      271059 | PA      | $284707.42      | 0.00%             | 2038-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779954                      | CUSIP: 31404VQF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42901 | PA      | $43355.39       | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CP5<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     2785000 | PA      | $2124830.50     | 0.00%             | 2048-02-03      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    14056000 | PA      | $14474651.57    | 0.00%             | 2033-02-28      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255190                      | CUSIP: 31371LNF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      249836 | PA      | $257288.06      | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAG9<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $5507508.17     | 0.00%             | 2036-11-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01798                      | CUSIP: 3132GE7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1054608 | PA      | $1045492.85     | 0.00%             | 2041-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAR3<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4842420.68     | 0.00%             | 2027-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615447                      | CUSIP: 36290RWG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20684 | PA      | $20562.53       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAL7<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    12580000 | PA      | $9467292.30     | 0.00%             | 2040-09-02      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DY3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9543987.66     | 0.00%             | 2030-08-20      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FB7<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    11268000 | PA      | $10138291.72    | 0.00%             | 2046-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CU5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $10841598.30    | 0.00%             | 2034-09-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KY6<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    24285000 | PA      | $24384007.65    | 0.01%             | 2033-02-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3383                      | CUSIP: 31418CXM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4250563 | PA      | $3894431.68     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33544                      | CUSIP: 31297N5D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13174 | PA      | $13627.30       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKL8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     6975000 | PA      | $7177462.70     | 0.00%             | 2027-11-10      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   489185000 | PA      | $502484717.19   | 0.16%             | 2045-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23640                      | CUSIP: 31297BBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17980 | PA      | $18200.29       | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 824339                      | CUSIP: 31406YZC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4385 | PA      | $4528.56        | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CW9<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4373033.76     | 0.00%             | 2030-10-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBV7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11098658.28    | 0.00%             | 2036-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CF8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    20640000 | PA      | $19039078.57    | 0.01%             | 2054-11-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735912                      | CUSIP: 31402RR92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       82791 | PA      | $85522.09       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAF2<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5169978.04     | 0.00%             | 2029-01-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV8135                      | CUSIP: 3140MNBD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44128 | PA      | $38188.33       | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7556                      | CUSIP: 3140XBME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8594004 | PA      | $7806818.87     | 0.00%             | 2051-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92179                      | CUSIP: 312940M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1111881 | PA      | $1126354.76     | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4403                      | CUSIP: 3140EY3M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      866369 | PA      | $800007.78      | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| COMM 2017-COR2 Mortgage Trust                                                    | COMM 2017-COR2 ASB             | CUSIP: 12595EAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      211267 | PA      | $209002.96      | 0.00%             | 2050-09-10      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-3                                  | AMCAR 2021-3 B                 | CUSIP: 03066JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       59876 | PA      | $59761.43       | 0.00%             | 2027-08-18      | Fixed         | 1.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0862                      | CUSIP: 3140Q75Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4504021 | PA      | $4137913.71     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-A Owner Trust                                       | TAOT 2025-A A3                 | CUSIP: 89240JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8350000 | PA      | $8427042.95     | 0.00%             | 2029-08-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGC2<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    35300000 | PA      | $24340018.41    | 0.01%             | 2061-03-22      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759137                      | CUSIP: 36230UEJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1568600 | PA      | $1515051.22     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLU1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $26384892.71    | 0.01%             | 2034-09-15      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0418                      | CUSIP: 3132DMPB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16953875 | PA      | $15734730.47    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                   | CUSIP: 165167DH7<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    12120000 | PA      | $12306467.41    | 0.00%             | 2035-01-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2024-A2 A                | CUSIP: 161571HW7<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |     6200000 | PA      | $6310725.80     | 0.00%             | 2031-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5077                      | CUSIP: 3133KYUA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33038999 | PA      | $28532241.92    | 0.01%             | 2040-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | KEMPER                         | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     2450000 | PA      | $2233600.33     | 0.00%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591DX7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     6000000 | PA      | $6037950.00     | 0.00%             | 2035-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBC9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    16218000 | PA      | $16091885.93    | 0.01%             | 2027-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBZ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    11636000 | PA      | $11808747.55    | 0.00%             | 2027-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98388MAB3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     8361000 | PA      | $8000341.14     | 0.00%             | 2027-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4094845.47     | 0.00%             | 2050-05-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DC8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    11200000 | PA      | $10990126.13    | 0.00%             | 2035-03-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAV0<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    15645000 | PA      | $15074692.62    | 0.00%             | 2034-09-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AP2<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    13416000 | PA      | $11909237.01    | 0.00%             | 2030-09-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                              | FORDO 2024-B A3                | CUSIP: 34531QAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7150000 | PA      | $7240817.16     | 0.00%             | 2029-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7375                      | CUSIP: 31417EFR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      540714 | PA      | $530026.22      | 0.00%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FM5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    64435000 | PA      | $71261082.81    | 0.02%             | 2030-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M4 A2                 | CUSIP: 3136BLP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8150000 | PA      | $7481012.14     | 0.00%             | 2030-05-25      | Variable      | 2.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4681                      | CUSIP: 3132A5FW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6060754 | PA      | $5195611.89     | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CQ9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    24517000 | PA      | $21779071.18    | 0.01%             | 2039-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055AQ5<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     4765000 | PA      | $4684721.94     | 0.00%             | 2026-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BD0<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     6755000 | PA      | $6319779.34     | 0.00%             | 2054-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60138                      | CUSIP: 31335AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1886929 | PA      | $1757988.82     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AY1<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     2680000 | PA      | $2688825.90     | 0.00%             | 2027-05-23      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9541                      | CUSIP: 36179YS62<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16668031 | PA      | $16720285.19    | 0.01%             | 2054-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAP7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6075000 | PA      | $5980968.56     | 0.00%             | 2027-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VBB5<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     7175000 | PA      | $7381256.14     | 0.00%             | 2035-04-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBD9<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $4014292.73     | 0.00%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RESOURC               | CUSIP: 25746UAV1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     7360000 | PA      | $7739929.17     | 0.00%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEV3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    16060000 | PA      | $16731595.27    | 0.01%             | 2028-10-18      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 03523TBV9<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    46998000 | PA      | $46707554.50    | 0.01%             | 2049-01-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0480                      | CUSIP: 3133BMQ99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8714194 | PA      | $8592958.83     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAX4<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    12394000 | PA      | $13340067.73    | 0.00%             | 2029-05-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BQ5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     4500000 | PA      | $4546709.08     | 0.00%             | 2029-03-25      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5779                      | CUSIP: 3138WFM52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      168513 | PA      | $155763.70      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAX3<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    22800000 | PA      | $23413657.47    | 0.01%             | 2027-11-07      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BG6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    11025000 | PA      | $11070653.18    | 0.00%             | 2029-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q50642                      | CUSIP: 3132XSWC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1711784 | PA      | $1574679.15     | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8038                      | CUSIP: 3140XB4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10469195 | PA      | $9154926.63     | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 815464                      | CUSIP: 31406N5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20540 | PA      | $21168.03       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737942                      | CUSIP: 3620ARZF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14424 | PA      | $14357.42       | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114BT4<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |      985000 | PA      | $1145122.28     | 0.00%             | 2031-11-15      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAP6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     6175000 | PA      | $6230192.00     | 0.00%             | 2030-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAH0<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     3488000 | PA      | $3541723.33     | 0.00%             | 2029-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4507                      | CUSIP: 3138M8AH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      655883 | PA      | $598753.11      | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4094                      | CUSIP: 31418DRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8370414 | PA      | $7472453.75     | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6574                      | CUSIP: 3140XAJU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19803015 | PA      | $16642059.52    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD9682                      | CUSIP: 31418XXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42858 | PA      | $44329.57       | 0.00%             | 2040-08-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8097                      | CUSIP: 3132DV7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63525538 | PA      | $50767094.25    | 0.02%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AC5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1855398.55     | 0.00%             | 2028-12-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Packaging Corp of America                                                        | PACKAGING CORP                 | CUSIP: 695156AU3<br>LEI: 549300XZP8MFZFY8TJ84 | Long             | DBT              | CORP              | US        |    12703000 | PA      | $11990595.89    | 0.00%             | 2029-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1133                      | CUSIP: 3138WAHK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      195044 | PA      | $192324.22      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-A                                                       | CNH 2024-A A4                  | CUSIP: 18978FAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1016064.90     | 0.00%             | 2031-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0215                      | CUSIP: 3138EGGZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2110381 | PA      | $2089188.80     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KH6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     7798000 | PA      | $8071437.12     | 0.00%             | 2030-03-18      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7519                      | CUSIP: 3132DVK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17654915 | PA      | $16219844.00    | 0.01%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C25                                                   | BBCMS 2024-5C25 A3             | CUSIP: 05554VAB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8030000 | PA      | $8381514.86     | 0.00%             | 2057-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABL6<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |    11195000 | PA      | $10654321.67    | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Public School Building Authority                                           | STATE PUB SCH-A-QSCB           | CUSIP: 85732PBZ2<br>LEI: 5493006JN0UR7OGWTO86 | Long             | DBT              | MUN               | US        |     3572000 | PA      | $3609223.10     | 0.00%             | 2027-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AS0<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    14290000 | PA      | $14845840.57    | 0.00%             | 2035-05-09      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2595                      | CUSIP: 31418B3D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      729420 | PA      | $693008.49      | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAK8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     8010000 | PA      | $8501336.30     | 0.00%             | 2033-10-28      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AM5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    21340000 | PA      | $15112447.37    | 0.00%             | 2050-03-27      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-A                                          | HDMOT 2024-A A3                | CUSIP: 412922AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2526562.25     | 0.00%             | 2029-03-15      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAK9<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4141569.06     | 0.00%             | 2027-11-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698375                      | CUSIP: 36296Q2G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      900774 | PA      | $891464.65      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8198                      | CUSIP: 36179XDB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15910212 | PA      | $14110410.58    | 0.00%             | 2052-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08619                      | CUSIP: 3128MJVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3592230 | PA      | $3227907.48     | 0.00%             | 2044-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR ENERGY                  | CUSIP: 867224AB3<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |     9295000 | PA      | $6880163.85     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 579730                      | CUSIP: 36201DA77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6927 | PA      | $7174.27        | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 ASB                | CUSIP: 125039AD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1086353 | PA      | $1071677.85     | 0.00%             | 2050-11-13      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| State of Israel                                                                  | STATE OF ISRAEL                | CUSIP: 46513JXM8<br>LEI: 213800T8ZHTFZIBYPE21 | Long             | DBT              | NUSS              | IL        |     9125000 | PA      | $8238573.19     | 0.00%             | 2030-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22554000 | PA      | $23308294.69    | 0.01%             | 2027-07-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EJ0<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    13680000 | PA      | $13725251.69    | 0.00%             | 2029-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1733                      | CUSIP: 3140XG4T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7091564 | PA      | $6185800.02     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BJ3<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    10550000 | PA      | $10690241.36    | 0.00%             | 2031-03-05      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A39795                      | CUSIP: 31297V3C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25300 | PA      | $26160.01       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   365356000 | PA      | $374061746.61   | 0.12%             | 2032-01-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AR3<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |    15677000 | PA      | $15776506.64    | 0.01%             | 2035-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA               | CUSIP: 10922NAF0<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     6415000 | PA      | $4912695.91     | 0.00%             | 2047-06-22      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBK7<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    33116000 | PA      | $32197785.15    | 0.01%             | 2030-03-19      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5109                      | CUSIP: 3133KYVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5566231 | PA      | $4944255.21     | 0.00%             | 2041-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AU7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $15308619.00    | 0.00%             | 2027-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931420                      | CUSIP: 31412PYR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      408716 | PA      | $396604.40      | 0.00%             | 2039-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DR5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    27247000 | PA      | $27754619.08    | 0.01%             | 2033-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08708                      | CUSIP: 3128MJYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1236882 | PA      | $1210642.84     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9016                      | CUSIP: 36179YAR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    73887535 | PA      | $72935959.48    | 0.02%             | 2053-07-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5268000 | PA      | $5330673.93     | 0.00%             | 2028-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14649                      | CUSIP: 31296PEW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36132 | PA      | $36537.44       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 448335                      | CUSIP: 36208EBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1312 | PA      | $1346.74        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5243                      | CUSIP: 3138A6ZH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35432 | PA      | $35217.66       | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7528                      | CUSIP: 3132DVLH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22604265 | PA      | $18233965.32    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KJ9<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    32620000 | PA      | $29096695.92    | 0.01%             | 2030-05-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735578                      | CUSIP: 31402RFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      984745 | PA      | $995712.64      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4333                      | CUSIP: 3140JLY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30681 | PA      | $28938.46       | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7920                      | CUSIP: 3140XBYS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7658610 | PA      | $6776152.69     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 A4                | CUSIP: 14320AAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $609964.26      | 0.00%             | 2030-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826968                      | CUSIP: 31407CW52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12555 | PA      | $12948.74       | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FX0<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     9675000 | PA      | $6527823.50     | 0.00%             | 2049-10-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBW9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     9611000 | PA      | $9669112.80     | 0.00%             | 2034-04-10      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAU9<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     5793000 | PA      | $5839445.48     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01882                      | CUSIP: 3128LXCT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      177278 | PA      | $179495.27      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBC7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $3892645.72     | 0.00%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QI6074                      | CUSIP: 3133WCXB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2269745 | PA      | $2323295.21     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBV1<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    11680000 | PA      | $11520158.52    | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6614                      | CUSIP: 3132DUK30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16493031 | PA      | $17300989.94    | 0.01%             | 2054-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EX3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    47452000 | PA      | $48834541.21    | 0.02%             | 2036-05-13      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0215                      | CUSIP: 31419AGZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3500646 | PA      | $3396328.04     | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90699                      | CUSIP: 312938X40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13611 | PA      | $14091.32       | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAU9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    10000000 | PA      | $10328133.46    | 0.00%             | 2028-08-08      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC43                                    | CGCMT 2019-GC43 A4             | CUSIP: 17328HBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12380000 | PA      | $11441053.76    | 0.00%             | 2052-11-10      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCQ7<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7693219.20     | 0.00%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9226                      | CUSIP: 3140XDHC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4622541 | PA      | $4082689.37     | 0.00%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BL7<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3403710.04     | 0.00%             | 2031-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBD9<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    13586000 | PA      | $10815178.45    | 0.00%             | 2042-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BU9<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    23550000 | PA      | $13520793.03    | 0.00%             | 2060-06-03      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8092                      | CUSIP: 3132DV7D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17799058 | PA      | $15575747.45    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53817                      | CUSIP: 3128KGG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4089 | PA      | $4297.99        | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXH7<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     5669000 | PA      | $5730680.11     | 0.00%             | 2029-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HF3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $3495909.19     | 0.00%             | 2051-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Celulosa Arauco y Constitucion SA                                                | CELULOSA ARAUCO                | CUSIP: 151191BB8<br>LEI: 549300QEKV8G0AMNQD28 | Long             | DBT              | CORP              | CL        |     5866000 | PA      | $5753112.28     | 0.00%             | 2027-11-02      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063DC48<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4125000 | PA      | $3901049.21     | 0.00%             | 2028-02-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DZ9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     8200000 | PA      | $8462196.26     | 0.00%             | 2033-09-18      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8511                      | CUSIP: 3132D6N48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12361064 | PA      | $11354619.76    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CL8<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |      661000 | PA      | $627755.26      | 0.00%             | 2053-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BM5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |     6175000 | PA      | $3876759.72     | 0.00%             | 2050-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBF0<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    10130000 | PA      | $11134711.61    | 0.00%             | 2032-11-29      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAF8<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     9086000 | PA      | $8785457.84     | 0.00%             | 2033-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6474                      | CUSIP: 36179VFP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    75959418 | PA      | $67387473.46    | 0.02%             | 2050-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EM5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    25282000 | PA      | $22152520.68    | 0.01%             | 2030-07-22      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAN5<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    17760000 | PA      | $18177252.92    | 0.01%             | 2028-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A                          | WOLS 2024-A A3                 | CUSIP: 981946AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5053103.00     | 0.00%             | 2027-10-15      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BK7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     9200000 | PA      | $9273958.48     | 0.00%             | 2052-09-01      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24885                      | CUSIP: 31297CNA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9432 | PA      | $9736.50        | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697930                      | CUSIP: 36296QLK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      456001 | PA      | $442333.49      | 0.00%             | 2039-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-C                                            | HART 2023-C A4                 | CUSIP: 44918CAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1129943.98     | 0.00%             | 2029-12-17      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C32                      | MSBAM 2016-C32 A4              | CUSIP: 61691GAS9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8350000 | PA      | $8244635.53     | 0.00%             | 2049-12-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783095                      | CUSIP: 36241LNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      605112 | PA      | $585096.17      | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747493                      | CUSIP: 31403FNJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44958 | PA      | $45409.27       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14043                      | CUSIP: 31296NP43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44108 | PA      | $44588.88       | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     7080000 | PA      | $7360004.26     | 0.00%             | 2030-04-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DR4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    13700000 | PA      | $13733580.75    | 0.00%             | 2033-01-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1525                      | CUSIP: 31418AVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1710615 | PA      | $1597288.02     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAT9<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    26135000 | PA      | $25656014.87    | 0.01%             | 2027-12-06      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AF8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     5475000 | PA      | $4713281.52     | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595156                      | CUSIP: 36200AE54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2934 | PA      | $3016.85        | 0.00%             | 2032-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4446                      | CUSIP: 31418D5G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12274986 | PA      | $10503300.08    | 0.00%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BP8<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    12820000 | PA      | $12318160.99    | 0.00%             | 2026-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAA2<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |    11840000 | PA      | $9101105.31     | 0.00%             | 2048-05-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EP1<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    18475000 | PA      | $15454912.53    | 0.00%             | 2052-06-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257016                      | CUSIP: 31371NN92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40039 | PA      | $43337.17       | 0.00%             | 2037-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AWGR5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    11050000 | PA      | $11082597.50    | 0.00%             | 2026-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6153                      | CUSIP: 36179UZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    67823996 | PA      | $60199269.43    | 0.02%             | 2049-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                  | CUSIP: 233853BD1<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      750000 | PA      | $767549.33      | 0.00%             | 2030-01-13      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448ER5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $17112153.96    | 0.01%             | 2027-03-19      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBC7<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     9914000 | PA      | $9105844.35     | 0.00%             | 2030-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08431                      | CUSIP: 3128MJPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      249720 | PA      | $242065.14      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3377                      | CUSIP: 3138WCXF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1070303 | PA      | $994925.93      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903BB5<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5043361.85     | 0.00%             | 2029-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58012                      | CUSIP: 3132Y13W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20382 | PA      | $19815.78       | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3026                      | CUSIP: 31418CLG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4847780 | PA      | $4462820.01     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EJ7<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     8838000 | PA      | $7730793.04     | 0.00%             | 2060-09-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q19696                      | CUSIP: 3132JBGE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      633547 | PA      | $575195.05      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAV4<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    19225000 | PA      | $15394978.14    | 0.00%             | 2047-12-06      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 990906                      | CUSIP: 31415VYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      788862 | PA      | $814434.51      | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8568                      | CUSIP: 31417VQW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3732098 | PA      | $3697871.86     | 0.00%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AT0<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4014648.34     | 0.00%             | 2028-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAM1<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $2387306.88     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| HSBC Bank USA NA                                                                 | HSBC BANK USA NA               | CUSIP: 4042Q1AD9<br>LEI: 1IE8VN30JCEQV1H4R804 | Long             | DBT              | CORP              | US        |     7726000 | PA      | $8860178.28     | 0.00%             | 2039-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K153 A3                   | CUSIP: 3137BXHC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8100000 | PA      | $7542557.19     | 0.00%             | 2031-10-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794978                      | CUSIP: 31405PFT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4492 | PA      | $4639.04        | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAV2<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     7150000 | PA      | $7164935.75     | 0.00%             | 2035-09-06      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBJ3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    10933000 | PA      | $10781548.46    | 0.00%             | 2026-09-06      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C1                                      | CGCMT 2016-C1 A4               | CUSIP: 17290YAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3950000 | PA      | $3898691.08     | 0.00%             | 2049-05-10      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| ONEOK Partners LP                                                                | ONEOK PARTNERS                 | CUSIP: 68268NAC7<br>LEI: T4DHW82NMF6BXJT50795 | Long             | DBT              | CORP              | US        |    15153000 | PA      | $16279255.77    | 0.01%             | 2036-10-01      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                  | CUSIP: 703481AC5<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3744680.35     | 0.00%             | 2029-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBU3<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    22915000 | PA      | $17844373.06    | 0.01%             | 2050-09-17      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DH0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $6022309.68     | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87354                      | CUSIP: 312934E32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13157 | PA      | $13616.58       | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | SABRA HEALTH CAR               | CUSIP: 78574MAA1<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3123379.63     | 0.00%             | 2031-12-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5109                      | CUSIP: 3140J9VB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10031081 | PA      | $9762747.35     | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2211                      | CUSIP: 3132AEN44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11869945 | PA      | $11203233.11    | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 43358BAB9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    41175000 | PA      | $41493887.49    | 0.01%             | 2030-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64475                      | CUSIP: 3128KU6L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3291 | PA      | $3474.23        | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAN3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    11575000 | PA      | $11801279.20    | 0.00%             | 2034-02-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON FINANCING                | CUSIP: 25179SAD2<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $8005829.04     | 0.00%             | 2031-09-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1112                      | CUSIP: 31418AGW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      216715 | PA      | $208611.51      | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-A A4                 | CUSIP: 44935CAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4030861.20     | 0.00%             | 2031-04-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5208                        | CUSIP: 36202FYD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      192082 | PA      | $190072.23      | 0.00%             | 2026-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FC6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     5365000 | PA      | $5596842.64     | 0.00%             | 2040-03-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GWB6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    51026000 | PA      | $50692683.27    | 0.02%             | 2027-01-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAQ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $5176269.82     | 0.00%             | 2051-03-24      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFE0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    21310000 | PA      | $21682520.88    | 0.01%             | 2034-04-21      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746SH5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    37703000 | PA      | $37057190.50    | 0.01%             | 2026-10-23      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A28907                      | CUSIP: 31297G3Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4726 | PA      | $4773.35        | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8448                      | CUSIP: 3132DWL50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   143297240 | PA      | $148010888.55   | 0.05%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2327                      | CUSIP: 3132DPSQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13082889 | PA      | $12724607.07    | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intesa Sanpaolo SpA                                                              | INTESA SANPAOLO                | CUSIP: 46115HBN6<br>LEI: 2W8N8UU78PMDQKZENC08 | Long             | DBT              | CORP              | IT        |     2000000 | PA      | $1571391.38     | 0.00%             | 2049-09-23      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust 2022-1                                               | DTRT 2022-1 A3                 | CUSIP: 233869AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      110542 | PA      | $110566.51      | 0.00%             | 2026-02-17      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82795                       | CUSIP: 36225FC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      395915 | PA      | $402927.54      | 0.00%             | 2041-04-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AF6<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     5630000 | PA      | $5291758.49     | 0.00%             | 2029-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CD4<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    86288000 | PA      | $50978540.73    | 0.02%             | 2060-06-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DQ0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    25630000 | PA      | $21949736.41    | 0.01%             | 2031-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4157                      | CUSIP: 31418DTP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    88818890 | PA      | $67048082.99    | 0.02%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9285                      | CUSIP: 3138ERJ76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1546648 | PA      | $1426729.45     | 0.00%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BH1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $3739603.21     | 0.00%             | 2048-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| nVent Finance Sarl                                                               | NVENT FINANCE                  | CUSIP: 67078AAD5<br>LEI: 549300KO1OQ4MVFB6X02 | Long             | DBT              | CORP              | LU        |     3850000 | PA      | $3854091.73     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0262                      | CUSIP: 3140Y6JG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36990572 | PA      | $37900854.86    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT30<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     9850000 | PA      | $9957328.01     | 0.00%             | 2027-08-06      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5113                      | CUSIP: 3133KYVE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12590420 | PA      | $10436527.98    | 0.00%             | 2041-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M10 A2                | CUSIP: 3136BMXZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37600000 | PA      | $32543852.80    | 0.01%             | 2032-01-25      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704175                      | CUSIP: 36296XJU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      639960 | PA      | $646897.30      | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AF8<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2002989.65     | 0.00%             | 2026-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAN5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     4870000 | PA      | $4191945.41     | 0.00%             | 2044-11-21      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q36970                      | CUSIP: 3132QTW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      255494 | PA      | $243210.04      | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AP3<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2450524.63     | 0.00%             | 2029-11-04      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AU3<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    17238000 | PA      | $15036484.91    | 0.00%             | 2050-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K744 A2                   | CUSIP: 3137H1Z33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4561900 | PA      | $4273450.59     | 0.00%             | 2028-07-25      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889455                      | CUSIP: 31410KE42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      163937 | PA      | $172648.24      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AT9<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     6090000 | PA      | $6139750.43     | 0.00%             | 2035-12-01      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7508                      | CUSIP: 3132DVKV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10676431 | PA      | $9785247.56     | 0.00%             | 2049-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AG6<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     5495000 | PA      | $3710005.51     | 0.00%             | 2049-03-01      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDB2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    19740000 | PA      | $20529650.03    | 0.01%             | 2034-07-06      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4516                      | CUSIP: 3140X8AS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8109917 | PA      | $7473933.31     | 0.00%             | 2035-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3781                      | CUSIP: 3138X3FX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1348623 | PA      | $1317489.01     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EV1<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    14060000 | PA      | $11090480.76    | 0.00%             | 2049-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15537                      | CUSIP: 3128MELS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      474435 | PA      | $466251.70      | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AB7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     1787000 | PA      | $2006517.85     | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83070                      | CUSIP: 3132L8MT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      350060 | PA      | $332353.61      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAM7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    40800000 | PA      | $39831042.33    | 0.01%             | 2040-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEF7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     8053000 | PA      | $8799760.68     | 0.00%             | 2038-03-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                                                    | MEDTRONIC GLOBAL               | CUSIP: 58507LBB4<br>LEI: 549300JXMTTP8GKYIX14 | Long             | DBT              | CORP              | LU        |    19415000 | PA      | $19506768.71    | 0.01%             | 2028-03-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160BC2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     6750000 | PA      | $6867852.39     | 0.00%             | 2034-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5079                      | CUSIP: 36179TUC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      542395 | PA      | $530396.12      | 0.00%             | 2048-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BC5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $2725134.27     | 0.00%             | 2047-01-30      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Daimler Truck Finance North America LLC                                          | DAIMLER TRUCK                  | CUSIP: 233853BE9<br>LEI: 5493003HSDTSCZRXBA58 | Long             | DBT              | CORP              | US        |      750000 | PA      | $761297.00      | 0.00%             | 2032-01-13      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAW8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     8675000 | PA      | $7761175.06     | 0.00%             | 2054-09-18      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YS3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    34710000 | PA      | $31957605.30    | 0.01%             | 2029-11-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AL4<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $4524475.60     | 0.00%             | 2042-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                       | BMO 2024-C8 AS                 | CUSIP: 05593HAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5321000 | PA      | $5543875.41     | 0.00%             | 2057-03-15      | Variable      | 5.91%                 | No            |                  2 | On Loan: No      |
| CGMS Commercial Mortgage Trust 2017-B1                                           | CGCMT 2017-B1 AS               | CUSIP: 17326CBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1906090.88     | 0.00%             | 2050-08-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBB4<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |     1000000 | PA      | $927679.61      | 0.00%             | 2029-10-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBJ9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2907562.85     | 0.00%             | 2048-09-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A19251                      | CUSIP: 31296UH46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         938 | PA      | $969.55         | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                                       | BBCMS 2019-C4 AS               | CUSIP: 07335CAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1050000 | PA      | $966086.94      | 0.00%             | 2052-08-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66 CO                 | CUSIP: 718547AR3<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |    12750000 | PA      | $12899587.03    | 0.00%             | 2033-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JC8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    15000000 | PA      | $13039934.41    | 0.00%             | 2030-05-14      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CT3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    13800000 | PA      | $14428441.54    | 0.00%             | 2034-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2086                      | CUSIP: 3138EJJ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51112 | PA      | $53069.75       | 0.00%             | 2042-05-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Howard University                                                                | HOWARD UNIV                    | CUSIP: 442851BH3<br>LEI: 5493000EDHIQDJSTOF89 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2705227.58     | 0.00%             | 2052-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 78646UAA7<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1790318.42     | 0.00%             | 2031-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AL7<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5847970.59     | 0.00%             | 2034-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 754287                      | CUSIP: 31403N6Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26792 | PA      | $26930.22       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5764                      | CUSIP: 36179UMM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      740803 | PA      | $720480.26      | 0.00%             | 2049-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05122                      | CUSIP: 3128M7AX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      853958 | PA      | $885542.08      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FP0042                      | CUSIP: 3140XTBL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29610976 | PA      | $23663919.22    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AR7<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3080912.75     | 0.00%             | 2052-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4655                      | CUSIP: 3132DSE40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14989651 | PA      | $14806871.28    | 0.00%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7039                      | CUSIP: 3138WGZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2649921 | PA      | $2590393.86     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AD5<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2672319.73     | 0.00%             | 2032-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 641277                      | CUSIP: 36291XM22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11504 | PA      | $11615.24       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0977                      | CUSIP: 3140XGCP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16701199 | PA      | $14667215.06    | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    10025000 | PA      | $9071116.92     | 0.00%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044CN9<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     4010000 | PA      | $3927168.96     | 0.00%             | 2040-07-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AQ2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    30738000 | PA      | $29126457.72    | 0.01%             | 2044-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FG8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    52279000 | PA      | $54990973.13    | 0.02%             | 2029-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4665                      | CUSIP: 3140XLFF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10427939 | PA      | $10320336.14    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4563                      | CUSIP: 3140QQB95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17342689 | PA      | $17087861.10    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96591                      | CUSIP: 312945KC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      780888 | PA      | $756571.95      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AP0<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2688536.60     | 0.00%             | 2028-05-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MARYLAND ST ECON DEV           | CUSIP: 574205JJ0<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     3398000 | PA      | $3234737.99     | 0.00%             | 2056-05-31      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RBA0<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4832318.36     | 0.00%             | 2030-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAV7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    30283000 | PA      | $28730672.39    | 0.01%             | 2034-07-08      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 042735BF6<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $6253043.29     | 0.00%             | 2028-01-12      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AU5<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     7850000 | PA      | $7529348.02     | 0.00%             | 2062-02-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLG2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    53605000 | PA      | $54781977.88    | 0.02%             | 2029-04-25      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C26                                                    | BBCMS 2024-C26 A5              | CUSIP: 05555AAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5300000 | PA      | $5604084.32     | 0.00%             | 2057-05-15      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01749                      | CUSIP: 31283H5J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      734538 | PA      | $757968.52      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV           | CUSIP: 709235T88<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     5190000 | PA      | $3405109.18     | 0.00%             | 2050-09-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833ET3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11036766.72    | 0.00%             | 2028-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 919586                      | CUSIP: 31412AUK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15386 | PA      | $15932.43       | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAQ7<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    19406000 | PA      | $15312623.95    | 0.00%             | 2050-03-26      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JQ0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    31000000 | PA      | $29761640.33    | 0.01%             | 2027-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AX6<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    10450000 | PA      | $5804584.22     | 0.00%             | 2050-08-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3654                      | CUSIP: 3142GUBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33433406 | PA      | $34036745.41    | 0.01%             | 2055-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A89941                      | CUSIP: 312937BJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      950319 | PA      | $943114.36      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1751                      | CUSIP: 3132DN5L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9868354 | PA      | $8327090.92     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABE2<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3208290.02     | 0.00%             | 2045-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EM8<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     4168000 | PA      | $2608839.10     | 0.00%             | 2050-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCT1<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    13900000 | PA      | $11605971.16    | 0.00%             | 2045-11-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Aon Corp / Aon Global Holdings PLC                                               | AON CORP/AON GLO               | CUSIP: 03740LAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     4365000 | PA      | $4255428.38     | 0.00%             | 2027-05-28      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAE8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     4800000 | PA      | $4772427.85     | 0.00%             | 2026-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A64981                      | CUSIP: 3128KVRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       93675 | PA      | $98794.49       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CB4<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     8550000 | PA      | $9086446.48     | 0.00%             | 2038-01-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN4280                      | CUSIP: 3133GAXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      150291 | PA      | $138082.19      | 0.00%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967FX4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    13339000 | PA      | $13798427.71    | 0.00%             | 2042-01-30      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DF3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    15515000 | PA      | $15567054.78    | 0.00%             | 2028-06-09      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 0641598K5<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    10000000 | PA      | $9660917.97     | 0.00%             | 2026-09-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 2.5 7/25                  | CUSIP: 21H022671<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    44360000 | PA      | $37700308.61    | 0.01%             | 2025-07-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746RF0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    19195000 | PA      | $18596216.81    | 0.01%             | 2044-01-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Hoag Memorial Hospital Presbyterian                                              | HOAG MEMORIAL                  | CUSIP: 43371HAA1<br>LEI: FZFVQHQN7LISVXIZDB30 | Long             | DBT              | CORP              | US        |     6720000 | PA      | $5077379.49     | 0.00%             | 2052-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE-B            | CUSIP: 47770VAZ3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5930000 | PA      | $5920641.87     | 0.00%             | 2035-01-01      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD9130                      | CUSIP: 31418XEC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         839 | PA      | $836.25         | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B34 Mortgage Trust                                                | BMARK 2022-B34 A5              | CUSIP: 08161YBG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2675000 | PA      | $2456875.15     | 0.00%             | 2055-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                | BMARK 2022-B32 A5              | CUSIP: 08163NBJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13550000 | PA      | $11912886.29    | 0.00%             | 2055-01-15      | Variable      | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M7 A2                 | CUSIP: 3136B1K86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3632315 | PA      | $3540600.43     | 0.00%             | 2028-03-25      | Variable      | 3.13%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q40045                      | CUSIP: 3132WDBP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60775 | PA      | $56192.36       | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $4282977.43     | 0.00%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFJ3<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |     5307000 | PA      | $5384676.23     | 0.00%             | 2035-06-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BQ1<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    13025000 | PA      | $12502268.95    | 0.00%             | 2035-03-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBL4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    19058000 | PA      | $18317664.89    | 0.01%             | 2053-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6733                      | CUSIP: 3140XAPT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5088419 | PA      | $4898393.26     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAB9<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     6050000 | PA      | $5611675.00     | 0.00%             | 2042-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAF4<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    34687000 | PA      | $19367713.24    | 0.01%             | 2050-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBA1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6100000 | PA      | $5637268.80     | 0.00%             | 2030-02-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0139                      | CUSIP: 36179MEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      316343 | PA      | $312149.45      | 0.00%             | 2027-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AN1<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3300565.04     | 0.00%             | 2055-06-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41390                      | CUSIP: 3128K1RK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7848 | PA      | $8120.74        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4392                      | CUSIP: 3140QP3A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14673206 | PA      | $14087957.59    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2722                      | CUSIP: 3138WQAY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17100923 | PA      | $15531076.95    | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    58000000 | PA      | $59386577.80    | 0.02%             | 2030-01-23      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01371                      | CUSIP: 31292HQY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41896 | PA      | $44344.79       | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AL9<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |      500000 | PA      | $501434.08      | 0.00%             | 2032-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0824                      | CUSIP: 3132DM4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19641281 | PA      | $16573658.54    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2226                      | CUSIP: 36179QPK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      875964 | PA      | $887559.44      | 0.00%             | 2044-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDB2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     7083000 | PA      | $6384861.53     | 0.00%             | 2045-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3960                      | CUSIP: 31418DMJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11497244 | PA      | $10053559.00    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1680                      | CUSIP: 36179N2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      610684 | PA      | $618800.06      | 0.00%             | 2044-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAD8<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |    16893000 | PA      | $17140777.82    | 0.01%             | 2035-04-07      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFP2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6281647.07     | 0.00%             | 2031-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5228                        | CUSIP: 36202FYZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51145 | PA      | $50722.46       | 0.00%             | 2026-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1273                      | CUSIP: 31418AMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      842401 | PA      | $788812.61      | 0.00%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CN4<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |     6071000 | PA      | $6081792.39     | 0.00%             | 2028-06-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8267                      | CUSIP: 3132DWFG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40141647 | PA      | $39614538.53    | 0.01%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 A5              | CUSIP: 08163JAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2550000 | PA      | $2228845.10     | 0.00%             | 2054-09-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBB6<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7041812.72     | 0.00%             | 2028-09-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-LC25                                  | WFCM 2016-LC25 A4              | CUSIP: 95000JAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1020000 | PA      | $1003345.34     | 0.00%             | 2059-12-15      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   662555000 | PA      | $637786832.32   | 0.20%             | 2026-12-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBG7<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8442395.42     | 0.00%             | 2029-07-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AA4<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2082515.04     | 0.00%             | 2111-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2521                      | CUSIP: 36179QYS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4562390 | PA      | $4212476.92     | 0.00%             | 2045-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00530                      | CUSIP: 31292GST4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1019 | PA      | $1037.12        | 0.00%             | 2027-07-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                                            | GSMS 2016-GS4 A4               | CUSIP: 36251XAR8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2450000 | PA      | $2407129.90     | 0.00%             | 2049-11-10      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3735                      | CUSIP: 36179SEG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21527117 | PA      | $19275234.42    | 0.01%             | 2046-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6983                      | CUSIP: 3140QEXM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11833174 | PA      | $9486186.92     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2832                      | CUSIP: 31418CEE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12071213 | PA      | $11457401.43    | 0.00%             | 2036-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5098                      | CUSIP: 3140J9UY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4682935 | PA      | $4687296.56     | 0.00%             | 2048-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3822                      | CUSIP: 3140XKG87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17550127 | PA      | $17961168.67    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23705000 | PA      | $22236738.07    | 0.01%             | 2030-04-06      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831116                      | CUSIP: 31407HK54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101981 | PA      | $103120.94      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-174TH                | CUSIP: 73358WJA3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    29910000 | PA      | $25099212.79    | 0.01%             | 2062-10-01      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAD6<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3257811.79     | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8172                      | CUSIP: 3132DWCH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   111070039 | PA      | $88346263.91    | 0.03%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBT2<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $2289283.93     | 0.00%             | 2047-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FQ1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8882000 | PA      | $7423189.90     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCP3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    28148000 | PA      | $28399423.22    | 0.01%             | 2033-02-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C13                                           | UBSCM 2018-C13 A4              | CUSIP: 90353KAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9825000 | PA      | $9655030.45     | 0.00%             | 2051-10-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CK2<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4438249.81     | 0.00%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBC1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $19307733.77    | 0.01%             | 2026-12-04      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBG2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $23414259.44    | 0.01%             | 2034-04-30      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA2102                      | CUSIP: 3140E6KQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1085040 | PA      | $967816.31      | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967BU4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3114884.59     | 0.00%             | 2033-02-22      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAH8<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |    67875000 | PA      | $68455611.63    | 0.02%             | 2029-01-25      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4723                      | CUSIP: 3140X8G92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7936274 | PA      | $5990977.17     | 0.00%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3630                      | CUSIP: 3140QPA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      277206 | PA      | $258863.56      | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American University/The                                                          | AMERICAN UNIV                  | CUSIP: 030360AD3<br>LEI: 549300ZMGVN6I2E7LS27 | Long             | DBT              | CORP              | US        |     4830000 | PA      | $3635343.56     | 0.00%             | 2049-04-01      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5897                      | CUSIP: 3138WTRT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3031737 | PA      | $2752733.20     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08796                      | CUSIP: 3128MJ3E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8180619 | PA      | $7504942.35     | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BL5<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3865000 | PA      | $4048782.55     | 0.00%             | 2053-03-01      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9135                      | CUSIP: 3140QVEH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19954624 | PA      | $20291226.64    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EH9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    12571000 | PA      | $11649243.12    | 0.00%             | 2028-08-05      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LBA7<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |     5790000 | PA      | $5762998.75     | 0.00%             | 2029-06-30      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5694                      | CUSIP: 3132DTKF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19954323 | PA      | $20609056.50    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0867                      | CUSIP: 3138EG6D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       48315 | PA      | $47949.79       | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q15790                      | CUSIP: 3132J62Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      329522 | PA      | $299969.85      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAW7<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2119731.05     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAL0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     2558000 | PA      | $2628345.00     | 0.00%             | 2030-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER HLDGS                   | CUSIP: 98956PAB8<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $4271146.64     | 0.00%             | 2039-11-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 AS              | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2691265.25     | 0.00%             | 2062-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7937                      | CUSIP: 36179WZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   110333100 | PA      | $97558876.75    | 0.03%             | 2052-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR6885                      | CUSIP: 3138W4UK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      637268 | PA      | $624355.81      | 0.00%             | 2028-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9229                      | CUSIP: 3138ERHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      655729 | PA      | $646348.02      | 0.00%             | 2031-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKF7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   468475000 | PA      | $474440733.99   | 0.15%             | 2031-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDK3<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    13672000 | PA      | $13922889.47    | 0.00%             | 2028-01-21      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4740                      | CUSIP: 3140HJHS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2505290 | PA      | $2364572.40     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBY8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     4203000 | PA      | $3041981.98     | 0.00%             | 2051-01-31      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08818                      | CUSIP: 3128MJ4C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4828498 | PA      | $4694381.09     | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAX9<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7339855.11     | 0.00%             | 2033-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BD3<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    28321000 | PA      | $25093909.80    | 0.01%             | 2055-04-20      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3694850.68     | 0.00%             | 2041-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AZ5<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    27145000 | PA      | $25254336.19    | 0.01%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FM5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     8951000 | PA      | $8650993.83     | 0.00%             | 2032-07-18      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAH9<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |    16275000 | PA      | $16036772.42    | 0.01%             | 2026-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AE2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    12600000 | PA      | $13300361.65    | 0.00%             | 2032-11-16      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AG6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     3212000 | PA      | $3265895.79     | 0.00%             | 2035-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBW4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    20375000 | PA      | $20113649.68    | 0.01%             | 2028-01-31      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE2127                      | CUSIP: 31419CLH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22650 | PA      | $22531.88       | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5023                      | CUSIP: 31418ESM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18581342 | PA      | $18180775.13    | 0.01%             | 2038-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514Y8A8<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    24500000 | PA      | $25030457.52    | 0.01%             | 2030-02-19      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1839                      | CUSIP: 36179QBG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      426042 | PA      | $407908.73      | 0.00%             | 2044-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942537                      | CUSIP: 31413DS24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11799 | PA      | $12803.52       | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBY1<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10183161.94    | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AU1<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     2950000 | PA      | $2888986.84     | 0.00%             | 2027-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310110                      | CUSIP: 31374CN36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      320019 | PA      | $337401.18      | 0.00%             | 2039-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q10378                      | CUSIP: 3132HLM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      608697 | PA      | $556071.09      | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4801                        | CUSIP: 36202FKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2726682 | PA      | $2699378.50     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256939                      | CUSIP: 31371NLU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18066 | PA      | $19587.64       | 0.00%             | 2037-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 879023                      | CUSIP: 31409USL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25586 | PA      | $26322.10       | 0.00%             | 2036-02-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER               | CUSIP: 461070AN4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     2925000 | PA      | $2150256.15     | 0.00%             | 2046-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4742                      | CUSIP: 3138M8HU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1773903 | PA      | $1742287.51     | 0.00%             | 2027-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83495                      | CUSIP: 3132L83C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3219828 | PA      | $2961936.21     | 0.00%             | 2047-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3.5 7/25                  | CUSIP: 21H032670<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34740000 | PA      | $31535165.52    | 0.01%             | 2025-07-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4206                      | CUSIP: 31418DU83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20911951 | PA      | $19213210.64    | 0.01%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2470                      | CUSIP: 3132AEW77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27232085 | PA      | $26938011.15    | 0.01%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1869                      | CUSIP: 3140XHCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2088910 | PA      | $1909975.05     | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN5342                      | CUSIP: 3140JM5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      191252 | PA      | $180270.74      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1374                      | CUSIP: 3140XGQ44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27937756 | PA      | $24177356.67    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AT5<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    11900000 | PA      | $11852205.37    | 0.00%             | 2029-01-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                                   | BMWLT 2025-1 A3                | CUSIP: 096912AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2514307.00     | 0.00%             | 2028-06-26      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723540                      | CUSIP: 3620A9ZD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      736871 | PA      | $744896.35      | 0.00%             | 2039-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBA0<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10718423.53    | 0.00%             | 2026-07-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DE0<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     8010000 | PA      | $6944562.97     | 0.00%             | 2043-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMY5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $6055671.08     | 0.00%             | 2035-08-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4654                      | CUSIP: 31418EE48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59883226 | PA      | $54005118.40    | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 023551AJ3<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     9785000 | PA      | $11104816.60    | 0.00%             | 2031-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95083                      | CUSIP: 312943UG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1977005 | PA      | $1917389.67     | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CX8<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5458206.37     | 0.00%             | 2052-11-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBL4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   859682000 | PA      | $743860001.45   | 0.24%             | 2031-02-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 590080                      | CUSIP: 31387PQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2431 | PA      | $2556.95        | 0.00%             | 2031-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FW3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    16340000 | PA      | $10402798.43    | 0.00%             | 2052-03-10      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AW9<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $4829873.43     | 0.00%             | 2031-05-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16641                      | CUSIP: 31296RLW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14324 | PA      | $14733.50       | 0.00%             | 2033-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BS1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    11066000 | PA      | $7936179.53     | 0.00%             | 2040-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AY1<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    14245000 | PA      | $11901315.02    | 0.00%             | 2032-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BT8<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     5480000 | PA      | $5340711.52     | 0.00%             | 2027-09-14      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-3                                    | SDART 2023-3 B                 | CUSIP: 80285XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1640000 | PA      | $1648655.59     | 0.00%             | 2028-07-17      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88026                      | CUSIP: 3129344K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      553890 | PA      | $549811.04      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C27<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    15331000 | PA      | $15232929.53    | 0.00%             | 2027-05-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BR4<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9679490.96     | 0.00%             | 2031-12-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BY7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9345522.63     | 0.00%             | 2034-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A4AA2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    45401000 | PA      | $51979604.90    | 0.02%             | 2031-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BP4<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     2855000 | PA      | $2870257.16     | 0.00%             | 2028-10-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                                                   | MSC 2016-UB11 A4               | CUSIP: 61767FBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7300000 | PA      | $7140616.91     | 0.00%             | 2049-08-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5090                      | CUSIP: 3133KYUP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31178133 | PA      | $26870431.11    | 0.01%             | 2040-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K739 A2                   | CUSIP: 3137F64P9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20149196 | PA      | $19111016.86    | 0.01%             | 2027-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB9203                      | CUSIP: 36178WGL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4571890 | PA      | $4153460.13     | 0.00%             | 2042-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6684                      | CUSIP: 36179VM98<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1223479 | PA      | $1180059.62     | 0.00%             | 2035-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | ENSTAR GROUP LTD               | CUSIP: 29359UAC3<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     6000000 | PA      | $5334278.73     | 0.00%             | 2031-09-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02462                      | CUSIP: 3128M4B77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      161290 | PA      | $169931.11      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06061                      | CUSIP: 3128M8B60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2168238 | PA      | $2101945.29     | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBG8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     4185000 | PA      | $3292378.31     | 0.00%             | 2048-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Kilroy Realty LP                                                                 | KILROY REALTY LP               | CUSIP: 49427RAR3<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |    11760000 | PA      | $9241326.50     | 0.00%             | 2033-11-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71645526                                               | GMALT 2024-2 A3                | CUSIP: 36269WAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5039887.50     | 0.00%             | 2027-07-20      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P4                                      | CGCMT 2016-P4 A3               | CUSIP: 29429EAC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1525000 | PA      | $1499183.89     | 0.00%             | 2049-07-10      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AL1<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     9150000 | PA      | $9347615.43     | 0.00%             | 2034-08-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05749                      | CUSIP: 3128M7WJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       65738 | PA      | $69337.55       | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BB0<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     8638000 | PA      | $7847104.70     | 0.00%             | 2054-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Trinity Health Corp                                                              | TRINITY HEALTH                 | CUSIP: 896517AB5<br>LEI: TWSRHFGEDJDX0GKMGJ67 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1797855.61     | 0.00%             | 2040-12-01      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPZY4<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    11000000 | PA      | $11112266.00    | 0.00%             | 2026-07-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BM6<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $8153661.30     | 0.00%             | 2055-01-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CA9<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    26715000 | PA      | $26642945.03    | 0.01%             | 2034-01-26      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAH8<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     5075000 | PA      | $4988783.13     | 0.00%             | 2027-03-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0933                      | CUSIP: 36179NBA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7134418 | PA      | $6501153.00     | 0.00%             | 2043-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3058                      | CUSIP: 31418CMG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6192611 | PA      | $5862200.79     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q21319                      | CUSIP: 3132JNPC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2424398 | PA      | $2264880.23     | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1059                      | CUSIP: 31418AE95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3278952 | PA      | $3213017.37     | 0.00%             | 2032-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE6787                      | CUSIP: 3133BGRG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2968024 | PA      | $2463660.77     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8073                      | CUSIP: 3132D56J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38419249 | PA      | $34455085.92    | 0.01%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K088 A2                   | CUSIP: 3137FKZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12725000 | PA      | $12567344.89    | 0.00%             | 2029-01-25      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787109                      | CUSIP: 3622ACYE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12232314 | PA      | $12807482.23    | 0.00%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8108                      | CUSIP: 3132DWAH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5421459 | PA      | $4740866.77     | 0.00%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                | BMARK 2024-V10 AS              | CUSIP: 08163UAF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3062500 | PA      | $3144956.59     | 0.00%             | 2057-09-15      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAT6<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     7430000 | PA      | $5598608.89     | 0.00%             | 2052-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AZ5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    18664000 | PA      | $18272773.36    | 0.01%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AN9<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2523933.83     | 0.00%             | 2046-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4856                      | CUSIP: 3140J9ME8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2244711 | PA      | $2143181.77     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAS4<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    11575000 | PA      | $11358315.49    | 0.00%             | 2026-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7795                      | CUSIP: 3133KPUU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18214747 | PA      | $17999756.60    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BX1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $8709211.90     | 0.00%             | 2032-07-20      | Variable      | 2.31%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAJ5<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    25315000 | PA      | $25474940.81    | 0.01%             | 2028-01-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                  | AMCAR 2023-1 A3                | CUSIP: 03067BAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2103200 | PA      | $2111381.28     | 0.00%             | 2027-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677329                      | CUSIP: 36295QPN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       42589 | PA      | $44709.32       | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    29175000 | PA      | $28760552.18    | 0.01%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BR4<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     2427000 | PA      | $2741031.76     | 0.00%             | 2032-03-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FE3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    19900000 | PA      | $17286153.12    | 0.01%             | 2031-10-21      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   744671400 | PA      | $751041832.98   | 0.24%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Alabama Federal Aid Highway Finance Authority                                    | ALABAMA FEDERAL AID            | CUSIP: 010268CX6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1170000 | PA      | $929579.51      | 0.00%             | 2037-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AR6<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |      950000 | PA      | $933345.48      | 0.00%             | 2026-07-27      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBB9<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |     5440000 | PA      | $5158665.62     | 0.00%             | 2029-06-21      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8332                      | CUSIP: 3132D6HH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22312 | PA      | $21824.16       | 0.00%             | 2039-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAH2<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |    13242000 | PA      | $10786160.15    | 0.00%             | 2033-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAJ3<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     3330000 | PA      | $3359113.35     | 0.00%             | 2030-05-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN2000                      | CUSIP: 3140JJGJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      692853 | PA      | $671875.70      | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 730885                      | CUSIP: 31402J6W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33831 | PA      | $34171.86       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                 | CUSIP: 017175AD2<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $4170767.95     | 0.00%             | 2044-09-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA2226                      | CUSIP: 31334YPK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15018318 | PA      | $13395788.71    | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AA9<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     8431000 | PA      | $8446007.97     | 0.00%             | 2111-07-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCZ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     2702000 | PA      | $2755406.55     | 0.00%             | 2035-04-01      | Fixed         | 5.35%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A10087                      | CUSIP: 31296JCY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14321 | PA      | $14741.91       | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CC4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    13200000 | PA      | $13190705.54    | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0361                      | CUSIP: 3132CWMJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9636001 | PA      | $9275967.10     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAT7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    31850000 | PA      | $30097373.16    | 0.01%             | 2033-05-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C13                                           | UBSCM 2018-C13 AS              | CUSIP: 90353KBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1705051.95     | 0.00%             | 2051-10-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7216                      | CUSIP: 3140QFAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10493767 | PA      | $8412437.18     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6760                      | CUSIP: 3132DUQM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12425719 | PA      | $12224306.64    | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48063                      | CUSIP: 3128K85Y8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20096 | PA      | $20803.84       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0009                      | CUSIP: 31418MAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20706 | PA      | $21819.24       | 0.00%             | 2039-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NX9<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2976449.21     | 0.00%             | 2031-06-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECN9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     5680000 | PA      | $4943446.23     | 0.00%             | 2032-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE0384                      | CUSIP: 3133B9M92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      942625 | PA      | $815748.33      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-1 A1A                | CUSIP: 92348KCL5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     2900000 | PA      | $2905820.30     | 0.00%             | 2028-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECX7<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    21483000 | PA      | $23523727.65    | 0.01%             | 2054-03-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EA4<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9552453.20     | 0.00%             | 2063-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAN3<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     8480000 | PA      | $7097979.43     | 0.00%             | 2042-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3805                      | CUSIP: 36179SGN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      276226 | PA      | $271496.55      | 0.00%             | 2046-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0543                      | CUSIP: 3138EGS96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2135634 | PA      | $2160586.57     | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0291                      | CUSIP: 31427MKD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15574808 | PA      | $15749922.26    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BU9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     4901000 | PA      | $4622612.66     | 0.00%             | 2029-08-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAT9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1265000 | PA      | $1282513.69     | 0.00%             | 2035-03-15      | Fixed         | 5.89%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CJ3<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |    25700000 | PA      | $26401330.36    | 0.01%             | 2029-01-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAU8<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    25222000 | PA      | $25345413.59    | 0.01%             | 2035-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Western Digital Corp                                                             | WESTERN DIGITAL                | CUSIP: 958102AQ8<br>LEI: 549300QQXOOYEF89IC56 | Long             | DBT              | CORP              | US        |     5095000 | PA      | $4732672.16     | 0.00%             | 2029-02-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc                                                 | REINSURANCE GRP                | CUSIP: 759351AT6<br>LEI: LORM1GNEU1DKEW527V90 | Long             | DBT              | CORP              | US        |     8160000 | PA      | $8135119.01     | 0.00%             | 2055-09-15      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B B                 | CUSIP: 34529NAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1108818.70     | 0.00%             | 2027-02-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AX2<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $8333864.55     | 0.00%             | 2052-05-07      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAB3<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $974471.00      | 0.00%             | 2043-09-30      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEP7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10029803.88    | 0.00%             | 2028-10-22      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Maryland Economic Development Corp                                               | MD ECON DEV CORP-TXBL          | CUSIP: 574205HW3<br>LEI: 549300JJ16DDBSZWSN94 | Long             | DBT              | MUN               | US        |     2610000 | PA      | $2588133.94     | 0.00%             | 2057-05-31      | Fixed         | 5.94%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CR1<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     4525000 | PA      | $4269832.92     | 0.00%             | 2030-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6310                      | CUSIP: 3138WGAL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53557 | PA      | $49454.73       | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   628238000 | PA      | $636041890.77   | 0.20%             | 2027-07-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8257                      | CUSIP: 3132D6E63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9646442 | PA      | $9831713.10     | 0.00%             | 2038-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47414                      | CUSIP: 3128K8GX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54916 | PA      | $55614.73       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BL6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10500432.23    | 0.00%             | 2033-09-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38062                      | CUSIP: 31297T5X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27783 | PA      | $28143.98       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBL2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3778000 | PA      | $3795061.95     | 0.00%             | 2034-08-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BP3<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     7348000 | PA      | $7160013.28     | 0.00%             | 2029-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KM8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    12960000 | PA      | $13538015.97    | 0.00%             | 2033-06-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA9577                      | CUSIP: 31416TUB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      209741 | PA      | $207970.67      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4322                      | CUSIP: 36179SYT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11459270 | PA      | $10834128.69    | 0.00%             | 2047-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAC7<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    25835000 | PA      | $25568775.01    | 0.01%             | 2031-10-04      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EZ2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    20500000 | PA      | $14703428.53    | 0.00%             | 2040-05-28      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5272                      | CUSIP: 31418E2E9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    64472671 | PA      | $65676440.19    | 0.02%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5176                        | CUSIP: 36202FXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1359238 | PA      | $1377191.83     | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677142                      | CUSIP: 36295QHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      588210 | PA      | $581728.84      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BQ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     5120000 | PA      | $4366984.61     | 0.00%             | 2045-06-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DW6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    14380000 | PA      | $14570955.50    | 0.00%             | 2035-07-26      | Variable      | 5.28%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAE0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    34680000 | PA      | $34709047.88    | 0.01%             | 2028-11-06      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEB3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2458283.78     | 0.00%             | 2029-01-12      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6061                      | CUSIP: 3140X9WX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2300060 | PA      | $1854648.36     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4563                      | CUSIP: 31418EB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10856206 | PA      | $9031740.53     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BJ0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    21924000 | PA      | $19778052.38    | 0.01%             | 2049-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GD0<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     8052000 | PA      | $4529721.85     | 0.00%             | 2050-12-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7253                      | CUSIP: 36179WBW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7872206 | PA      | $6129018.47     | 0.00%             | 2051-03-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 490109                      | CUSIP: 31382RN25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1086 | PA      | $1108.57        | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | JPMCC 2016-JP4 AS              | CUSIP: 46645UAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2950000 | PA      | $2870601.34     | 0.00%             | 2049-12-15      | Variable      | 3.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1593                      | CUSIP: 3132ADXW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1982815 | PA      | $1810489.46     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   870649000 | PA      | $577621195.94   | 0.18%             | 2041-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5818                      | CUSIP: 36179UPB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4691565 | PA      | $4568720.74     | 0.00%             | 2049-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBU6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    13298000 | PA      | $11591682.41    | 0.00%             | 2049-02-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AZ6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $11855516.57    | 0.00%             | 2034-06-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAC7<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $11104641.19    | 0.00%             | 2049-10-01      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3245                      | CUSIP: 3140XJTB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7393434 | PA      | $7425731.25     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1507                      | CUSIP: 3132DNU84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    87265438 | PA      | $69493648.49    | 0.02%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8057                      | CUSIP: 3132DV5S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2266101 | PA      | $2061365.51     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BZ4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    12345000 | PA      | $11570081.42    | 0.00%             | 2029-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KU6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    39375000 | PA      | $39630509.71    | 0.01%             | 2030-07-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QAC9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2808688.59     | 0.00%             | 2033-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 917036                      | CUSIP: 31411WY92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8017 | PA      | $8285.96        | 0.00%             | 2037-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FB3<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     9877000 | PA      | $9785479.72     | 0.00%             | 2034-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213AY6<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    20900000 | PA      | $20148419.79    | 0.01%             | 2026-09-22      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAK2<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |     6000000 | PA      | $5821997.71     | 0.00%             | 2027-05-19      | Fixed         | 2.48%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLE7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     2118000 | PA      | $2147337.44     | 0.00%             | 2030-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 587832                      | CUSIP: 31387MA90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1781 | PA      | $1875.08        | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8238                      | CUSIP: 3132DWEK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    57382611 | PA      | $55093876.75    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51165                      | CUSIP: 3128KDJJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18114 | PA      | $19582.27       | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-TXBL           | CUSIP: 73358WF82<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     1000000 | PA      | $824599.80      | 0.00%             | 2057-10-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8328                      | CUSIP: 3132DWHD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    57811501 | PA      | $55410815.26    | 0.02%             | 2053-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0405                      | CUSIP: 3132ACNW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2977233 | PA      | $2936407.99     | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JE4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5092296.92     | 0.00%             | 2031-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAB7<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     2694000 | PA      | $2371858.12     | 0.00%             | 2118-10-01      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6542                      | CUSIP: 36179VHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12730637 | PA      | $11669459.04    | 0.00%             | 2050-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH8689                      | CUSIP: 3140GXUP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5064006 | PA      | $4789065.21     | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-3                                    | SDART 2022-3 B                 | CUSIP: 80285UAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      115845 | PA      | $115818.37      | 0.00%             | 2027-08-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AH6<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2937888.53     | 0.00%             | 2034-09-09      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF5841                      | CUSIP: 3133BTP20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16025889 | PA      | $16102407.41    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBM0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    10135000 | PA      | $9150209.36     | 0.00%             | 2041-08-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3734                      | CUSIP: 3138ELEG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      146129 | PA      | $151096.69      | 0.00%             | 2043-06-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1697                      | CUSIP: 3132DN3E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8263937 | PA      | $7969835.21     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08824                      | CUSIP: 3128MJ4J6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7206167 | PA      | $6810150.08     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BK6<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    15475000 | PA      | $15860383.63    | 0.01%             | 2033-03-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190396                      | CUSIP: 31368HNM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1681909 | PA      | $1667473.40     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-4                        | GMCAR 2022-4 A3                | CUSIP: 36265QAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2728723 | PA      | $2731692.50     | 0.00%             | 2027-08-16      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BZ1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    23591000 | PA      | $20967675.69    | 0.01%             | 2049-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAZ4<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     3060000 | PA      | $2978667.98     | 0.00%             | 2027-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06031                      | CUSIP: 3128M8A87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      190803 | PA      | $197887.95      | 0.00%             | 2040-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BY9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     8675000 | PA      | $5799046.89     | 0.00%             | 2050-04-15      | Fixed         | 3.32%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BM1<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     3355000 | PA      | $3224080.52     | 0.00%             | 2041-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08741                      | CUSIP: 3128MJZF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    84618667 | PA      | $75309412.42    | 0.02%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-2                                      | MBART 2023-2 A4                | CUSIP: 58769FAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3550000 | PA      | $3690251.63     | 0.00%             | 2031-01-15      | Fixed         | 6.01%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAA0<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2547835.35     | 0.00%             | 2031-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDB3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    23214000 | PA      | $24115645.75    | 0.01%             | 2054-06-15      | Variable      | 6.75%                 | No            |                  2 | On Loan: No      |
| IBM International Capital Pte Ltd                                                | IBM INT CAPITAL                | CUSIP: 449276AG9<br>LEI: 2549007KTXQQBYZO7485 | Long             | DBT              | CORP              | SG        |     7692000 | PA      | $7185724.72     | 0.00%             | 2054-02-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDW6<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5102479.73     | 0.00%             | 2030-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                                                       | DBJPM 2020-C9 A5               | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6973000 | PA      | $6125373.28     | 0.00%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HS3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $8140271.36     | 0.00%             | 2044-05-06      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5149                      | CUSIP: 3133KYWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24278281 | PA      | $21431861.49    | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00581                      | CUSIP: 31292GUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         820 | PA      | $862.94         | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA95<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     2975000 | PA      | $3120203.79     | 0.00%             | 2035-04-25      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03507                      | CUSIP: 3128M5GQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12715 | PA      | $13404.74       | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Evergy Metro Inc                                                                 | EVERGY METRO                   | CUSIP: 485134BQ2<br>LEI: 1128SIJQ26096WL7IO82 | Long             | DBT              | CORP              | US        |     5255000 | PA      | $4202898.11     | 0.00%             | 2047-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DN6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5908000 | PA      | $6390527.18     | 0.00%             | 2038-06-01      | Fixed         | 6.80%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAS8<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    26095000 | PA      | $23370172.89    | 0.01%             | 2045-05-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AY4<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     9270000 | PA      | $9830334.75     | 0.00%             | 2043-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB78<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    31800000 | PA      | $31416019.43    | 0.01%             | 2035-10-23      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AS2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    15100000 | PA      | $10628670.85    | 0.00%             | 2051-03-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6218                      | CUSIP: 36179U4B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4807839 | PA      | $4267344.71     | 0.00%             | 2049-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51963                      | CUSIP: 3128KEFC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         730 | PA      | $768.31         | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KA0<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    95000000 | PA      | $82403949.92    | 0.03%             | 2031-11-03      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54056                      | CUSIP: 3132XWQJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23371 | PA      | $22743.58       | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AV7<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3373703.11     | 0.00%             | 2050-04-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5229                      | CUSIP: 3140XLY36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13148028 | PA      | $13201354.96    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8375                      | CUSIP: 3138WJJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1683203 | PA      | $1604966.32     | 0.00%             | 2046-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AL4<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     6845000 | PA      | $7361285.39     | 0.00%             | 2036-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAP1<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     4725000 | PA      | $5441942.51     | 0.00%             | 2038-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBX2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     8180000 | PA      | $8591379.41     | 0.00%             | 2028-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8W5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    42613000 | PA      | $41656042.08    | 0.01%             | 2064-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2923                      | CUSIP: 31418CG99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4839544 | PA      | $4644283.22     | 0.00%             | 2037-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0691                      | CUSIP: 3138XBXV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1435387 | PA      | $1379209.20     | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00702                      | CUSIP: 31292GX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11371 | PA      | $11581.70       | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BX6<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    10060000 | PA      | $10143911.08    | 0.00%             | 2054-11-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782376                      | CUSIP: 36241KT99<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      237655 | PA      | $248968.48      | 0.00%             | 2038-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BQ5<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     8460000 | PA      | $5881290.28     | 0.00%             | 2046-08-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAH4<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    23057000 | PA      | $21405555.62    | 0.01%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABT1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    10328000 | PA      | $9404743.43     | 0.00%             | 2031-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AT8<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7048507.23     | 0.00%             | 2028-06-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01345                      | CUSIP: 31292HP65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50981 | PA      | $53769.05       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18536                      | CUSIP: 3128MMS20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      441699 | PA      | $429243.73      | 0.00%             | 2030-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735989                      | CUSIP: 31402RUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      570157 | PA      | $585906.24      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM          | CUSIP: 341271AE4<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |     9775000 | PA      | $9309251.55     | 0.00%             | 2027-07-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CY3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     8225000 | PA      | $8343189.83     | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AM0<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    10900000 | PA      | $9490523.09     | 0.00%             | 2045-11-16      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8351                      | CUSIP: 3132DWH48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13457690 | PA      | $13910882.77    | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BJ3<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2490484.41     | 0.00%             | 2028-02-16      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS AREA RAPID -A           | CUSIP: 235241WM4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     5000000 | PA      | $3294874.00     | 0.00%             | 2048-12-01      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CY7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     2755000 | PA      | $2781813.19     | 0.00%             | 2040-10-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2023-A                                                   | BMWOT 2023-A A3                | CUSIP: 05592XAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1156465 | PA      | $1163338.00     | 0.00%             | 2028-02-25      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 7/25                    | CUSIP: 01F020471<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   103600000 | PA      | $94668519.68    | 0.03%             | 2025-07-17      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4306                      | CUSIP: 31418DYC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36935076 | PA      | $30854827.44    | 0.01%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 864459                      | CUSIP: 31408YMG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8070 | PA      | $8309.28        | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01091                      | CUSIP: 31283HF83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2719 | PA      | $2859.91        | 0.00%             | 2029-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2681                      | CUSIP: 3140QM6T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9485924 | PA      | $8691891.37     | 0.00%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAM1<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2437682.02     | 0.00%             | 2043-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4541                      | CUSIP: 31418EBK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8385018 | PA      | $7403265.04     | 0.00%             | 2042-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1921                      | CUSIP: 36179QD24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      872051 | PA      | $860888.40      | 0.00%             | 2044-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4747                      | CUSIP: 3132A5HY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4923324 | PA      | $4523134.51     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AK6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    12072000 | PA      | $10533251.97    | 0.00%             | 2041-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2U0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5117049.08     | 0.00%             | 2027-01-08      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAF2<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |      700000 | PA      | $690303.88      | 0.00%             | 2030-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M7 A2                 | CUSIP: 3136B4QB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8488517 | PA      | $8169741.60     | 0.00%             | 2029-04-25      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UE6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1022335800 | PA      | $974573549.34   | 0.31%             | 2054-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5136                      | CUSIP: 3138XUV66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      841173 | PA      | $805395.70      | 0.00%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAT3<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     5561000 | PA      | $5431707.11     | 0.00%             | 2053-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AK9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11200000 | PA      | $11095090.00    | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08484                      | CUSIP: 3128MJRE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1314209 | PA      | $1202052.06     | 0.00%             | 2042-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   674222000 | PA      | $486730341.36   | 0.15%             | 2052-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2451                      | CUSIP: 3132DPWL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14636480 | PA      | $15339768.34    | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024-C                                                    | JDOT 2024-C A4                 | CUSIP: 477911AE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2450000 | PA      | $2447608.31     | 0.00%             | 2031-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BA9<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    49580000 | PA      | $45738721.38    | 0.01%             | 2050-06-18      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0874                      | CUSIP: 3140JG6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      335706 | PA      | $316640.59      | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C62770                      | CUSIP: 31287NCF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6225 | PA      | $6553.70        | 0.00%             | 2032-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $7907371.00     | 0.00%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BBE9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9182352.74     | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Haleon US Capital LLC                                                            | GSK CONSUMER                   | CUSIP: 36264FAL5<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |    11650000 | PA      | $11261125.21    | 0.00%             | 2029-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FA1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |     6850000 | PA      | $7206146.50     | 0.00%             | 2027-08-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Blackstone Reg Finance Co L.L.C.                                                 | BLACKSTONE REG                 | CUSIP: 092914AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4280463.68     | 0.00%             | 2034-12-06      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A5              | CUSIP: 06541XAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4965000 | PA      | $4853697.61     | 0.00%             | 2060-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995515                      | CUSIP: 31416B3Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      145435 | PA      | $144171.70      | 0.00%             | 2039-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AJ9<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     2635000 | PA      | $2469903.94     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Digital Realty Trust LP                                                          | DIGITAL REALTY                 | CUSIP: 25389JAR7<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $5282414.06     | 0.00%             | 2027-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0012                      | CUSIP: 3142J6AN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3993339 | PA      | $3914383.93     | 0.00%             | 2055-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8574                      | CUSIP: 3132A9Q34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3654323 | PA      | $3569725.93     | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CG1<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11193572.80    | 0.00%             | 2054-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BM9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    12775000 | PA      | $12507509.49    | 0.00%             | 2027-07-21      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680DA8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     8065000 | PA      | $7161815.10     | 0.00%             | 2047-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DY2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    10830000 | PA      | $11076359.06    | 0.00%             | 2031-01-30      | Variable      | 5.08%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AB2<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |     9251000 | PA      | $7421399.83     | 0.00%             | 2039-10-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT2086                      | CUSIP: 3132AEJ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8038246 | PA      | $7329597.92     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545195                      | CUSIP: 31385HUU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1595 | PA      | $1677.56        | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833ER7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1220661.76     | 0.00%             | 2062-08-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CJ6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    10227000 | PA      | $9464002.91     | 0.00%             | 2030-05-20      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V6 Mortgage Trust                                                 | BMARK 2024-V6 A3               | CUSIP: 081927AB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8250000 | PA      | $8607556.65     | 0.00%             | 2057-03-15      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Flowserve Corp                                                                   | FLOWSERVE CORP                 | CUSIP: 34354PAF2<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | DBT              | CORP              | US        |     3920000 | PA      | $3672381.07     | 0.00%             | 2030-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95796                      | CUSIP: 312944NM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      757108 | PA      | $733853.98      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFR0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    22075000 | PA      | $19054424.30    | 0.01%             | 2031-01-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| AXA SA                                                                           | AXA SA                         | CUSIP: 054536AA5<br>LEI: F5WCUMTUM4RKZ1MAIE39 | Long             | DBT              | CORP              | FR        |     7660000 | PA      | $9122609.92     | 0.00%             | 2030-12-15      | Fixed         | 8.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3404                      | CUSIP: 3133KJX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20154979 | PA      | $16283416.83    | 0.01%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6579                      | CUSIP: 3138EBJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      532476 | PA      | $512396.86      | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFL8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    15115000 | PA      | $15088622.70    | 0.00%             | 2026-10-22      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8806                      | CUSIP: 3140XQYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28829757 | PA      | $29063808.19    | 0.01%             | 2054-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EF2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    49100000 | PA      | $50153098.21    | 0.02%             | 2031-04-25      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5937367.26     | 0.00%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15325000 | PA      | $14416106.34    | 0.00%             | 2033-04-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8816                      | CUSIP: 3140HNYN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1170209 | PA      | $1171298.46     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q37992                      | CUSIP: 3132QU3A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2236516 | PA      | $2128983.92     | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AX1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $1770020.05     | 0.00%             | 2045-03-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBG5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    15803000 | PA      | $11815598.54    | 0.00%             | 2051-02-15      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAR1<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9580222.53     | 0.00%             | 2031-03-15      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBW4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    16000000 | PA      | $11860596.14    | 0.00%             | 2042-11-24      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BZ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $30490595.46    | 0.01%             | 2033-03-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RGQ9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    27431000 | PA      | $27350119.20    | 0.01%             | 2030-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: 05530QAQ3<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    11000000 | PA      | $11544404.36    | 0.00%             | 2029-02-02      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M4 A2                 | CUSIP: 3136B35Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8531684 | PA      | $8259292.85     | 0.00%             | 2031-02-25      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CK3<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    16500000 | PA      | $14648855.11    | 0.00%             | 2031-08-18      | Variable      | 2.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8563                      | CUSIP: 31417FQR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      963767 | PA      | $875056.74      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAC9<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $15032390.74    | 0.00%             | 2030-06-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4343                      | CUSIP: 31418DZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27967892 | PA      | $21033893.45    | 0.01%             | 2051-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K515 A2                   | CUSIP: 3137HBPD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9950000 | PA      | $10332701.88    | 0.00%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EB8<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    38947000 | PA      | $43813652.13    | 0.01%             | 2035-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KQ0<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |     8000000 | PA      | $7899200.86     | 0.00%             | 2027-06-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAM2<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     7725000 | PA      | $7642496.23     | 0.00%             | 2033-02-01      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41048                      | CUSIP: 3128K1EV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11070 | PA      | $11443.49       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AC6<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     9550000 | PA      | $8913201.06     | 0.00%             | 2044-12-01      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAA1<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $12664578.71    | 0.00%             | 2027-10-04      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS5                                            | GSMS 2017-GS5 AS               | CUSIP: 36252HAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2300000 | PA      | $2178762.86     | 0.00%             | 2050-03-10      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TS7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   428496000 | PA      | $382700490.00   | 0.12%             | 2043-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 B                 | CUSIP: 80286YAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9000000 | PA      | $9140075.10     | 0.00%             | 2029-07-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBM2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14375000 | PA      | $14798906.13    | 0.00%             | 2056-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6750000 | PA      | $4634224.17     | 0.00%             | 2051-12-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CT1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    19100000 | PA      | $15394715.59    | 0.00%             | 2050-10-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Healthcare Inc                                                          | PIEDMONT HLTH                  | CUSIP: 72014TAD1<br>LEI: 254900D1I6W7J0DSAY11 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1360895.65     | 0.00%             | 2042-01-01      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61932                      | CUSIP: 31335CED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1257180 | PA      | $1156486.81     | 0.00%             | 2048-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HM8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5592167.66     | 0.00%             | 2032-02-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHE4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   376279000 | PA      | $375470587.15   | 0.12%             | 2028-05-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97046                      | CUSIP: 312945ZK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      368878 | PA      | $365703.91      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAW3<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    17700000 | PA      | $17857520.55    | 0.01%             | 2031-03-06      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4818                      | CUSIP: 31418EK82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10383988 | PA      | $10613562.76    | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2021-1                                  | COPAR 2021-1 A4                | CUSIP: 14044CAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1120000 | PA      | $1115237.87     | 0.00%             | 2027-04-15      | Fixed         | 1.04%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FF5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4209589.29     | 0.00%             | 2054-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5465                      | CUSIP: 36179UCA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9717275 | PA      | $8955866.26     | 0.00%             | 2048-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FP4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     6005000 | PA      | $5266765.68     | 0.00%             | 2043-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4293                        | CUSIP: 36202EXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       66830 | PA      | $70984.63       | 0.00%             | 2038-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    12630000 | PA      | $11573211.10    | 0.00%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAC6<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    11450000 | PA      | $11486415.02    | 0.00%             | 2029-10-01      | Fixed         | 5.03%                 | Yes           |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CP7<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $6090707.90     | 0.00%             | 2027-09-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    16775000 | PA      | $16643288.42    | 0.01%             | 2032-09-20      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14783                      | CUSIP: 3128MDRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15016 | PA      | $14931.69       | 0.00%             | 2026-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4500                      | CUSIP: 31418EAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    70480609 | PA      | $58096834.96    | 0.02%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190391                      | CUSIP: 31368HNG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      447196 | PA      | $471567.23      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18717                      | CUSIP: 3128MMYP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      581472 | PA      | $581037.31      | 0.00%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEQ2<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6069818.94     | 0.00%             | 2031-04-04      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q39648                      | CUSIP: 3132QWWJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      317902 | PA      | $302418.80      | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448AU7<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      325000 | PA      | $296732.19      | 0.00%             | 2044-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH2886                      | CUSIP: 3138A4F42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9540 | PA      | $9486.17        | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QD3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   135905000 | PA      | $133144429.69   | 0.04%             | 2039-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAY9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    15212000 | PA      | $13162051.96    | 0.00%             | 2043-02-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAK6<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     5880000 | PA      | $4589467.66     | 0.00%             | 2047-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                          | NEWMNT / NEWCRST               | CUSIP: 65163LAF6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3600000 | PA      | $2908583.31     | 0.00%             | 2050-05-13      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| ITC Holdings Corp                                                                | ITC HOLDINGS COR               | CUSIP: 465685AH8<br>LEI: 549300HTO5U9D3SLE207 | Long             | DBT              | CORP              | US        |     4226000 | PA      | $3870865.73     | 0.00%             | 2043-07-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BN8<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6961709.43     | 0.00%             | 2029-03-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   524215000 | PA      | $325504751.56   | 0.10%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0898                      | CUSIP: 3140XF7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23828206 | PA      | $20814552.52    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K154 A2                   | CUSIP: 3137FDES7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3300000 | PA      | $3207565.68     | 0.00%             | 2032-04-25      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2444                      | CUSIP: 36179QWD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4645977 | PA      | $4200654.68     | 0.00%             | 2044-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09000                      | CUSIP: 31292R7M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1250400 | PA      | $1174807.10     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BA7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    28078000 | PA      | $21781170.49    | 0.01%             | 2045-02-09      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076DC3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    15100000 | PA      | $15416691.06    | 0.00%             | 2029-06-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GE8<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    22550000 | PA      | $19719318.68    | 0.01%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-3 Owner Trust                                        | HAROT 2024-3 A3                | CUSIP: 43813YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8000000 | PA      | $8043541.60     | 0.00%             | 2029-03-21      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5126                      | CUSIP: 3140QCVU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3792903 | PA      | $3336904.28     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pennsylvania State University/The                                                | PENNSYLVANIA ST UNIV           | CUSIP: 709235T70<br>LEI: 549300QDK4O4XCJ47X56 | Long             | DBT              | MUN               | US        |     5175000 | PA      | $3823609.82     | 0.00%             | 2043-09-01      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CQ0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    13263000 | PA      | $13586554.67    | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC5860                      | CUSIP: 3133AQQM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22562962 | PA      | $19723431.03    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4495                        | CUSIP: 36202E7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      183101 | PA      | $181409.35      | 0.00%             | 2039-07-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 984281                      | CUSIP: 31415MM69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      581209 | PA      | $612158.86      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC3185                      | CUSIP: 3140AQRF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4523661 | PA      | $4528296.89     | 0.00%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05645                      | CUSIP: 3128M7TA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      516075 | PA      | $512201.73      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C14                                           | UBSCM 2018-C14 A4              | CUSIP: 90278KBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10250000 | PA      | $10096623.10    | 0.00%             | 2051-12-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24007                      | CUSIP: 31297BNY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9323 | PA      | $9434.66        | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAG7<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     2758000 | PA      | $2819628.89     | 0.00%             | 2035-03-27      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5135                      | CUSIP: 3133KYV48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25826763 | PA      | $22089364.56    | 0.01%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBE0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $14177302.70    | 0.00%             | 2042-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9372                      | CUSIP: 3140XDMW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1171470 | PA      | $938754.78      | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GT4<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    17452000 | PA      | $11630705.21    | 0.00%             | 2050-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 740303                      | CUSIP: 31402WNU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2012 | PA      | $2069.94        | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8878                      | CUSIP: 3140QU2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45394029 | PA      | $47149661.38    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0091                      | CUSIP: 3618N5C56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   179787927 | PA      | $176615694.78   | 0.06%             | 2054-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ            | CUSIP: 88258MAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    19043621 | PA      | $19477461.76    | 0.01%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT48<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9448783.26     | 0.00%             | 2029-09-26      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4784                      | CUSIP: 3132A5J55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      441657 | PA      | $404238.51      | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| East Bay Municipal Utility District Water System Revenue                         | E BAY MUD-BABS-SUB             | CUSIP: 271014TU6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7015000 | PA      | $7378328.60     | 0.00%             | 2040-06-01      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357854                      | CUSIP: 31376KQF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59804 | PA      | $61762.92       | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-1                                    | SDART 2024-1 A3                | CUSIP: 80288AAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      999311 | PA      | $1000949.28     | 0.00%             | 2028-04-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY8224                      | CUSIP: 3138YND61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53810 | PA      | $52606.53       | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780EA0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    12875000 | PA      | $13436918.08    | 0.00%             | 2035-01-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709EC2<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |     2681000 | PA      | $3247570.96     | 0.00%             | 2036-09-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BB3<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    10000000 | PA      | $10118897.92    | 0.00%             | 2026-09-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DB2<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    23707000 | PA      | $24484929.36    | 0.01%             | 2033-02-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAF3<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     1850000 | PA      | $1723746.68     | 0.00%             | 2030-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460DAD1<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     5855000 | PA      | $5677405.28     | 0.00%             | 2029-05-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BM5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    34225000 | PA      | $32619251.17    | 0.01%             | 2029-07-18      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CS6<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    45000000 | PA      | $39254456.66    | 0.01%             | 2032-02-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TR9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   522733000 | PA      | $426374521.08   | 0.14%             | 2053-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0264                      | CUSIP: 3140Y6JJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29654696 | PA      | $30347385.51    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAS9<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    24525000 | PA      | $17232595.11    | 0.01%             | 2052-02-12      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DT1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6607273.35     | 0.00%             | 2032-02-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Eagle Materials Inc                                                              | EAGLE MATERIALS                | CUSIP: 26969PAB4<br>LEI: 529900KRXRGXL61SG039 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4436563.24     | 0.00%             | 2031-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4977                      | CUSIP: 3132DSQ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54816646 | PA      | $53857014.44    | 0.02%             | 2053-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1111936.14     | 0.00%             | 2048-11-15      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543BJ1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     2514000 | PA      | $2788409.94     | 0.00%             | 2029-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7408                      | CUSIP: 31417EGS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      420798 | PA      | $382653.36      | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-2                                    | SDART 2021-2 D                 | CUSIP: 80286XAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      373829 | PA      | $373302.83      | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9615                      | CUSIP: 3138WKVH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2063826 | PA      | $2011015.90     | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS2                                            | GSMS 2016-GS2 A4               | CUSIP: 36252TAR6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2664938.61     | 0.00%             | 2049-05-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BE9<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3585818.90     | 0.00%             | 2030-03-24      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50076QAN6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $7376493.39     | 0.00%             | 2040-02-09      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8164                      | CUSIP: 3140XQCA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    56812526 | PA      | $58281612.33    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pioneer Natural Resources Co                                                     | PIONEER NATURAL                | CUSIP: 723787AQ0<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | DBT              | CORP              | US        |    13865000 | PA      | $12293042.04    | 0.00%             | 2030-08-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BT6<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $5612647.31     | 0.00%             | 2031-03-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86249                      | CUSIP: 3129325J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1561113 | PA      | $1549997.07     | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Andrew W Mellon Foundation/The                                                   | MELLON FOUNDATIO               | CUSIP: 03444RAB4<br>LEI: HVIJIPOQ5TXYVD3NET54 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2349611.71     | 0.00%             | 2027-08-01      | Fixed         | 0.95%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BY0<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     2322000 | PA      | $1863794.61     | 0.00%             | 2038-03-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFC1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    19751000 | PA      | $18453431.65    | 0.01%             | 2054-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AU7<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     3891500 | PA      | $3594446.05     | 0.00%             | 2045-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07942                      | CUSIP: 3128MAEP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33265 | PA      | $32855.63       | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBU3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    24000000 | PA      | $23965253.34    | 0.01%             | 2033-02-13      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1585                      | CUSIP: 3138EHXP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5101357 | PA      | $4800531.81     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494AZ6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3902310.02     | 0.00%             | 2034-08-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6039                      | CUSIP: 36179UV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8672359 | PA      | $7954884.77     | 0.00%             | 2049-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01589                      | CUSIP: 31283HXS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      403718 | PA      | $408324.72      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AQ5<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3246919.29     | 0.00%             | 2026-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAH6<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15844231.97    | 0.01%             | 2030-03-15      | Fixed         | 5.86%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZZ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    12300000 | PA      | $12468945.88    | 0.00%             | 2030-08-02      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 937875                      | CUSIP: 31412XMY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       80651 | PA      | $85017.20       | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU2650                      | CUSIP: 3138X15L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2600552 | PA      | $2431600.26     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFN7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2285988.00     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6294                      | CUSIP: 3138EN7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      419420 | PA      | $412751.03      | 0.00%             | 2044-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8787                      | CUSIP: 3140XCXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10123439 | PA      | $8507536.74     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 677292                      | CUSIP: 36295QNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      637413 | PA      | $644377.97      | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL                  | CUSIP: 03938LAS3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     5695000 | PA      | $6011827.04     | 0.00%             | 2041-03-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BJ6<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     5942000 | PA      | $6090493.34     | 0.00%             | 2030-02-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                  | BANK5 2023-5YR3 B              | CUSIP: 06211EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1650000 | PA      | $1731872.84     | 0.00%             | 2056-09-15      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA INC                    | CUSIP: 205887AR3<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |      700000 | PA      | $749309.46      | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJZ4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    28750000 | PA      | $28721422.24    | 0.01%             | 2026-12-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3278                      | CUSIP: 31418CUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      892610 | PA      | $867538.09      | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9174                      | CUSIP: 36179YFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1924233 | PA      | $1995886.74     | 0.00%             | 2053-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725205                      | CUSIP: 31402CU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2130396 | PA      | $2152073.53     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4414                      | CUSIP: 3138WD3Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      832436 | PA      | $770590.92      | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QO1248                      | CUSIP: 3133WKL53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      477759 | PA      | $468057.24      | 0.00%             | 2038-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0499                      | CUSIP: 3133KTRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22476983 | PA      | $19332873.71    | 0.01%             | 2041-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-2                                  | COPAR 2022-2 A4                | CUSIP: 14043GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1175000 | PA      | $1168288.87     | 0.00%             | 2027-12-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AH4<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $5894532.95     | 0.00%             | 2027-12-01      | Fixed         | 4.65%                 | Yes           |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAH0<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |    10675000 | PA      | $6518664.57     | 0.00%             | 2055-10-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DJ6<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10425454.92    | 0.00%             | 2028-10-27      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5398                      | CUSIP: 36179T7K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34032176 | PA      | $32069257.83    | 0.01%             | 2048-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3032                      | CUSIP: 3132DQLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17820887 | PA      | $18049099.01    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AT6<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     9580000 | PA      | $8151297.13     | 0.00%             | 2031-08-18      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04334                      | CUSIP: 3128M6EF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      255679 | PA      | $258916.72      | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAG9<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     8300000 | PA      | $8474574.42     | 0.00%             | 2029-01-10      | Fixed         | 4.79%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BR3<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9306563.27     | 0.00%             | 2052-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C31                              | JPMBB 2015-C31 A3              | CUSIP: 46644YAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3436482 | PA      | $3428975.58     | 0.00%             | 2048-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5140                      | CUSIP: 3133KYV97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1570409 | PA      | $1293374.60     | 0.00%             | 2042-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UA4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   537398000 | PA      | $522031775.94   | 0.17%             | 2054-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357962                      | CUSIP: 31376KTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32866 | PA      | $33958.68       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AX3<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2387885.23     | 0.00%             | 2037-03-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01940                      | CUSIP: 3128LXEM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16916 | PA      | $17132.34       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9487                      | CUSIP: 3138WKRH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      777094 | PA      | $729196.44      | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 00217GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     9775000 | PA      | $7006687.76     | 0.00%             | 2052-05-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Essential Properties LP                                                          | ESSENTIAL PROPER               | CUSIP: 29670VAA7<br>LEI: 254900XX9FNFCDE1NX02 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3467518.98     | 0.00%             | 2031-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| AHS Hospital Corp                                                                | AHS HOSPITAL COR               | CUSIP: 001306AC3<br>LEI: 549300D7W3C9Z4RGJG34 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $6165386.75     | 0.00%             | 2051-07-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RBK4<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6875959.08     | 0.00%             | 2027-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AJ9<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    21555000 | PA      | $20236268.42    | 0.01%             | 2038-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAH7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     5670000 | PA      | $6048695.07     | 0.00%             | 2028-11-17      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6008                      | CUSIP: 3140QDVA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5694033 | PA      | $5176035.72     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                                          | HDMOT 2023-B A4                | CUSIP: 41285YAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1793400.18     | 0.00%             | 2031-04-15      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8244                      | CUSIP: 3132D6ER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7405228 | PA      | $7547454.74     | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV7928                      | CUSIP: 3140MMY28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      578305 | PA      | $555239.46      | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2549                      | CUSIP: 31418BZP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4442957 | PA      | $4102640.01     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BA7<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1592500.95     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAJ8<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $5538799.89     | 0.00%             | 2054-07-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0570                      | CUSIP: 31419AT49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      307714 | PA      | $310824.06      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BF1229                      | CUSIP: 3617G7LJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1060712 | PA      | $970792.67      | 0.00%             | 2048-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8580000 | PA      | $7128751.89     | 0.00%             | 2044-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1104                      | CUSIP: 3133KGGM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6996442 | PA      | $6170604.80     | 0.00%             | 2049-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CY7<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10651522.41    | 0.00%             | 2028-11-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07972                      | CUSIP: 3128MAFM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      676484 | PA      | $667869.91      | 0.00%             | 2044-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AS3<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7207777.12     | 0.00%             | 2030-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAV9<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3524575.48     | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0264                      | CUSIP: 31417YJJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      429365 | PA      | $428678.08      | 0.00%             | 2029-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DC9<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     9842000 | PA      | $10142422.36    | 0.00%             | 2031-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05345                      | CUSIP: 3128M7HW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43263 | PA      | $43795.78       | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YAV1<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    17969000 | PA      | $14448490.18    | 0.00%             | 2043-04-29      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAP4<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5041647.63     | 0.00%             | 2052-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CQ0<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    13387000 | PA      | $13517895.81    | 0.00%             | 2028-02-13      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBK7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    15749000 | PA      | $13046037.51    | 0.00%             | 2045-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    11000000 | PA      | $11020903.30    | 0.00%             | 2030-03-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03475                      | CUSIP: 31292K2G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      190711 | PA      | $201166.45      | 0.00%             | 2040-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3984                      | CUSIP: 3138WDNA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14979 | PA      | $14652.23       | 0.00%             | 2029-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A3               | CUSIP: 17326FAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1456435 | PA      | $1422613.19     | 0.00%             | 2050-10-12      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0696                      | CUSIP: 3140XFX22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20580553 | PA      | $18022663.79    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888637                      | CUSIP: 31410GHN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1083750 | PA      | $1141012.34     | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7401686 | PA      | $7268100.10     | 0.00%             | 2032-06-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMT3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    92268000 | PA      | $92872058.64    | 0.03%             | 2029-05-09      | Variable      | 4.62%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBA2<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2172525.03     | 0.00%             | 2032-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0695                      | CUSIP: 3138XBXZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      810612 | PA      | $800399.07      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                 | CUSIP: 127387AM0<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |     3925000 | PA      | $3932581.45     | 0.00%             | 2027-09-10      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chicago O'Hare International Airport                                             | CHICAGO ARPT-BABS-B            | CUSIP: 167593AN2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     8525000 | PA      | $9398257.52     | 0.00%             | 2040-01-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAD3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     7900000 | PA      | $5025007.70     | 0.00%             | 2052-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMZ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   749213800 | PA      | $752257481.06   | 0.24%             | 2030-04-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 498551                      | CUSIP: 31383BZQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26008 | PA      | $26313.98       | 0.00%             | 2029-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K742 A2                   | CUSIP: 3137FYZK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9950000 | PA      | $9386942.44     | 0.00%             | 2028-03-25      | Fixed         | 1.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AZ2123                      | CUSIP: 36197ELC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       48352 | PA      | $45412.63       | 0.00%             | 2047-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2025-C32                                                    | BBCMS 2025-C32 A4              | CUSIP: 07337AAC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8500000 | PA      | $8769342.05     | 0.00%             | 2062-02-15      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CK8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    29337000 | PA      | $28643684.70    | 0.01%             | 2028-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                     | GMALT 2024-3 A3                | CUSIP: 38012QAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1850000 | PA      | $1849563.22     | 0.00%             | 2027-10-20      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 628887                      | CUSIP: 31389LUL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1979 | PA      | $2112.31        | 0.00%             | 2032-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487825                      | CUSIP: 36210B4J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      624651 | PA      | $618116.82      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAP9<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $4869479.40     | 0.00%             | 2030-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748NAE4<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3041268.55     | 0.00%             | 2027-10-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAM6<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     9678000 | PA      | $9982282.90     | 0.00%             | 2032-03-17      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784307                      | CUSIP: 3622A2YC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1088755 | PA      | $1027668.87     | 0.00%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7763                      | CUSIP: 31419JTV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37102 | PA      | $36963.06       | 0.00%             | 2025-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BN9<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3881193.25     | 0.00%             | 2033-04-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08857                      | CUSIP: 3128MJ5T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4840605 | PA      | $4571562.68     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAT6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     5600000 | PA      | $5567616.56     | 0.00%             | 2029-09-11      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAE4<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |    21700000 | PA      | $22236938.93    | 0.01%             | 2028-06-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701603                      | CUSIP: 36296UNU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       43164 | PA      | $43631.93       | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-4                                                   | CARMX 2023-4 A4                | CUSIP: 14318XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1750000 | PA      | $1808531.38     | 0.00%             | 2029-05-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBL6<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     9717000 | PA      | $9559983.50     | 0.00%             | 2055-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL           | CUSIP: 79467BAR6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     8400000 | PA      | $6986132.16     | 0.00%             | 2043-01-01      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EYE3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8480973.73     | 0.00%             | 2030-06-05      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AU2<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    50226000 | PA      | $48361426.72    | 0.02%             | 2029-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08115                      | CUSIP: 3128MJDV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35263 | PA      | $35716.38       | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| San Jose Redevelopment Agency Successor Agency                                   | SAN JOSE REDEV-A-T             | CUSIP: 798170AN6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3600000 | PA      | $3326061.24     | 0.00%             | 2034-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605426                      | CUSIP: 36200NSP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10935 | PA      | $11039.10       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAH6<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $4730857.43     | 0.00%             | 2040-10-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8492                      | CUSIP: 3132DWNH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38881549 | PA      | $38112790.39    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                                       | CNH 2023-B A4                  | CUSIP: 12666DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $924764.76      | 0.00%             | 2031-03-17      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4917                      | CUSIP: 31418EPB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5718498 | PA      | $5484604.74     | 0.00%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CC1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     2705000 | PA      | $2948096.26     | 0.00%             | 2037-07-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AV8<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     6875000 | PA      | $7291674.78     | 0.00%             | 2037-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAV8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     4874000 | PA      | $4883116.37     | 0.00%             | 2055-03-14      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BS9<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     2990000 | PA      | $3021990.35     | 0.00%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAG9<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5246087.12     | 0.00%             | 2033-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YBA0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     8000000 | PA      | $8310351.93     | 0.00%             | 2030-06-05      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSP          | CUSIP: 345105JE1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5524000 | PA      | $4427267.80     | 0.00%             | 2049-01-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBP5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    30487000 | PA      | $28886788.24    | 0.01%             | 2035-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAJ4<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |     5512000 | PA      | $5750133.82     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3386                      | CUSIP: 31418CXQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      112358 | PA      | $112462.63      | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BU5<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6505000 | PA      | $6707828.81     | 0.00%             | 2028-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2602                      | CUSIP: 36179Q3K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4792579 | PA      | $4583397.00     | 0.00%             | 2045-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BT9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $8821377.46     | 0.00%             | 2041-11-01      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KV8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     8341000 | PA      | $7818448.37     | 0.00%             | 2055-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M19 A2                | CUSIP: 3136BJRY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14425000 | PA      | $12392338.63    | 0.00%             | 2031-10-25      | Variable      | 1.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7559                      | CUSIP: 3140XBMH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5821403 | PA      | $5026606.49     | 0.00%             | 2041-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |     9480000 | PA      | $9556274.62     | 0.00%             | 2028-01-10      | Variable      | 4.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3996                      | CUSIP: 3132E0NM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8578164 | PA      | $8817850.29     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0317                      | CUSIP: 36179MK66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9036124 | PA      | $8254669.58     | 0.00%             | 2042-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442RAD3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3125843.19     | 0.00%             | 2044-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368BC6<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |      300000 | PA      | $346708.64      | 0.00%             | 2037-08-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE7993                      | CUSIP: 3133BH3A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3497055 | PA      | $3273311.06     | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBM6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     7141000 | PA      | $6987440.35     | 0.00%             | 2034-09-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAQ7<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $5814621.27     | 0.00%             | 2035-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C92004                      | CUSIP: 3128P8GM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5067359 | PA      | $4923241.57     | 0.00%             | 2038-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BL4<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $9491421.57     | 0.00%             | 2030-03-01      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                                    | BBCMS 2024-C24 AS              | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $466070.09      | 0.00%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AX3<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4356205.04     | 0.00%             | 2031-02-04      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3752                      | CUSIP: 3140QPE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33125089 | PA      | $30028821.11    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154ED7<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     6875000 | PA      | $6856820.12     | 0.00%             | 2027-09-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1655                      | CUSIP: 3140J5ZV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3273785 | PA      | $3309405.21     | 0.00%             | 2044-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4095                      | CUSIP: 31418DRR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15843337 | PA      | $14586041.35    | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0568                      | CUSIP: 3132DMTZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12638955 | PA      | $10124250.49    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5648                      | CUSIP: 36178DHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3673049 | PA      | $3336882.82     | 0.00%             | 2042-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3376                      | CUSIP: 36179RXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18859531 | PA      | $17423025.31    | 0.01%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615490                      | CUSIP: 36290RXT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34708 | PA      | $34503.12       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAV8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    16114000 | PA      | $16465846.38    | 0.01%             | 2034-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABT5<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $16899226.10    | 0.01%             | 2030-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA               | CUSIP: 92976GAJ0<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    10645000 | PA      | $11781013.26    | 0.00%             | 2038-01-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAN1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1829905.33     | 0.00%             | 2035-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AB0<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     7010000 | PA      | $5767940.40     | 0.00%             | 2048-08-15      | Fixed         | 4.27%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA ST UNIV-E                   | CUSIP: 13077DNK4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1550000 | PA      | $1073965.40     | 0.00%             | 2051-11-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AJ3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    15060000 | PA      | $14845742.52    | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCK5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    17738000 | PA      | $13691503.29    | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDB9<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4995373.83     | 0.00%             | 2044-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 590132                      | CUSIP: 36201QSV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8324 | PA      | $8604.08        | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DE5<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    21583000 | PA      | $21479498.81    | 0.01%             | 2028-02-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                               | ALLYA 2024-2 A3                | CUSIP: 02007NAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $1998137.60     | 0.00%             | 2029-07-16      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Synchrony Bank                                                                   | SYNCHRONY BANK                 | CUSIP: 87166FAE3<br>LEI: 549300UATVPGSLE43Z27 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5099770.83     | 0.00%             | 2027-08-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1679                      | CUSIP: 36179N2L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2568162 | PA      | $2534896.39     | 0.00%             | 2044-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAR0<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    10695000 | PA      | $11254875.06    | 0.00%             | 2033-09-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3A9<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    64000000 | PA      | $64528787.57    | 0.02%             | 2028-07-25      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5175                        | CUSIP: 36202FXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3735499 | PA      | $3696114.41     | 0.00%             | 2041-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO3659                      | CUSIP: 3138LUB53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2680780 | PA      | $2513665.89     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida Project Finance LLC                                          | DUKE ENERGY FL                 | CUSIP: 26444GAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2159080 | PA      | $2064902.94     | 0.00%             | 2031-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ9190                      | CUSIP: 3140KVF88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5866707 | PA      | $4732440.08     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAZ2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    15010000 | PA      | $15047638.45    | 0.00%             | 2034-04-18      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Rexford Industrial Realty LP                                                     | REXFORD INDUS RE               | CUSIP: 76169XAC8<br>LEI: 549300028US163ELJN70 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2623290.76     | 0.00%             | 2028-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAE2<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     1576000 | PA      | $1629986.97     | 0.00%             | 2030-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-2 Owner Trust                                        | HAROT 2023-2 A4                | CUSIP: 437927AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $655379.86      | 0.00%             | 2029-09-17      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CC0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $3201037.57     | 0.00%             | 2049-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04352EAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13426000 | PA      | $12520184.98    | 0.00%             | 2029-11-15      | Fixed         | 2.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2959                      | CUSIP: 3138LTJD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      905919 | PA      | $872415.89      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8800                      | CUSIP: 3140XCX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7253980 | PA      | $6347872.91     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-B                                                       | CNH 2023-B A3                  | CUSIP: 12666DAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4400000 | PA      | $4458100.24     | 0.00%             | 2029-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3915                      | CUSIP: 3132E0K43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29282567 | PA      | $30094675.45    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6820                      | CUSIP: 3133KNSH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21688139 | PA      | $17332301.54    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMY8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    14750000 | PA      | $14858952.38    | 0.00%             | 2027-01-08      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DX2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     8725000 | PA      | $8075663.77     | 0.00%             | 2028-04-15      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DG1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     3400000 | PA      | $2923544.80     | 0.00%             | 2031-02-09      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BF9<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     7971000 | PA      | $7247953.47     | 0.00%             | 2032-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8585                      | CUSIP: 3140XCRF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2423378 | PA      | $2211249.17     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAD8<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10690387.77    | 0.00%             | 2030-06-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBB8<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     4120000 | PA      | $3851409.11     | 0.00%             | 2043-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BS7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    14791000 | PA      | $11722120.82    | 0.00%             | 2053-06-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJV8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      800000 | PA      | $773258.43      | 0.00%             | 2027-01-13      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA               | CUSIP: 744533BQ2<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5052847.07     | 0.00%             | 2033-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5667                      | CUSIP: 3140X9JM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7147133 | PA      | $6694460.58     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BF2<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4474151.56     | 0.00%             | 2040-09-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4225                      | CUSIP: 31417AVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4814271 | PA      | $4536232.75     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAJ7<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $3563713.95     | 0.00%             | 2042-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAQ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    24625000 | PA      | $19061170.00    | 0.01%             | 2052-02-02      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08688                      | CUSIP: 3128MJXS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3689014 | PA      | $3509339.64     | 0.00%             | 2046-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBT3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9552333.35     | 0.00%             | 2029-10-25      | Variable      | 6.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC8518                      | CUSIP: 31417VPC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      958600 | PA      | $969706.55      | 0.00%             | 2039-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BV4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    15981000 | PA      | $17276379.34    | 0.01%             | 2029-11-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J35836                      | CUSIP: 31307SPV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1057164 | PA      | $1018000.23     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q48147                      | CUSIP: 3132WNBR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      102447 | PA      | $99953.97       | 0.00%             | 2047-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1098                      | CUSIP: 3140W1GG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31558132 | PA      | $27596428.13    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586149                      | CUSIP: 36201LEW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3576 | PA      | $3721.89        | 0.00%             | 2034-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH4092                      | CUSIP: 3140GSRN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      815911 | PA      | $794268.29      | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBC2<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4077397.03     | 0.00%             | 2028-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04598                      | CUSIP: 3132GKX35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1647084 | PA      | $1590140.96     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPNG6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    32650000 | PA      | $32759083.65    | 0.01%             | 2026-06-23      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ohio Turnpike & Infrastructure Commission                                        | OH ST TURNPIKE-A-REF           | CUSIP: 67760HNB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4075000 | PA      | $2948918.98     | 0.00%             | 2048-02-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93337                      | CUSIP: 312941V61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      733629 | PA      | $727675.02      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3956                      | CUSIP: 3140QBME5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2730781 | PA      | $2490037.01     | 0.00%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B23 Mortgage Trust                                                | BMARK 2021-B23 AS              | CUSIP: 08162RAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3225000 | PA      | $2676487.81     | 0.00%             | 2054-02-15      | Fixed         | 2.27%                 | No            |                  2 | On Loan: No      |
| PVH Corp                                                                         | PVH CORP                       | CUSIP: 693656AE0<br>LEI: 123WALMHY1GZXG2YDL90 | Long             | DBT              | CORP              | US        |    15575000 | PA      | $15685728.41    | 0.00%             | 2030-06-13      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8431                      | CUSIP: 3132DWLL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11487081 | PA      | $11488800.67    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AC2<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $5374407.99     | 0.00%             | 2055-07-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mortgage Trust 2015-UBS7                              | BACM 2015-UBS7 A4              | CUSIP: 06054AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2525000 | PA      | $2515597.41     | 0.00%             | 2048-09-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5764                      | CUSIP: 3133KMMM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53006943 | PA      | $42294791.13    | 0.01%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAU6<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     5760000 | PA      | $5083526.77     | 0.00%             | 2037-12-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE POWER               | CUSIP: 461070AG9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $3476051.99     | 0.00%             | 2039-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BD7<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7086593.66     | 0.00%             | 2031-08-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DU9<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $18134679.82    | 0.01%             | 2032-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888301                      | CUSIP: 31410F3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69600 | PA      | $71633.57       | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BE9<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |     6300000 | PA      | $6364872.04     | 0.00%             | 2029-01-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00730                      | CUSIP: 31292GY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20482 | PA      | $20873.77       | 0.00%             | 2029-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90983                      | CUSIP: 3128P7CU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         835 | PA      | $836.40         | 0.00%             | 2026-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21932                      | CUSIP: 31296YED1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26576 | PA      | $27319.00       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5111                      | CUSIP: 3140XLVD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15327163 | PA      | $15485123.21    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2023-1                                               | ALLYA 2023-1 A3                | CUSIP: 02007WAC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2809997 | PA      | $2829754.48     | 0.00%             | 2028-05-15      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01644                      | CUSIP: 31283HZH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      379781 | PA      | $391126.07      | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18571                      | CUSIP: 3128MMT52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2077355 | PA      | $2012417.05     | 0.00%             | 2030-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8183                      | CUSIP: 3132DWCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   113041827 | PA      | $94114962.29    | 0.03%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04351LAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5769854.23     | 0.00%             | 2053-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 553580                      | CUSIP: 36213F6R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7078 | PA      | $7287.21        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3798                      | CUSIP: 31418DGG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      575772 | PA      | $555518.98      | 0.00%             | 2034-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535185                      | CUSIP: 31384VRE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1781 | PA      | $1873.14        | 0.00%             | 2030-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAL1<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2981360.80     | 0.00%             | 2032-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAU4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     9940000 | PA      | $7945114.44     | 0.00%             | 2033-03-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C16 Commercial Mortgage Trust                                         | CSAIL 2019-C16 A3              | CUSIP: 12596WAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12500000 | PA      | $11870116.25    | 0.00%             | 2052-06-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4996                      | CUSIP: 3140X8RS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24539689 | PA      | $19741514.60    | 0.01%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0627                      | CUSIP: 31419AVV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15890 | PA      | $15813.40       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HK2<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     9325000 | PA      | $7751535.08     | 0.00%             | 2048-03-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3789                      | CUSIP: 3138X3F72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1104694 | PA      | $1079685.14     | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53751                      | CUSIP: 3132XWEZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20062123 | PA      | $18405095.75    | 0.01%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K075 A2                   | CUSIP: 3137F4X72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6975000 | PA      | $6902079.17     | 0.00%             | 2028-02-25      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AN4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5708000 | PA      | $5777425.23     | 0.00%             | 2028-06-22      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8178                      | CUSIP: 3132DWCP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   136865018 | PA      | $113949379.35   | 0.04%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AN6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     5002000 | PA      | $4729203.80     | 0.00%             | 2040-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8462                      | CUSIP: 3132DWMK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    61749036 | PA      | $61748628.89    | 0.02%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03464                      | CUSIP: 31292KZ59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      568354 | PA      | $563778.93      | 0.00%             | 2040-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERPV7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     1388000 | PA      | $1386348.28     | 0.00%             | 2027-08-16      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAJ3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     3720000 | PA      | $3674736.25     | 0.00%             | 2028-02-26      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1836                      | CUSIP: 3140XHBE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11820441 | PA      | $9929969.62     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4962                      | CUSIP: 36179TQP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32499204 | PA      | $29952689.88    | 0.01%             | 2048-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08473                      | CUSIP: 3128MJQ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6367071 | PA      | $5993799.88     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1                                                     | BBCMS 2017-C1 A4               | CUSIP: 07332VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10625000 | PA      | $10410545.00    | 0.00%             | 2050-02-15      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DG2<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5028256.65     | 0.00%             | 2030-07-28      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Cadence Design Systems Inc                                                       | CADENCE DESIGN                 | CUSIP: 127387AN8<br>LEI: GCT7RXJOGLXPV0NXZY22 | Long             | DBT              | CORP              | US        |    16650000 | PA      | $16663229.42    | 0.01%             | 2029-09-10      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| John Sevier Combined Cycle Generation LLC                                        | JOHN SEVIER COMB               | CUSIP: 478045AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2431968 | PA      | $2331542.66     | 0.00%             | 2042-01-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743756AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5128000 | PA      | $5014676.62     | 0.00%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 456873AC2<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     3050000 | PA      | $2693762.22     | 0.00%             | 2044-11-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AW4<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $7928747.59     | 0.00%             | 2030-12-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-A                                         | WOART 2023-A A4                | CUSIP: 98164JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1325000 | PA      | $1331240.62     | 0.00%             | 2029-05-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAT5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    10000000 | PA      | $9901728.42     | 0.00%             | 2029-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3333                      | CUSIP: 31418CV35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4050250 | PA      | $3826552.42     | 0.00%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K080 A1                   | CUSIP: 3137FHPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1450718 | PA      | $1438872.17     | 0.00%             | 2028-04-25      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697713                      | CUSIP: 36296QDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       34314 | PA      | $36065.22       | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636295                      | CUSIP: 36291R3C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36114 | PA      | $36467.20       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2683                      | CUSIP: 3138EJ6V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64037 | PA      | $63729.74       | 0.00%             | 2026-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAQ8<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |     7100000 | PA      | $6518936.72     | 0.00%             | 2029-03-08      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    13643000 | PA      | $9416544.64     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4181                      | CUSIP: 31418DUF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    80129144 | PA      | $60488320.65    | 0.02%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M2 A2                 | CUSIP: 3136B3J50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11894319 | PA      | $11678054.08    | 0.00%             | 2028-11-25      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5664                      | CUSIP: 3140X9JJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6937895 | PA      | $6432701.89     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-TXBL-UNREFUNDED          | CUSIP: 13063EMK9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    10800000 | PA      | $10719379.08    | 0.00%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5873                      | CUSIP: 3140XMQ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53116508 | PA      | $42299219.64    | 0.01%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0026                      | CUSIP: 3142J6A45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11392769 | PA      | $11167513.45    | 0.00%             | 2055-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                   | CUSIP: 651639AZ9<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    13600000 | PA      | $12068966.13    | 0.00%             | 2032-07-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZM9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    39680000 | PA      | $35722057.24    | 0.01%             | 2033-02-24      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDW3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    13933000 | PA      | $14018987.59    | 0.00%             | 2027-04-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515AP9<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |     6380000 | PA      | $6612650.78     | 0.00%             | 2041-10-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AT1<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2556032.99     | 0.00%             | 2051-11-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   141854000 | PA      | $135919404.57   | 0.04%             | 2040-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA4210                      | CUSIP: 31329MVB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25156699 | PA      | $22855864.98    | 0.01%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BN1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     2876000 | PA      | $2890743.37     | 0.00%             | 2035-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1106                      | CUSIP: 31418AGQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4244015 | PA      | $4103294.37     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enact Holdings Inc                                                               | ENACT HOLDINGS                 | CUSIP: 29249EAA7<br>LEI: 9845003CA5664B741N19 | Long             | DBT              | CORP              | US        |     9779000 | PA      | $10148403.69    | 0.00%             | 2029-05-28      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAN7<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    14120000 | PA      | $14107292.99    | 0.00%             | 2032-11-10      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B5 Mortgage Trust                                                 | BMARK 2018-B5 AS               | CUSIP: 08160BAH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1750000 | PA      | $1687385.18     | 0.00%             | 2051-07-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAV3<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    10785000 | PA      | $9931635.14     | 0.00%             | 2030-02-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BG7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2810000 | PA      | $2818821.81     | 0.00%             | 2026-10-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850281                      | CUSIP: 31408FUE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2123 | PA      | $2195.43        | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-B                                              | FORDO 2024-B A4                | CUSIP: 34531QAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1000000 | PA      | $1018940.00     | 0.00%             | 2030-05-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Avnet Inc                                                                        | AVNET INC                      | CUSIP: 053807AU7<br>LEI: XJI53DCPL7QABOWK4Z75 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2504987.04     | 0.00%             | 2031-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 893526DF7<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |     3990000 | PA      | $4063547.63     | 0.00%             | 2034-03-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AX0<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |    10165000 | PA      | $9710493.15     | 0.00%             | 2029-07-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-B                                              | FORDO 2023-B A4                | CUSIP: 344930AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $658474.12      | 0.00%             | 2029-02-15      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KA3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    49425000 | PA      | $49155508.57    | 0.02%             | 2034-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT1891                      | CUSIP: 3138WPC51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35289 | PA      | $33205.66       | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KJ2<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    30516000 | PA      | $30646630.87    | 0.01%             | 2028-05-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1282                      | CUSIP: 3140XGM89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2333821 | PA      | $2226200.12     | 0.00%             | 2037-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8062                      | CUSIP: 3132DV5X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18535121 | PA      | $16237244.50    | 0.01%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                   | CUSIP: 92338CAD5<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8246533.58     | 0.00%             | 2028-09-18      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9328                      | CUSIP: 3138MRLJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2090474 | PA      | $1959398.43     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8140                      | CUSIP: 3132D6BH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19878981 | PA      | $17691166.00    | 0.01%             | 2037-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745412                      | CUSIP: 31403DDR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      378828 | PA      | $390494.84      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3415                      | CUSIP: 31418CYM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9018184 | PA      | $8511650.08     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBK5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     9892000 | PA      | $6253126.79     | 0.00%             | 2051-01-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AU9<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |    11277000 | PA      | $10504923.40    | 0.00%             | 2029-10-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | HUNTSMAN INTERN                | CUSIP: 44701QBF8<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |    12800000 | PA      | $10759514.94    | 0.00%             | 2031-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAX8<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2202105.12     | 0.00%             | 2051-06-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3666                      | CUSIP: 3140QPCC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8527081 | PA      | $7094042.27     | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08627                      | CUSIP: 3128MJVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4738604 | PA      | $4401670.83     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47040                      | CUSIP: 3128K7ZD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15522 | PA      | $15722.07       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783276                      | CUSIP: 36241LT97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1031972 | PA      | $1020475.26     | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDD9<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    20000000 | PA      | $20996807.85    | 0.01%             | 2033-07-13      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AV0<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    20051000 | PA      | $20802796.34    | 0.01%             | 2034-04-24      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SANDS                | CUSIP: 517834AE7<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14790243.03    | 0.00%             | 2026-08-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGG8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10998000 | PA      | $9396421.17     | 0.00%             | 2048-01-20      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BV1<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1797118.99     | 0.00%             | 2050-12-01      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBR6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    25100000 | PA      | $24110604.81    | 0.01%             | 2028-06-01      | Variable      | 2.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826597                      | CUSIP: 31407CKJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24694 | PA      | $24967.65       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5585                      | CUSIP: 31418FF36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44548512 | PA      | $43667707.50    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CG7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    18000000 | PA      | $17319198.53    | 0.01%             | 2033-04-19      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CBD5<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    10438000 | PA      | $11184548.38    | 0.00%             | 2054-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAB3<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2822849.99     | 0.00%             | 2031-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAW2<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    11575000 | PA      | $9204321.30     | 0.00%             | 2057-12-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4847                      | CUSIP: 31418EL57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6674867 | PA      | $6822437.90     | 0.00%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1090                      | CUSIP: 36179NF78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2395769 | PA      | $2227544.29     | 0.00%             | 2043-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBP9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    10400000 | PA      | $8895772.18     | 0.00%             | 2037-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAP4<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    10340000 | PA      | $10660439.18    | 0.00%             | 2052-12-15      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2827                      | CUSIP: 36179RD89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2174394 | PA      | $2077465.44     | 0.00%             | 2045-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XBQ8<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    28102000 | PA      | $27903127.65    | 0.01%             | 2026-10-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    22595000 | PA      | $22302558.88    | 0.01%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BZ4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5203231.82     | 0.00%             | 2028-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAG2<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $9568716.72     | 0.00%             | 2060-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                                       | CABOT CORP                     | CUSIP: 127055AM3<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3497881.44     | 0.00%             | 2032-06-30      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CY6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4933720.18     | 0.00%             | 2043-08-10      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17774                      | CUSIP: 3128PXT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      609924 | PA      | $603282.67      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 4.5 7/25                  | CUSIP: 01F042673<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    65870000 | PA      | $62983036.47    | 0.02%             | 2025-07-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CU7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    20800000 | PA      | $20956525.94    | 0.01%             | 2027-05-01      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4894                      | CUSIP: 31418ENL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48666000 | PA      | $49665891.76    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     8970000 | PA      | $9073991.45     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-2                                       | VALET 2023-2 A4                | CUSIP: 92867YAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2258641.44     | 0.00%             | 2030-04-22      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736637                      | CUSIP: 3620AQLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      133624 | PA      | $136892.54      | 0.00%             | 2032-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q59130                      | CUSIP: 3132Y3EC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       88172 | PA      | $83326.02       | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT63<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5882630.31     | 0.00%             | 2028-03-03      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605430                      | CUSIP: 36200NST9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14997 | PA      | $15138.45       | 0.00%             | 2034-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00834                      | CUSIP: 31292G4T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4908 | PA      | $5007.43        | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CC1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    24815000 | PA      | $24155995.27    | 0.01%             | 2030-05-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5388                      | CUSIP: 31418E7A2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42147375 | PA      | $42173438.49    | 0.01%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C28296                      | CUSIP: 31293SGD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         512 | PA      | $523.88         | 0.00%             | 2029-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91026                      | CUSIP: 3128P7D75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16454 | PA      | $16548.58       | 0.00%             | 2027-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Electric Co                                                              | GENERAL ELECTRIC               | CUSIP: 36962G4B7<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5855970.16     | 0.00%             | 2039-01-10      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3377                      | CUSIP: 36179RXE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4513275 | PA      | $4279754.62     | 0.00%             | 2046-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z40048                      | CUSIP: 3132FCBR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      193836 | PA      | $201009.25      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WCB4<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    12810000 | PA      | $12280531.19    | 0.00%             | 2064-06-28      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BT1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     7890000 | PA      | $8112969.11     | 0.00%             | 2027-10-20      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FL3<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    10462000 | PA      | $8457211.42     | 0.00%             | 2043-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3802                      | CUSIP: 36179SGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9961243 | PA      | $8919229.55     | 0.00%             | 2046-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686330AJ0<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     8150000 | PA      | $8041527.97     | 0.00%             | 2027-07-18      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| San Francisco City & County Public Utilities Commission Wastewater Revenue       | SAN FRANCISCO-REV-A            | CUSIP: 79768HJN9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5000000 | PA      | $5068596.50     | 0.00%             | 2027-10-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBD4<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    25775000 | PA      | $26069500.63    | 0.01%             | 2029-02-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18663                      | CUSIP: 3128MMWZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1962343 | PA      | $1905371.31     | 0.00%             | 2032-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5588                      | CUSIP: 31418FF69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19730560 | PA      | $19299052.79    | 0.01%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6223                      | CUSIP: 3138EN4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3074977 | PA      | $3033323.72     | 0.00%             | 2044-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4416                      | CUSIP: 31418D4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1994277 | PA      | $1809893.62     | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 5 7/25                    | CUSIP: 21H050672<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    63170000 | PA      | $62028568.64    | 0.02%             | 2025-07-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     3000000 | PA      | $3066713.25     | 0.00%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA9289                      | CUSIP: 3140QHKB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13221791 | PA      | $10987375.46    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBW1<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     8075000 | PA      | $8183835.80     | 0.00%             | 2028-02-24      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Americredit Automobile Receivables Trust 2023-1                                  | AMCAR 2023-1 C                 | CUSIP: 03067BAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1275797.13     | 0.00%             | 2028-12-18      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4325                      | CUSIP: 31418DYX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   243487023 | PA      | $193900379.80   | 0.06%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8474                      | CUSIP: 3132DWMX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66585591 | PA      | $65269074.13    | 0.02%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816ED7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $14657437.76    | 0.00%             | 2029-04-25      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8082                      | CUSIP: 3132DV6T7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18037199 | PA      | $13616018.47    | 0.00%             | 2050-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TQ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   333295000 | PA      | $298246947.66   | 0.09%             | 2043-02-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV4539                      | CUSIP: 3140MJBH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      167572 | PA      | $145017.06      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EQ2<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    28033000 | PA      | $20740279.77    | 0.01%             | 2040-11-16      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAJ1<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     4960000 | PA      | $4220501.97     | 0.00%             | 2043-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| American Assets Trust LP                                                         | AMERICAN ASTS LP               | CUSIP: 02401LAB0<br>LEI: 549300V1TI0SMG9Z6U69 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5999835.84     | 0.00%             | 2034-10-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51611                      | CUSIP: 3128KDYG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4663 | PA      | $5022.21        | 0.00%             | 2036-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE4394                      | CUSIP: 3133BD3B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5296165 | PA      | $5100234.80     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851AP4<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     8125000 | PA      | $8235636.38     | 0.00%             | 2039-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                  | CUSIP: 03831WAC2<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    23250000 | PA      | $23660779.48    | 0.01%             | 2031-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8268                      | CUSIP: 3132DWFH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4767201 | PA      | $4785046.58     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                                                     | HUNTINGTON NATL                | CUSIP: 44644MAK7<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7250223.49     | 0.00%             | 2028-04-12      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3                | BACM 2017-BNK3 A3              | CUSIP: 06427DAR4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      402928 | PA      | $396312.44      | 0.00%             | 2050-02-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8533                      | CUSIP: 3132DWPS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41130 | PA      | $41133.07       | 0.00%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828V98<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   458625900 | PA      | $447411061.25   | 0.14%             | 2027-02-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR4                                                                  | BANK5 2023-5YR4 A3             | CUSIP: 06211FAV0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1082017 | PA      | $1140650.08     | 0.00%             | 2056-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD6528                      | CUSIP: 3133B4HD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1086023 | PA      | $903509.09      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885530                      | CUSIP: 31410CY30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46231 | PA      | $48666.46       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7439                      | CUSIP: 3140HMHR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      115875 | PA      | $105912.86      | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                        | MEAD JOHNSON NUT               | CUSIP: 582839AF3<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     6160000 | PA      | $6392392.55     | 0.00%             | 2039-11-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4571                      | CUSIP: 31418ECH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18063273 | PA      | $15951806.50    | 0.01%             | 2042-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDL1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    34300000 | PA      | $34990211.17    | 0.01%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 731217                      | CUSIP: 31402KK60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11732 | PA      | $11850.01       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBD9<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     6738000 | PA      | $4174803.86     | 0.00%             | 2051-03-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AW3<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     3405000 | PA      | $2810105.97     | 0.00%             | 2048-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890236                      | CUSIP: 31410LBD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1374059 | PA      | $1360836.01     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CR8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    15919000 | PA      | $15613736.55    | 0.00%             | 2027-05-04      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Brighthouse Financial Inc                                                        | BRIGHTHOUSE FINA               | CUSIP: 10922NAG8<br>LEI: 5493003T8SZSHOGGAW52 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5130766.91     | 0.00%             | 2030-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023AU9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $6098199.14     | 0.00%             | 2033-02-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BV4<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2632309.71     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 938805                      | CUSIP: 31412YNW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9378 | PA      | $9822.47        | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9308                      | CUSIP: 3140QVKW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18422480 | PA      | $18207917.20    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AA2<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     5851000 | PA      | $5788523.81     | 0.00%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMA6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   758402000 | PA      | $769600275.74   | 0.24%             | 2029-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| City of San Antonio TX Electric & Gas Systems Revenue                            | SAN ANTONIO ELEC               | CUSIP: 796253Y30<br>LEI: 5493002G2FEH20Q4GQ04 | Long             | DBT              | MUN               | US        |     7000000 | PA      | $7069948.20     | 0.00%             | 2041-02-01      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07860                      | CUSIP: 3128MAB57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      297861 | PA      | $301625.79      | 0.00%             | 2041-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AC6<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    12000000 | PA      | $10743853.35    | 0.00%             | 2032-03-10      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK1989                      | CUSIP: 3140HFF79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1108904 | PA      | $1015994.64     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK5346                      | CUSIP: 3140HJ5G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      162691 | PA      | $153552.52      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8173                      | CUSIP: 3132DWCJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   107840066 | PA      | $89784144.67    | 0.03%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8130                      | CUSIP: 3140XQA80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15587435 | PA      | $15743205.98    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DD5<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4567297.74     | 0.00%             | 2049-04-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fortinet Inc                                                                     | FORTINET INC                   | CUSIP: 34959EAB5<br>LEI: 549300O0QJWDBAS0QX03 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4403330.60     | 0.00%             | 2031-03-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4609                      | CUSIP: 31417BDP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      640864 | PA      | $617310.41      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBA2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    11200000 | PA      | $11380288.37    | 0.00%             | 2028-03-14      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CP3<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    11275000 | PA      | $11593198.96    | 0.00%             | 2035-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKQ1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |       50000 | PA      | $49173.04       | 0.00%             | 2033-04-27      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC7280                      | CUSIP: 3617BBCR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       81409 | PA      | $78743.63       | 0.00%             | 2047-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0007                      | CUSIP: 36179MAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      434462 | PA      | $429008.07      | 0.00%             | 2027-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honda Motor Co Ltd                                                               | HONDA MOTOR CO                 | CUSIP: 438127AE2<br>LEI: 549300P7ZYCQJ36CCS16 | Long             | DBT              | CORP              | JP        |    15200000 | PA      | $15224674.44    | 0.00%             | 2030-07-08      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AQ2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $17222729.40    | 0.01%             | 2033-07-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148QR7<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    11407000 | PA      | $12943359.80    | 0.00%             | 2029-09-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6075                      | CUSIP: 3138WFXD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      539785 | PA      | $513177.24      | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35672                      | CUSIP: 31297RJR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23130 | PA      | $23424.25       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAV0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |      500000 | PA      | $669620.29      | 0.00%             | 2069-08-01      | Fixed         | 10.75%                | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM0903                      | CUSIP: 3131XUAC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3055016 | PA      | $2918744.73     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR8929                      | CUSIP: 3138W64P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1005214 | PA      | $915000.50      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BW5<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     2040000 | PA      | $2138397.04     | 0.00%             | 2041-08-04      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAU2<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    14979000 | PA      | $15533288.97    | 0.00%             | 2039-06-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37328                      | CUSIP: 31297TD91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64294 | PA      | $65120.09       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BR3<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6210124.52     | 0.00%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3124                      | CUSIP: 31418CPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5145775 | PA      | $4934023.44     | 0.00%             | 2032-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1263758100 | PA      | $1080957462.30  | 0.34%             | 2031-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAV7<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     7109000 | PA      | $6248655.13     | 0.00%             | 2039-03-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794486                      | CUSIP: 31405NUK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49161 | PA      | $50703.34       | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AL1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1999287.39     | 0.00%             | 2040-01-15      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BV5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    15700000 | PA      | $14388499.37    | 0.00%             | 2054-03-28      | Fixed         | 6.85%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAX6<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12737217.43    | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN0927                      | CUSIP: 3133G7A45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3973326 | PA      | $3713885.72     | 0.00%             | 2034-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBE7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    22325000 | PA      | $20062164.60    | 0.01%             | 2045-01-21      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAC5<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    21558000 | PA      | $20287603.05    | 0.01%             | 2031-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EP6K6<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    17580000 | PA      | $17770022.22    | 0.01%             | 2027-03-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4831                      | CUSIP: 3140QQLM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9649185 | PA      | $9272615.26     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CR5<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    38740000 | PA      | $39440494.88    | 0.01%             | 2032-12-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6070                      | CUSIP: 31419GW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11684 | PA      | $11643.34       | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1710                      | CUSIP: 3132AD3T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      105392 | PA      | $99406.61       | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0654                      | CUSIP: 3140XFWQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27780823 | PA      | $23494036.62    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BB7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     4730000 | PA      | $3949751.31     | 0.00%             | 2042-12-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AL5<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     6243000 | PA      | $6470101.99     | 0.00%             | 2038-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786757                      | CUSIP: 3622ACME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8714103 | PA      | $8782268.69     | 0.00%             | 2053-06-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2542                      | CUSIP: 31418BZG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1043350 | PA      | $929325.72      | 0.00%             | 2046-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AL8<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     5825000 | PA      | $4699346.16     | 0.00%             | 2047-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4030                      | CUSIP: 3140QPPQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26976763 | PA      | $25959793.00    | 0.01%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3B7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    45010000 | PA      | $45005018.99    | 0.01%             | 2033-07-25      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Salt River Project Agricultural Improvement & Power District                     | SALT RVR PROJ AGRIC            | CUSIP: 79575DE63<br>LEI: SHB8HO6GKXJ83RX5OV39 | Long             | DBT              | MUN               | US        |     3235000 | PA      | $3027441.75     | 0.00%             | 2041-01-01      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4657                        | CUSIP: 36202FE69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      464550 | PA      | $460068.29      | 0.00%             | 2040-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7563                      | CUSIP: 3132DVML6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39626192 | PA      | $38417177.52    | 0.01%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2023-M1S A2                | CUSIP: 3136BQCX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8600000 | PA      | $8606093.10     | 0.00%             | 2033-04-25      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HDF9<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    27443000 | PA      | $28633832.10    | 0.01%             | 2035-02-01      | Variable      | 6.05%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS5                                            | GSMS 2017-GS5 A4               | CUSIP: 36252HAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5750000 | PA      | $5621485.78     | 0.00%             | 2050-03-10      | Fixed         | 3.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4755                      | CUSIP: 3140XLH92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21925372 | PA      | $20567647.32    | 0.01%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024                                                      | JDOT 2024-A A4                 | CUSIP: 47800RAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     8000000 | PA      | $8136088.80     | 0.00%             | 2031-02-18      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GU5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     4457000 | PA      | $4595188.90     | 0.00%             | 2034-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2Q5<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    31475000 | PA      | $23795031.73    | 0.01%             | 2041-04-30      | Variable      | 3.07%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3422                      | CUSIP: 31418CYU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1021802 | PA      | $1018539.16     | 0.00%             | 2048-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DC5<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $5873135.82     | 0.00%             | 2050-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   209806000 | PA      | $183244233.10   | 0.06%             | 2043-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $7838543.29     | 0.00%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CY0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    39505000 | PA      | $40080939.89    | 0.01%             | 2030-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 AM               | CUSIP: 08162PAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2050000 | PA      | $1987449.99     | 0.00%             | 2051-01-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AE5<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     4532000 | PA      | $4812188.70     | 0.00%             | 2028-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CZ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6218843.74     | 0.00%             | 2065-02-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAU5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $9776966.38     | 0.00%             | 2051-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HE6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6263082.01     | 0.00%             | 2026-11-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-1                                    | SDART 2023-1 B                 | CUSIP: 80287GAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      410643 | PA      | $410838.75      | 0.00%             | 2028-02-15      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1937                      | CUSIP: 3138AFEK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      224662 | PA      | $227285.54      | 0.00%             | 2041-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKH4<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    28805000 | PA      | $28796626.56    | 0.01%             | 2027-09-07      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738374                      | CUSIP: 3620ASJT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26655 | PA      | $26546.77       | 0.00%             | 2026-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AJ1<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    40500000 | PA      | $41614664.87    | 0.01%             | 2028-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8455                      | CUSIP: 3132DWMC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    50410218 | PA      | $52068421.98    | 0.02%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14197                      | CUSIP: 3128MC3E3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       91239 | PA      | $90660.26       | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190338                      | CUSIP: 31368HLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      155806 | PA      | $160107.04      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5240                      | CUSIP: 31417BZE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      376151 | PA      | $372623.82      | 0.00%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AY9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    13025000 | PA      | $12437096.67    | 0.00%             | 2029-09-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM3456                      | CUSIP: 3131XWZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2515540 | PA      | $2397830.56     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1648                      | CUSIP: 3140XGZN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21023231 | PA      | $17473696.12    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4237                      | CUSIP: 31418DV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   317665697 | PA      | $253568034.09   | 0.08%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7512                      | CUSIP: 3132DVKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21220978 | PA      | $18736018.44    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8099                      | CUSIP: 3132DV7L3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    49675966 | PA      | $41529361.10    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280ER6<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     7100000 | PA      | $7190342.49     | 0.00%             | 2031-03-03      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0409                      | CUSIP: 3138EGN34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      408774 | PA      | $395445.51      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53591                      | CUSIP: 3128KF7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1114 | PA      | $1172.22        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DJ6<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $6079669.01     | 0.00%             | 2033-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAX3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    10125000 | PA      | $9919719.69     | 0.00%             | 2027-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251730                      | CUSIP: 31371GST8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         221 | PA      | $224.33         | 0.00%             | 2028-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TAY2<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     9574000 | PA      | $9034863.35     | 0.00%             | 2029-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CJ6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    14194000 | PA      | $10827260.72    | 0.00%             | 2046-11-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442RAB7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     6175000 | PA      | $5229334.61     | 0.00%             | 2044-03-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0036                      | CUSIP: 3138W9BE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2822897 | PA      | $2632399.12     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ2245                      | CUSIP: 3138ATP79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10862 | PA      | $10783.48       | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5932                      | CUSIP: 36179USV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1980744 | PA      | $1926404.76     | 0.00%             | 2049-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02488                      | CUSIP: 3128M4CZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9755 | PA      | $10274.92       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40269                      | CUSIP: 3128K0JN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18566 | PA      | $19191.27       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 726415                      | CUSIP: 31402EAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8420 | PA      | $8496.79        | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537BA8<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     9105000 | PA      | $9515740.44     | 0.00%             | 2054-12-15      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT22<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $4450588.51     | 0.00%             | 2027-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3876                      | CUSIP: 36179SJV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2232975 | PA      | $2203250.95     | 0.00%             | 2046-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6832                      | CUSIP: 31419HSW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      151859 | PA      | $157716.34      | 0.00%             | 2040-11-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6020                      | CUSIP: 3132DTVM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24007274 | PA      | $24628065.77    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| EPR Properties                                                                   | EPR PROPERTIES                 | CUSIP: 26884UAG4<br>LEI: 549300YSSXFHMPOWZ492 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1814398.25     | 0.00%             | 2031-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKP3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    11185000 | PA      | $10932365.33    | 0.00%             | 2026-12-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CW0<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10287729.59    | 0.00%             | 2030-08-10      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CX5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $31702289.77    | 0.01%             | 2032-11-17      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A62998                      | CUSIP: 3128KTKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2433 | PA      | $2482.22        | 0.00%             | 2037-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFK7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    12120000 | PA      | $12379184.74    | 0.00%             | 2035-07-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2025-1                                                   | BMWLT 2025-1 A4                | CUSIP: 096912AE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $755630.10      | 0.00%             | 2028-10-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CU6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    15600000 | PA      | $16036739.04    | 0.01%             | 2029-06-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GSA1                                           | GSMS 2019-GSA1 A4              | CUSIP: 36261PAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5535000 | PA      | $5220476.95     | 0.00%             | 2052-11-10      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 AS               | CUSIP: 08162UBA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3797864.00     | 0.00%             | 2052-01-15      | Variable      | 4.53%                 | No            |                  2 | On Loan: No      |
| Enstar Group Ltd                                                                 | ENSTAR GROUP LTD               | CUSIP: 29359UAB5<br>LEI: 213800AMAL5QFXVUCN04 | Long             | DBT              | CORP              | BM        |     5714000 | PA      | $5750715.45     | 0.00%             | 2029-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBC3<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $4588715.12     | 0.00%             | 2031-12-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBE7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9215087.82     | 0.00%             | 2029-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3087                      | CUSIP: 31418CND2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6635100 | PA      | $6095769.34     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH           | CUSIP: 59447TXW8<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     9550000 | PA      | $8546924.35     | 0.00%             | 2034-12-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4427                        | CUSIP: 36202E4L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      130137 | PA      | $137301.77      | 0.00%             | 2039-04-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABL8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    26444000 | PA      | $19333582.54    | 0.01%             | 2041-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9816                      | CUSIP: 3140XD4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5963307 | PA      | $5588439.98     | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733583                      | CUSIP: 3620AL6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      210922 | PA      | $208610.66      | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3726                      | CUSIP: 3133KKD71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22885392 | PA      | $18146065.05    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4635                      | CUSIP: 3140X8EH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2704323 | PA      | $2167948.32     | 0.00%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B20 Mortgage Trust                                                | BMARK 2020-B20 A5              | CUSIP: 08162XBG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4725000 | PA      | $4079406.24     | 0.00%             | 2053-10-15      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1511 A2                 | CUSIP: 3137FLYJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4150000 | PA      | $3991582.88     | 0.00%             | 2031-03-25      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1863                      | CUSIP: 3132AEB88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7478568 | PA      | $6819260.97     | 0.00%             | 2049-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1365                      | CUSIP: 3132CXQS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5126570 | PA      | $5218623.51     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B11 Mortgage Trust                                                | BMARK 2019-B11 AS              | CUSIP: 08162BBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3350000 | PA      | $3098211.66     | 0.00%             | 2052-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AW4<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2497597.37     | 0.00%             | 2027-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAK5<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     3925000 | PA      | $2925312.96     | 0.00%             | 2049-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBP5<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     8089000 | PA      | $5251596.10     | 0.00%             | 2050-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2014 ULC                                                           | CNOOC FIN 2014                 | CUSIP: 12591DAD3<br>LEI: 549300QK7VNAZ4SHZS12 | Long             | DBT              | CORP              | CA        |     5300000 | PA      | $5145036.32     | 0.00%             | 2044-04-30      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9905                      | CUSIP: 36180AAE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21088414 | PA      | $20729504.35    | 0.01%             | 2054-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDR0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10985322.93    | 0.00%             | 2037-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-2                        | GMCAR 2022-2 A4                | CUSIP: 362585AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      550000 | PA      | $545132.50      | 0.00%             | 2028-04-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 457782                      | CUSIP: 36208QRB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1970 | PA      | $1996.99        | 0.00%             | 2028-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFG4<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    17000000 | PA      | $15708443.27    | 0.00%             | 2029-10-02      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AK3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3554820.20     | 0.00%             | 2054-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5131                      | CUSIP: 3133KYVY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20553211 | PA      | $17587025.39    | 0.01%             | 2041-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57957                      | CUSIP: 3132Y1ZX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      210042 | PA      | $204076.76      | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8U9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    24649000 | PA      | $24761668.98    | 0.01%             | 2034-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00665                      | CUSIP: 31292GW28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         942 | PA      | $958.21         | 0.00%             | 2028-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAF0<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     7075000 | PA      | $7097802.56     | 0.00%             | 2031-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLC1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2034732.74     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158AZ9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    10542000 | PA      | $7677458.32     | 0.00%             | 2040-05-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GE1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    25500000 | PA      | $16113941.98    | 0.01%             | 2051-12-04      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CCRE15 Mortgage Trust                                                  | COMM 2014-CR15 B               | CUSIP: 12591RBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      437443 | PA      | $426602.54      | 0.00%             | 2047-02-10      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAH5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    19825000 | PA      | $14955689.09    | 0.00%             | 2050-04-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCG3<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10239368.96    | 0.00%             | 2029-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15236                      | CUSIP: 3128PUY97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77035 | PA      | $76761.74       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia                                                   | COM BK AUSTRALIA               | CUSIP: 2027A0HY8<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |      500000 | PA      | $491761.05      | 0.00%             | 2026-09-06      | Fixed         | 2.62%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4238                      | CUSIP: 31418DV82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    56667563 | PA      | $47338954.76    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01800                      | CUSIP: 3132GE7M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      518577 | PA      | $525305.99      | 0.00%             | 2041-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CT3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    17025000 | PA      | $16105669.85    | 0.01%             | 2064-08-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BU3<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7348074.51     | 0.00%             | 2050-06-01      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-C63                                   | WFCM 2024-C63 A5               | CUSIP: 94990FAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4500000 | PA      | $4595007.15     | 0.00%             | 2057-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BT7<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $4492965.10     | 0.00%             | 2029-06-01      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 AS                 | CUSIP: 61692CBM9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      750000 | PA      | $656326.20      | 0.00%             | 2054-06-15      | Variable      | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6400                      | CUSIP: 3132DUDD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9500596 | PA      | $9983823.97     | 0.00%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZT0<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     8300000 | PA      | $8385508.71     | 0.00%             | 2027-01-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908803                      | CUSIP: 31411HU40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       82349 | PA      | $86756.03       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GK3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $9323799.34     | 0.00%             | 2037-05-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8025                      | CUSIP: 3140QF4K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7707017 | PA      | $6404570.54     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAS5<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    30152000 | PA      | $30772427.38    | 0.01%             | 2028-04-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BG8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    29906000 | PA      | $27761152.85    | 0.01%             | 2029-09-04      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3749                      | CUSIP: 31417AEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85361 | PA      | $84422.97       | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K745 A2                   | CUSIP: 3137H2NE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2850000 | PA      | $2655059.72     | 0.00%             | 2028-08-25      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SN9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   594411000 | PA      | $285526251.13   | 0.09%             | 2050-05-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 816872                      | CUSIP: 31406QQZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41299 | PA      | $42570.50       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2097                      | CUSIP: 3132DPKJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17405266 | PA      | $14594404.50    | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CD1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     1030000 | PA      | $896576.14      | 0.00%             | 2044-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CL8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     5195000 | PA      | $5317946.23     | 0.00%             | 2065-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP               | CUSIP: 472140AE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11050000 | PA      | $11035039.44    | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BZ3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1290225.99     | 0.00%             | 2031-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CA9<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8218102.22     | 0.00%             | 2028-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                                                | BMARK 2019-B15 A5              | CUSIP: 08160KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1055000 | PA      | $974813.56      | 0.00%             | 2072-12-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931997                      | CUSIP: 31412QNN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      286864 | PA      | $290176.72      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017FZS5<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     6830000 | PA      | $6859170.28     | 0.00%             | 2028-10-18      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BA0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    25575000 | PA      | $22293747.88    | 0.01%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7313                      | CUSIP: 36179WDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21031703 | PA      | $18627899.54    | 0.01%             | 2051-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AX2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    15696000 | PA      | $14698534.71    | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAM9<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    27650000 | PA      | $27221095.62    | 0.01%             | 2055-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BX7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    17900000 | PA      | $10153908.93    | 0.00%             | 2061-08-12      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8064                      | CUSIP: 3132DV5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8001391 | PA      | $7526964.13     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889982                      | CUSIP: 31410KXK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90427 | PA      | $93631.23       | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC6418                      | CUSIP: 3133ARDX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7731766 | PA      | $6497622.69     | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| South Carolina Public Service Authority                                          | SC PUB SVC-TXB-C-BABS          | CUSIP: 837151AA7<br>LEI: EMBXY64GWKA9MZGFUD26 | Long             | DBT              | MUN               | US        |     7000000 | PA      | $7321923.00     | 0.00%             | 2050-01-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAD0<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     5832000 | PA      | $5931331.47     | 0.00%             | 2030-03-17      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LA7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     5724000 | PA      | $5850742.47     | 0.00%             | 2031-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6846                      | CUSIP: 3132DUTB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48544661 | PA      | $50452485.51    | 0.02%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CN6<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    19575000 | PA      | $18194513.07    | 0.01%             | 2064-02-09      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWES COMPANIES                | CUSIP: 548661AK3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      267000 | PA      | $286356.97      | 0.00%             | 2029-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3309                      | CUSIP: 36179RVA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1045961 | PA      | $937526.78      | 0.00%             | 2045-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JW8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3800556.33     | 0.00%             | 2028-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 47214BAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    17401000 | PA      | $19001126.68    | 0.01%             | 2034-03-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     7749000 | PA      | $8430764.60     | 0.00%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745944                      | CUSIP: 31403DWD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      635407 | PA      | $641784.10      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAB3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    14576000 | PA      | $14405916.18    | 0.00%             | 2028-02-07      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCW8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $12780952.33    | 0.00%             | 2054-09-01      | Variable      | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K759 A2                   | CUSIP: 3137HJZS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14300000 | PA      | $14661675.60    | 0.00%             | 2032-01-25      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YCT4<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10388780.03    | 0.00%             | 2034-05-27      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBE8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $4544092.96     | 0.00%             | 2031-05-25      | Variable      | 2.59%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLB9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11866891.46    | 0.00%             | 2028-09-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FE3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $3799164.82     | 0.00%             | 2059-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA Inc                                                            | AMCOR FIN USA                  | CUSIP: 02343UAH8<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4455056.89     | 0.00%             | 2028-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7958                      | CUSIP: 3138WHZY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      149695 | PA      | $146332.02      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AR6<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $10852122.20    | 0.00%             | 2035-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | JPMCC 2017-JP5 A5              | CUSIP: 46647TAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10950000 | PA      | $10777678.76    | 0.00%             | 2050-03-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAZ9<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    10000000 | PA      | $10248669.56    | 0.00%             | 2028-02-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788NAA8<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12674526.99    | 0.00%             | 2033-07-28      | Variable      | 4.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16823                      | CUSIP: 3128MFYU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23946 | PA      | $23861.48       | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BD5<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    16533000 | PA      | $13619701.98    | 0.00%             | 2048-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                 | CUSIP: 254010AE1<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     6075000 | PA      | $5371600.42     | 0.00%             | 2064-11-01      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2022-C                                                    | JDOT 2022-C A4                 | CUSIP: 47800BAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2125000 | PA      | $2139421.31     | 0.00%             | 2029-09-17      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4344                      | CUSIP: 3132E0ZH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16358460 | PA      | $16917006.09    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAK5<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    11815000 | PA      | $9904566.39     | 0.00%             | 2042-04-05      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO                 | CUSIP: 007903BJ5<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4433303.98     | 0.00%             | 2028-03-24      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5342                      | CUSIP: 3138AW5C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26628 | PA      | $26406.05       | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     3365000 | PA      | $3434933.67     | 0.00%             | 2057-03-01      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AC7<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |     9355000 | PA      | $7778062.61     | 0.00%             | 2045-11-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBA6<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    10670000 | PA      | $9435438.40     | 0.00%             | 2032-01-22      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FBB9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9805162.63     | 0.00%             | 2028-09-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCJ0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6925000 | PA      | $6956722.69     | 0.00%             | 2028-06-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     7247000 | PA      | $7123791.52     | 0.00%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782573                      | CUSIP: 36241K2E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      186507 | PA      | $195537.61      | 0.00%             | 2038-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-TXB-S3           | CUSIP: 072024PY2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     7390000 | PA      | $8293092.73     | 0.00%             | 2050-10-01      | Fixed         | 6.91%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PA3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    43000000 | PA      | $46313076.32    | 0.01%             | 2033-11-17      | Variable      | 6.27%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK5185                      | CUSIP: 3138E9XP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      222806 | PA      | $232134.48      | 0.00%             | 2042-03-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ1441                      | CUSIP: 3138ASS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      195732 | PA      | $194150.60      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BS0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     9817000 | PA      | $9827875.08     | 0.00%             | 2030-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBG9<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    22600000 | PA      | $23473366.70    | 0.01%             | 2031-07-15      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C19566                      | CUSIP: 31293FTX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1230 | PA      | $1252.51        | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995838                      | CUSIP: 31416CHP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      323352 | PA      | $334689.81      | 0.00%             | 2039-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00850                      | CUSIP: 3132GD5K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      196375 | PA      | $194812.94      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-168 A2                  | CUSIP: 3137HJ6C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13700000 | PA      | $13226482.79    | 0.00%             | 2034-12-25      | Variable      | 4.13%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DX3<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    21100000 | PA      | $19505597.30    | 0.01%             | 2028-07-20      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2G1<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3661982.93     | 0.00%             | 2027-09-14      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAB0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3400000 | PA      | $2831642.93     | 0.00%             | 2039-07-01      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AL5<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3504617.79     | 0.00%             | 2031-09-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BW5<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2462171.34     | 0.00%             | 2050-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47221                      | CUSIP: 3128K8AW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5210 | PA      | $5271.43        | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FL7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $3725039.16     | 0.00%             | 2070-02-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AV3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     5641000 | PA      | $5819467.93     | 0.00%             | 2027-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT7622                      | CUSIP: 3138WVPG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3065964 | PA      | $2785041.11     | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35687                      | CUSIP: 31297RJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10626 | PA      | $10758.57       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CD6<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8199505.74     | 0.00%             | 2034-05-22      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2021-1                                      | MBART 2021-1 A4                | CUSIP: 58772WAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      468231 | PA      | $462719.68      | 0.00%             | 2027-12-15      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35652                      | CUSIP: 31297RH59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43927 | PA      | $44481.31       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3182                      | CUSIP: 31418CRC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6612087 | PA      | $6074626.92     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AK9<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     6991000 | PA      | $7047362.64     | 0.00%             | 2035-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FING AUTH-A             | CUSIP: 20281PKW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7450000 | PA      | $6248067.66     | 0.00%             | 2041-06-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K129 A1                   | CUSIP: 3137H13N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2558925 | PA      | $2339122.81     | 0.00%             | 2030-09-25      | Fixed         | 1.34%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CK6<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    12400000 | PA      | $8846161.51     | 0.00%             | 2046-08-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AW5<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    15275000 | PA      | $9051164.29     | 0.00%             | 2050-09-04      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DE4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |      541000 | PA      | $429036.78      | 0.00%             | 2044-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 697825                      | CUSIP: 36296QHA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      988292 | PA      | $998948.42      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9279                      | CUSIP: 3140GYJZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1104266 | PA      | $1079114.96     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649518                      | CUSIP: 36292HSF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6662 | PA      | $6731.32        | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597ET8<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8442798.68     | 0.00%             | 2030-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BA1<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $10485917.21    | 0.00%             | 2033-03-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC7337                      | CUSIP: 3617BBEJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       50336 | PA      | $48687.71       | 0.00%             | 2047-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                  | CUSIP: 30036FAB7<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     2656000 | PA      | $2616916.61     | 0.00%             | 2053-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M2 A2                 | CUSIP: 3136AVKR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3917140 | PA      | $3837688.18     | 0.00%             | 2027-02-25      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| County of Clark Department of Aviation                                           | CLARK ARPT-TXB-C-BABS          | CUSIP: 18085PMT8<br>LEI: 549300LDD8NZB2EOVG83 | Long             | DBT              | MUN               | US        |     3375000 | PA      | $3759944.06     | 0.00%             | 2045-07-01      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | EL PASO ELEC CO                | CUSIP: 283677AW2<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |      800000 | PA      | $826141.89      | 0.00%             | 2035-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAJ9<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    15582000 | PA      | $13357965.37    | 0.00%             | 2045-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0391                      | CUSIP: 36179MNG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5586636 | PA      | $5102671.01     | 0.00%             | 2042-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BL7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    55344000 | PA      | $47994284.99    | 0.02%             | 2047-05-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4202                      | CUSIP: 31418DU42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1104509 | PA      | $919943.40      | 0.00%             | 2040-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AU7<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     6050000 | PA      | $6157551.95     | 0.00%             | 2032-05-19      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA-REF-TXBL            | CUSIP: 13063DGE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    11425000 | PA      | $11610860.76    | 0.00%             | 2038-04-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9851                      | CUSIP: 3138AP5M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1774657 | PA      | $1754895.97     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 2 8/25                    | CUSIP: 01F020489<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   103600000 | PA      | $94708985.84    | 0.03%             | 2025-08-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AM3<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    14094000 | PA      | $14100571.06    | 0.00%             | 2028-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class A Pass Through Trust                                | UNTD AIR 24-1 A                | CUSIP: 90932WAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5452136 | PA      | $5426759.29     | 0.00%             | 2038-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AU4<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2717602.48     | 0.00%             | 2032-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1724                      | CUSIP: 3140X44J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9455882 | PA      | $8295416.02     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CW8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    34442000 | PA      | $30612664.52    | 0.01%             | 2031-02-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLM1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   471747100 | PA      | $463896931.06   | 0.15%             | 2031-09-30      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AW8<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    16361000 | PA      | $14200015.19    | 0.00%             | 2030-08-06      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BA0<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6834115.58     | 0.00%             | 2028-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08637                      | CUSIP: 3128MJV72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      941347 | PA      | $900955.15      | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT89<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4673813.65     | 0.00%             | 2027-06-23      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Highwoods Realty LP                                                              | HIGHWOODS REALTY               | CUSIP: 431282AP7<br>LEI: JUJNVZX73BIYHLR58F51 | Long             | DBT              | CORP              | US        |    13850000 | PA      | $13601997.50    | 0.00%             | 2027-03-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AT0<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |    16333000 | PA      | $16556805.91    | 0.01%             | 2030-05-19      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CV9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    31700000 | PA      | $29520610.19    | 0.01%             | 2029-08-17      | Variable      | 2.21%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBJ2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     3568000 | PA      | $3625003.13     | 0.00%             | 2030-03-30      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1838                      | CUSIP: 36179QBF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2517584 | PA      | $2330722.89     | 0.00%             | 2044-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K738 A2                   | CUSIP: 3137FTFK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1225000 | PA      | $1180278.07     | 0.00%             | 2027-01-25      | Fixed         | 1.54%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2021-3                                  | AMCAR 2021-3 C                 | CUSIP: 03066JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      950000 | PA      | $932108.08      | 0.00%             | 2027-08-18      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AT6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     9951000 | PA      | $9678938.13     | 0.00%             | 2029-08-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE HO               | CUSIP: 75968NAG6<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |     5790000 | PA      | $5944477.85     | 0.00%             | 2035-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252980                      | CUSIP: 31371H6R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3341 | PA      | $3513.60        | 0.00%             | 2030-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBL9<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2795310.01     | 0.00%             | 2028-03-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2269                      | CUSIP: 3132DPQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47086 | PA      | $40748.34       | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBQ1<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1845002.99     | 0.00%             | 2029-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 562865                      | CUSIP: 31386GJJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9453 | PA      | $9927.28        | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AG5<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |     9080000 | PA      | $10115842.09    | 0.00%             | 2034-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade Seaport Department                                          | MIAMI DADE-REV-TXBL            | CUSIP: 59335KFS1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5500000 | PA      | $5668182.85     | 0.00%             | 2055-11-01      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753167                      | CUSIP: 31403MW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16304 | PA      | $16468.77       | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Discovery Communications LLC                                                     | DISCOVERY COMMUN               | CUSIP: 25470DAR0<br>LEI: L2Z2MO2EQURH3BREWI15 | Long             | DBT              | CORP              | US        |    28714000 | PA      | $26361310.31    | 0.01%             | 2028-03-20      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0208                      | CUSIP: 3138EGGS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1431913 | PA      | $1416806.21     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4493                      | CUSIP: 3132E07E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37698429 | PA      | $38743938.22    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50937                      | CUSIP: 3128KDBE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5305 | PA      | $5477.36        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18537                      | CUSIP: 3128MMS38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      269307 | PA      | $263651.21      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BQ9<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1751434.62     | 0.00%             | 2031-12-14      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WFCIT 2025-A1 A                | CUSIP: 92970QAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9000000 | PA      | $9070486.20     | 0.00%             | 2030-05-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CK6<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7086635.94     | 0.00%             | 2029-02-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q52319                      | CUSIP: 3132XUSH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11092521 | PA      | $10204068.17    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660BA4<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |     6815000 | PA      | $4341840.20     | 0.00%             | 2051-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3394                      | CUSIP: 3138A4XY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1036580 | PA      | $1002968.14     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 47233JGT9<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4785570.83     | 0.00%             | 2031-10-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04477                      | CUSIP: 3128M6JW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58041 | PA      | $61214.98       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06224                      | CUSIP: 3128M8G99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      624383 | PA      | $590333.57      | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCH2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     7027000 | PA      | $6910446.65     | 0.00%             | 2028-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0024                      | CUSIP: 3618N5A25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   107711599 | PA      | $103149377.02   | 0.03%             | 2054-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK43                                                                  | BANK 2022-BNK43 A5             | CUSIP: 06541QAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9375000 | PA      | $9065649.38     | 0.00%             | 2055-08-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    34000000 | PA      | $35217652.91    | 0.01%             | 2029-06-12      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7683                      | CUSIP: 3140XPRD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26076249 | PA      | $26255350.72    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | CAROLINA P & L                 | CUSIP: 144141DD7<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     6345000 | PA      | $5241944.53     | 0.00%             | 2043-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995676                      | CUSIP: 31416CCM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      383476 | PA      | $380304.98      | 0.00%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1449                      | CUSIP: 36179NTE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2603637 | PA      | $2493990.35     | 0.00%             | 2043-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DH9<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    12575000 | PA      | $12901158.52    | 0.00%             | 2033-08-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Transit System                                           | MIAMI DADE CO-B-REF            | CUSIP: 59334PJT5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      500000 | PA      | $375603.00      | 0.00%             | 2042-07-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256712                      | CUSIP: 31371NDR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32309 | PA      | $34003.95       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05507                      | CUSIP: 3128M7NY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      483017 | PA      | $489164.15      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C3                                          | CFCRE 2016-C3 A3               | CUSIP: 12531WBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3650000 | PA      | $3631060.15     | 0.00%             | 2048-01-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CK3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    10500000 | PA      | $9418906.66     | 0.00%             | 2032-05-28      | Variable      | 3.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08823                      | CUSIP: 3128MJ4H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5619037 | PA      | $5149665.56     | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAH7<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     5657000 | PA      | $5798044.14     | 0.00%             | 2029-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BayCare Health System Inc                                                        | BAYCARE HEALTH                 | CUSIP: 072722AE1<br>LEI: 1H90SRZU22X0SF1UZR52 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1148816.61     | 0.00%             | 2050-11-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVP1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5150639.49     | 0.00%             | 2028-03-06      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0657                      | CUSIP: 3132ACWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2487139 | PA      | $2618055.72     | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AP6<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     9255000 | PA      | $9610552.24     | 0.00%             | 2034-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU1104                      | CUSIP: 3140M2GN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12655765 | PA      | $10200994.58    | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893885                      | CUSIP: 31410QCW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4148 | PA      | $4337.69        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAH6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $3190580.95     | 0.00%             | 2040-08-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BT9<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     7525000 | PA      | $5462636.28     | 0.00%             | 2049-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Xylem Inc/NY                                                                     | XYLEM INC                      | CUSIP: 98419MAJ9<br>LEI: 549300DF5MV96DRYLQ48 | Long             | DBT              | CORP              | US        |    17950000 | PA      | $17684934.32    | 0.01%             | 2026-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3505                      | CUSIP: 3140QN3P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17636018 | PA      | $15904875.33    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAK7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1740000 | PA      | $1539302.60     | 0.00%             | 2031-12-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40452                      | CUSIP: 3128K0QD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17407 | PA      | $17994.14       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CV7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2533420.30     | 0.00%             | 2045-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711072                      | CUSIP: 36297F6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      518877 | PA      | $513191.32      | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                                                      | TRUIST BANK                    | CUSIP: 89788KAA4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |    23944000 | PA      | $21548676.40    | 0.01%             | 2030-03-11      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Thomas Jefferson University                                                      | THOMAS J UNIV                  | CUSIP: 88444NAS7<br>LEI: DB1TWPCZX5RK7VR27A68 | Long             | DBT              | CORP              | US        |     3679000 | PA      | $2550535.15     | 0.00%             | 2057-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CG6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |    17789000 | PA      | $14482735.71    | 0.00%             | 2042-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084E1<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |     4485000 | PA      | $4228158.40     | 0.00%             | 2052-05-01      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AQ8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     3050000 | PA      | $3001145.94     | 0.00%             | 2027-05-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37483                      | CUSIP: 31297TJ46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21366 | PA      | $22070.74       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05205                      | CUSIP: 3128M7DJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1192307 | PA      | $1207427.33     | 0.00%             | 2039-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBE4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    13300000 | PA      | $14184049.63    | 0.00%             | 2030-09-30      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4386                      | CUSIP: 31418D2U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24161610 | PA      | $19993998.14    | 0.01%             | 2041-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISC ELEC POWER                | CUSIP: 976656BW7<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     2240000 | PA      | $2379546.42     | 0.00%             | 2033-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ4202                      | CUSIP: 3138AVU45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      439549 | PA      | $413265.24      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CME8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   849899000 | PA      | $854912078.26   | 0.27%             | 2026-12-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 A4              | CUSIP: 06541XAE0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11485455 | PA      | $11235444.21    | 0.00%             | 2060-09-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC35                                    | CGCMT 2015-GC35 A3             | CUSIP: 17324KAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1614593 | PA      | $1605963.15     | 0.00%             | 2048-11-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAN9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $3171659.07     | 0.00%             | 2051-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781496                      | CUSIP: 36225BUV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      215089 | PA      | $221297.47      | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995930                      | CUSIP: 31416CLK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      473005 | PA      | $478383.35      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3870                      | CUSIP: 31418DJQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20124570 | PA      | $16918577.03    | 0.01%             | 2049-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18569                      | CUSIP: 3128MMT37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      580633 | PA      | $567481.14      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BU1<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |    10475000 | PA      | $10317408.52    | 0.00%             | 2027-11-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY6069                      | CUSIP: 3138YKW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         103 | PA      | $100.12         | 0.00%             | 2030-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K069 A2                   | CUSIP: 3137FBU79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13616451 | PA      | $13364425.93    | 0.00%             | 2027-09-25      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FAC0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    13848000 | PA      | $11520683.27    | 0.00%             | 2044-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EF6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     9021000 | PA      | $8716884.87     | 0.00%             | 2034-07-24      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 709698                      | CUSIP: 31401JNP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6714 | PA      | $6902.74        | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU5014                      | CUSIP: 3138X4SC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2715297 | PA      | $2528109.53     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DY3<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    16285000 | PA      | $16404651.59    | 0.01%             | 2033-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5216                      | CUSIP: 31418EYN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16301848 | PA      | $16606220.24    | 0.01%             | 2053-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05195                      | CUSIP: 3128M7C87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54099 | PA      | $56032.20       | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CH1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3797322.44     | 0.00%             | 2043-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1510 A2                 | CUSIP: 3137FL2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3300000 | PA      | $3201199.32     | 0.00%             | 2031-01-25      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725232                      | CUSIP: 31402CVZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2358345 | PA      | $2382185.41     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HU0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    36848000 | PA      | $35712969.58    | 0.01%             | 2032-11-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CK7<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    12043000 | PA      | $10491725.68    | 0.00%             | 2044-06-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2310                      | CUSIP: 3132DPR75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17121572 | PA      | $17633866.17    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616475                      | CUSIP: 36290S2G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       22108 | PA      | $22315.62       | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JQ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     8525000 | PA      | $5761516.29     | 0.00%             | 2049-11-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2679                      | CUSIP: 36179Q6Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6251452 | PA      | $5978544.62     | 0.00%             | 2045-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3344                      | CUSIP: 3140QNWE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38510 | PA      | $30558.99       | 0.00%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NewMarket Corp                                                                   | NEWMARKET CORP                 | CUSIP: 651587AG2<br>LEI: 54930082CG88ERDREQ47 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4474057.91     | 0.00%             | 2031-03-18      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAA4<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1971000 | PA      | $1612350.96     | 0.00%             | 2043-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCT1<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     6268000 | PA      | $6007401.69     | 0.00%             | 2054-08-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                 | CUSIP: 93884PDY3<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2871285.33     | 0.00%             | 2049-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649473                      | CUSIP: 36292HQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19036 | PA      | $19231.83       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256349                      | CUSIP: 31371MWJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64915 | PA      | $68199.96       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFS6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    16775000 | PA      | $17272513.65    | 0.01%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| SiriusPoint Ltd                                                                  | SIRIUSPOINT LTD                | CUSIP: 82969BAA0<br>LEI: 549300OGXFI85N3YZZ51 | Long             | DBT              | CORP              | BM        |     1821000 | PA      | $1916835.81     | 0.00%             | 2029-04-05      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783382                      | CUSIP: 36241LXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      201503 | PA      | $199258.18      | 0.00%             | 2041-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Telekom International Finance BV                                        | DEUTSCHE TEL FIN               | CUSIP: 25156PAD5<br>LEI: 529900ERDFHS6C1M4U58 | Long             | DBT              | CORP              | NL        |     1000000 | PA      | $1247973.45     | 0.00%             | 2032-06-01      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BW4<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    13850000 | PA      | $13665890.58    | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BF0<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $8777550.88     | 0.00%             | 2049-08-19      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4867                      | CUSIP: 31418EMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3039607 | PA      | $2917183.15     | 0.00%             | 2053-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     1825000 | PA      | $1382218.25     | 0.00%             | 2046-10-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FZ6<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $6014283.31     | 0.00%             | 2053-02-14      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33171                      | CUSIP: 31297NQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4900 | PA      | $5057.34        | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAE2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    18730000 | PA      | $17833649.79    | 0.01%             | 2035-12-14      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE5069                      | CUSIP: 3140FQT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2940402 | PA      | $2631047.84     | 0.00%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4039                      | CUSIP: 3140J8PZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      277851 | PA      | $275334.83      | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Genuine Parts Co                                                                 | GENUINE PARTS CO               | CUSIP: 372460AD7<br>LEI: 549300D46DQVEU651W04 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $8346369.23     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08615                      | CUSIP: 3128MJVH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3560960 | PA      | $3311297.47     | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2020-1 Class A Pass Through Trust                                | UNTD AIR 20-1 A                | CUSIP: 90931GAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    13012025 | PA      | $13277453.70    | 0.00%             | 2029-04-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8570                      | CUSIP: 3132A9QX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      950974 | PA      | $928963.62      | 0.00%             | 2030-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4292                        | CUSIP: 36202EXV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55452 | PA      | $58504.55       | 0.00%             | 2038-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GS7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    11175000 | PA      | $10805637.81    | 0.00%             | 2054-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9489                      | CUSIP: 36179YRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21947027 | PA      | $22360989.73    | 0.01%             | 2054-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DUKE ENERGY FIEL               | CUSIP: 26439XAC7<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3956376.16     | 0.00%             | 2030-08-16      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CB2<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     3925000 | PA      | $4110159.47     | 0.00%             | 2036-08-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABQ5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     2770000 | PA      | $2799637.28     | 0.00%             | 2032-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:70987808                                               | GMCAR 2023-2 A3                | CUSIP: 362583AD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2592757 | PA      | $2592129.84     | 0.00%             | 2028-02-16      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7535                      | CUSIP: 3132DVLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    88669766 | PA      | $74931946.47    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    13776000 | PA      | $12244377.98    | 0.00%             | 2030-06-30      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698096                      | CUSIP: 36296QRR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      144247 | PA      | $142802.09      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECK9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    31205000 | PA      | $32974105.60    | 0.01%             | 2029-09-13      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00765                      | CUSIP: 31292GZ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1818 | PA      | $1911.76        | 0.00%             | 2029-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8115                      | CUSIP: 3132DWAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1651457 | PA      | $1444138.61     | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18561                      | CUSIP: 3128MMTT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      431592 | PA      | $422070.34      | 0.00%             | 2030-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5018                      | CUSIP: 36179TSF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15779376 | PA      | $14079435.29    | 0.00%             | 2048-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BE2<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    16672000 | PA      | $15455520.57    | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BE0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8490694.58     | 0.00%             | 2029-09-11      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AL8<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2744847.30     | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6529                      | CUSIP: 3140QSHF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26354477 | PA      | $26535489.96    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAJ1<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |    10196000 | PA      | $10307753.96    | 0.00%             | 2027-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57210                      | CUSIP: 3128KLAK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10400 | PA      | $10757.34       | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAX1<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    14095000 | PA      | $12862672.31    | 0.00%             | 2049-03-01      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1130                      | CUSIP: 3138WAHG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130460 | PA      | $128697.29      | 0.00%             | 2043-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 720893                      | CUSIP: 3620A63A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      872262 | PA      | $881694.52      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7631                      | CUSIP: 3140QTPR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37661498 | PA      | $39771464.59    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8302                      | CUSIP: 3140XCGL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4995102 | PA      | $4705170.50     | 0.00%             | 2051-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDL3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    15182000 | PA      | $12202539.24    | 0.00%             | 2048-06-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45752                      | CUSIP: 3132WKMA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      236121 | PA      | $230521.78      | 0.00%             | 2047-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EW9<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    11105000 | PA      | $10333029.26    | 0.00%             | 2030-04-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBH0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $15098557.14    | 0.00%             | 2032-06-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Vanguard Cmt Funds-Vanguard Market Liquidity Fund                                | Vanguard Market Liquidity Fund | CUSIP: N/A<br>LEI: 1I6HV0TLSTR3A4XQ6L78       | Long             | STIV             | CORP              | US        |   132472852 | NS      | $13245960459.68 | 4.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769BR4<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    13280000 | PA      | $8303387.51     | 0.00%             | 2036-04-18      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXR0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    26275000 | PA      | $22746089.85    | 0.01%             | 2032-01-27      | Variable      | 1.99%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECW9<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    18864000 | PA      | $20386532.02    | 0.01%             | 2034-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M18 A2                | CUSIP: 3136B56M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10045147 | PA      | $9441249.70     | 0.00%             | 2029-08-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2314                      | CUSIP: 3132DPSB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8829992 | PA      | $8876843.25     | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5118                      | CUSIP: 3133KYVK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26739036 | PA      | $22923129.61    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                 | CUSIP: 27636AAC6<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3493748.27     | 0.00%             | 2055-01-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JY3<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    37400000 | PA      | $38275131.19    | 0.01%             | 2028-10-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAF2<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     9800000 | PA      | $9628641.54     | 0.00%             | 2028-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7550                      | CUSIP: 3132DVL78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24322098 | PA      | $21420794.80    | 0.01%             | 2052-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9171                      | CUSIP: 36179YFL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    72292737 | PA      | $72722697.73    | 0.02%             | 2053-09-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4805975.59     | 0.00%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BM8<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     4471000 | PA      | $4244453.26     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    17200000 | PA      | $12064013.34    | 0.00%             | 2061-12-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EM1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     1447000 | PA      | $1432338.04     | 0.00%             | 2026-07-08      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4020                      | CUSIP: 3140QPPE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2763127 | PA      | $2578569.36     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9232                      | CUSIP: 3140E2HJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2257778 | PA      | $2204155.19     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5504                      | CUSIP: 3140JADJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38749 | PA      | $38549.33       | 0.00%             | 2031-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABW4<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    26235000 | PA      | $24647211.17    | 0.01%             | 2031-04-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03830                      | CUSIP: 31292LHF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130724 | PA      | $126439.50      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBH3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2476052.70     | 0.00%             | 2028-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| California Health Facilities Financing Authority                                 | CA ST HLTH FACS AUTH           | CUSIP: 13032UD96<br>LEI: 5493007RI8BUDOGHZ546 | Long             | DBT              | MUN               | US        |      800000 | PA      | $725527.44      | 0.00%             | 2041-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4050                        | CUSIP: 36202EQB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      156888 | PA      | $165240.24      | 0.00%             | 2037-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFX5<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $7415203.97     | 0.00%             | 2030-02-07      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YCP2<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     5000000 | PA      | $5175507.16     | 0.00%             | 2029-05-27      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 59562VBD8<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    11875000 | PA      | $11172736.40    | 0.00%             | 2043-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C9 Mortgage Trust                                                       | BMO 2024-C9 AS                 | CUSIP: 05593MAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6700000 | PA      | $7002459.44     | 0.00%             | 2057-07-15      | Variable      | 6.13%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2023-A                                            | MBALT 2023-A A3                | CUSIP: 58768RAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2105821 | PA      | $2106195.33     | 0.00%             | 2027-01-15      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128284N7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   466972500 | PA      | $456538583.20   | 0.15%             | 2028-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BR3<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     6350000 | PA      | $6460271.46     | 0.00%             | 2031-03-25      | Variable      | 5.07%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BV6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4060439.60     | 0.00%             | 2028-01-21      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AN9<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $5992468.13     | 0.00%             | 2031-09-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLM5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     7662000 | PA      | $7656288.14     | 0.00%             | 2034-01-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01883                      | CUSIP: 3128LXCU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      248084 | PA      | $251197.25      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAJ4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    15489000 | PA      | $13219150.71    | 0.00%             | 2043-05-18      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1921                      | CUSIP: 31419CD34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13188 | PA      | $12774.59       | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AJ4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    15111000 | PA      | $15558003.12    | 0.00%             | 2028-09-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAK8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3764273.15     | 0.00%             | 2030-06-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G13997                      | CUSIP: 3128MCUW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51491 | PA      | $51363.43       | 0.00%             | 2025-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    13825000 | PA      | $14313622.28    | 0.00%             | 2030-01-23      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AH0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3337576.05     | 0.00%             | 2043-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12478                      | CUSIP: 31296LXF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3706 | PA      | $3823.06        | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCT6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    76776000 | PA      | $76639040.91    | 0.02%             | 2028-10-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 47214BAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |    10466000 | PA      | $11798343.24    | 0.00%             | 2053-11-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PBL8<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     4599000 | PA      | $4630351.80     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 892457                      | CUSIP: 31410NQJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12237 | PA      | $12868.11       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EE4<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     6200000 | PA      | $6197046.17     | 0.00%             | 2027-10-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q16616                      | CUSIP: 3132J7YN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22990091 | PA      | $21030815.80    | 0.01%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT3737                      | CUSIP: 3138WREK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5641295 | PA      | $5130642.50     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAB2<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    41586000 | PA      | $33625911.38    | 0.01%             | 2046-06-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6750                      | CUSIP: 3140QSQC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11781874 | PA      | $11818614.39    | 0.00%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2841                      | CUSIP: 31418CEP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3373292 | PA      | $3095848.12     | 0.00%             | 2036-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAR0<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     7462000 | PA      | $6612050.80     | 0.00%             | 2047-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                | CUSIP: 22003BAN6<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4008390.55     | 0.00%             | 2029-01-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5264                      | CUSIP: 3133KYZ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7386212 | PA      | $7517730.34     | 0.00%             | 2043-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJR3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   483626000 | PA      | $484079399.38   | 0.15%             | 2028-12-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BH2<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |     1930000 | PA      | $1924048.48     | 0.00%             | 2028-05-08      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14120                      | CUSIP: 3128MCYR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45417 | PA      | $45264.99       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAE8<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $2225888.27     | 0.00%             | 2049-07-01      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AL9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    16300000 | PA      | $14144058.85    | 0.00%             | 2031-08-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBT6<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     2231000 | PA      | $1962301.50     | 0.00%             | 2059-06-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8133                      | CUSIP: 3132DWBA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    51850061 | PA      | $39027431.96    | 0.01%             | 2051-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591CS9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    12795000 | PA      | $14136453.39    | 0.00%             | 2036-04-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048AX6<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    22000000 | PA      | $21497163.17    | 0.01%             | 2026-07-21      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK24                                                                  | BANK 2019-BN24 A3              | CUSIP: 06540VBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15787606 | PA      | $14750919.17    | 0.00%             | 2062-11-15      | Fixed         | 2.96%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4714                      | CUSIP: 3140X8GY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10449101 | PA      | $8800808.38     | 0.00%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZK3<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4856612.49     | 0.00%             | 2028-02-24      | Variable      | 2.64%                 | No            |                  2 | On Loan: No      |
| Regional Transportation District Sales Tax Revenue                               | REGL TRNSP DIST-BABS           | CUSIP: 759136QP2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2050000 | PA      | $2090930.30     | 0.00%             | 2050-11-01      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GGM0<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     9856000 | PA      | $10541548.29    | 0.00%             | 2041-02-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4600                      | CUSIP: 31418EDE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    76786537 | PA      | $69249208.96    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0578                      | CUSIP: 3138EGUC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       52961 | PA      | $52619.85       | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08792                      | CUSIP: 3128MJ3A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12025783 | PA      | $11062580.37    | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K126 A2                   | CUSIP: 3137FXYV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17640000 | PA      | $15800726.59    | 0.01%             | 2031-01-25      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0154                      | CUSIP: 36179ME30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8104835 | PA      | $7558119.55     | 0.00%             | 2042-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6997                      | CUSIP: 3138EPX33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10766150 | PA      | $10659011.65    | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CT5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $11553576.28    | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sprint Capital Corp                                                              | SPRINT CAP CORP                | CUSIP: 852060AT9<br>LEI: 549300L17W0GQBR1PO80 | Long             | DBT              | CORP              | US        |    31111000 | PA      | $37743162.33    | 0.01%             | 2032-03-15      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    12937000 | PA      | $11550500.73    | 0.00%             | 2031-01-31      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862121AC4<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1322914.18     | 0.00%             | 2030-11-18      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24235                      | CUSIP: 31297BV41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2386 | PA      | $2457.12        | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B14 Mortgage Trust                                                | BMARK 2019-B14 A5              | CUSIP: 08162YAE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4215000 | PA      | $3937950.16     | 0.00%             | 2062-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU3058                      | CUSIP: 3140M4MG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2322544 | PA      | $1927868.60     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C2                               | JPMDB 2016-C2 AS               | CUSIP: 46590LAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1166221.00     | 0.00%             | 2049-06-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513JB42<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    22032000 | PA      | $15470232.47    | 0.00%             | 2050-07-03      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BH1<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    12452000 | PA      | $10318576.67    | 0.00%             | 2038-02-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AB4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    13905000 | PA      | $15134437.39    | 0.00%             | 2033-08-02      | Fixed         | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41731                      | CUSIP: 3128K14Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6886 | PA      | $7098.37        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8301                      | CUSIP: 3132DWGJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18205425 | PA      | $18579473.27    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9909                      | CUSIP: 36180AAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19987253 | PA      | $20603486.23    | 0.01%             | 2054-09-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDN7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     4000000 | PA      | $4148484.37     | 0.00%             | 2031-07-09      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4741                      | CUSIP: 3140XLHT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5063086 | PA      | $5258112.01     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAN9<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8367724.82     | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAA7<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5252526.73     | 0.00%             | 2031-11-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EE4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3039358.82     | 0.00%             | 2027-02-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAL9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    14545000 | PA      | $12454834.13    | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAV2<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3181998.41     | 0.00%             | 2033-06-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAE2<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |     5325000 | PA      | $5359523.37     | 0.00%             | 2032-05-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAF3<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2112739.59     | 0.00%             | 2032-03-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8205                      | CUSIP: 3132D6DJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16226477 | PA      | $16176624.74    | 0.01%             | 2038-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAB4<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |    13359000 | PA      | $7834176.92     | 0.00%             | 2051-06-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5129                      | CUSIP: 3140XLVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   140559297 | PA      | $117815762.36   | 0.04%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4761                      | CUSIP: 31418EJF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44772315 | PA      | $44060717.51    | 0.01%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RB1                                   | WFCM 2017-RB1 A5               | CUSIP: 95000TBS4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $9663498.00     | 0.00%             | 2050-03-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Alameda County Joint Powers Authority                                            | ALAMEDA JT PWRS-A-TXB          | CUSIP: 010831BE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2105000 | PA      | $2366747.07     | 0.00%             | 2044-12-01      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3523                      | CUSIP: 36179R4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      696987 | PA      | $687670.24      | 0.00%             | 2046-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAH7<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     1115000 | PA      | $919765.19      | 0.00%             | 2048-09-21      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK7766                      | CUSIP: 3138ECTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1359386 | PA      | $1337744.46     | 0.00%             | 2027-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18485                      | CUSIP: 3128MMRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1073295 | PA      | $1049149.11     | 0.00%             | 2028-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AD6<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     8443000 | PA      | $8766874.87     | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   704330000 | PA      | $448350065.63   | 0.14%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3978                      | CUSIP: 3140X7M48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4803604 | PA      | $4505273.00     | 0.00%             | 2050-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7645                      | CUSIP: 3140QFP78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44412247 | PA      | $39142213.90    | 0.01%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AQ8<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4590039.87     | 0.00%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDA5<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    24750000 | PA      | $25121753.56    | 0.01%             | 2026-07-13      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41047                      | CUSIP: 3128K1EU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3991 | PA      | $4130.23        | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAM1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     9952000 | PA      | $7970278.87     | 0.00%             | 2047-05-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AF6<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     9055000 | PA      | $8145629.78     | 0.00%             | 2046-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                    | TIMKEN CO                      | CUSIP: 887389AL8<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     3628000 | PA      | $3402142.69     | 0.00%             | 2032-04-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AK8<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2658672.20     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEC6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    34849000 | PA      | $35645962.92    | 0.01%             | 2035-01-23      | Variable      | 5.34%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                           | MSC 2019-H6 A4                 | CUSIP: 61769JBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11660000 | PA      | $11210083.74    | 0.00%             | 2052-06-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Old Republic International Corp                                                  | OLD REPUB INTL                 | CUSIP: 680223AM6<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |     4128000 | PA      | $4251574.60     | 0.00%             | 2034-03-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AG4<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $2370514.75     | 0.00%             | 2029-07-30      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1016                      | CUSIP: 31418ADW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      187687 | PA      | $180893.34      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4965                      | CUSIP: 3140XLQT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6662823 | PA      | $6936959.29     | 0.00%             | 2053-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738904                      | CUSIP: 3620AS3M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      149588 | PA      | $144327.60      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBD4<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     4792000 | PA      | $4801044.12     | 0.00%             | 2027-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G16646                      | CUSIP: 3128MFTB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         703 | PA      | $700.51         | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2446                      | CUSIP: 36179QWF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4127941 | PA      | $3947142.47     | 0.00%             | 2044-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AU9<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     3524000 | PA      | $2864071.77     | 0.00%             | 2049-07-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-3 A                 | CUSIP: 02582JKD1<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |     6800000 | PA      | $6877030.40     | 0.00%             | 2028-09-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   271253000 | PA      | $263062431.58   | 0.08%             | 2026-12-31      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAQ2<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     7280000 | PA      | $4349886.40     | 0.00%             | 2050-04-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735496                      | CUSIP: 31402RC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13971 | PA      | $14838.77       | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142BF9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     2049000 | PA      | $2350596.40     | 0.00%             | 2030-02-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAF7<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     7265000 | PA      | $7127078.76     | 0.00%             | 2029-02-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K134 A2                   | CUSIP: 3137H4CD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9600000 | PA      | $8519777.28     | 0.00%             | 2031-10-25      | Variable      | 2.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4955                      | CUSIP: 3140XLQH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26264323 | PA      | $25845572.85    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BE1<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     5610000 | PA      | $5650468.10     | 0.00%             | 2026-07-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-C                                                    | JDOT 2023-C A3                 | CUSIP: 47787CAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7393274 | PA      | $7457166.92     | 0.00%             | 2028-05-15      | Fixed         | 5.48%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BV6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     4324000 | PA      | $3021497.61     | 0.00%             | 2047-03-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-5                                    | SDART 2024-5 A3                | CUSIP: 802920AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1501352.70     | 0.00%             | 2028-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2086                      | CUSIP: 3140XHJ81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1019486 | PA      | $882263.57      | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B32 Mortgage Trust                                                | BMARK 2022-B32 AS              | CUSIP: 08163NBN4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3425000 | PA      | $2970424.07     | 0.00%             | 2055-01-15      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $17889409.89    | 0.01%             | 2032-07-22      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJJ0<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    27060000 | PA      | $28467353.68    | 0.01%             | 2033-10-21      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFT3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   470184000 | PA      | $474628705.77   | 0.15%             | 2029-10-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   978646500 | PA      | $834525506.63   | 0.27%             | 2030-08-15      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFM8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   496756000 | PA      | $501238447.96   | 0.16%             | 2027-09-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AZ2<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    30532000 | PA      | $27681471.85    | 0.01%             | 2030-11-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP                                                  | PLAINS ALL AMER                | CUSIP: 72650RBQ4<br>LEI: 5521FA2ITF25TVH63740 | Long             | DBT              | CORP              | US        |    16860000 | PA      | $17336767.28    | 0.01%             | 2035-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4278                      | CUSIP: 31418DXG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    41642456 | PA      | $37176544.22    | 0.01%             | 2036-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737031                      | CUSIP: 3620AQY49<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      192213 | PA      | $190153.95      | 0.00%             | 2040-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280ES4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    28400000 | PA      | $28553524.92    | 0.01%             | 2036-03-03      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AP0<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     3809000 | PA      | $3817014.65     | 0.00%             | 2027-10-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2016                      | CUSIP: 3138EJG28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      193308 | PA      | $200141.24      | 0.00%             | 2042-06-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B4 Mortgage Trust                                                 | BMARK 2018-B4 A5               | CUSIP: 08161HAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2725000 | PA      | $2682551.59     | 0.00%             | 2051-07-15      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-RC1                                   | WFCM 2017-RC1 A4               | CUSIP: 95001FAX3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    15275000 | PA      | $15062385.75    | 0.00%             | 2060-01-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AP7<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4228142.64     | 0.00%             | 2046-10-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 562395                      | CUSIP: 36213RXY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15793 | PA      | $16407.83       | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FP0051                      | CUSIP: 3140XTBV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7582214 | PA      | $6085469.12     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAK6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    16425000 | PA      | $16154716.18    | 0.01%             | 2026-10-19      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8107                      | CUSIP: 3132DWAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    56769283 | PA      | $47459410.11    | 0.02%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AG4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     7000000 | PA      | $6627605.93     | 0.00%             | 2029-07-02      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 2350364W7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    12860000 | PA      | $10850092.60    | 0.00%             | 2038-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14785                      | CUSIP: 31296PJ60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18540 | PA      | $19060.01       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0205                      | CUSIP: 3618N5GP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    78168016 | PA      | $78290935.03    | 0.02%             | 2055-02-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2 7/25                    | CUSIP: 01F020679<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   429595000 | PA      | $339916957.83   | 0.11%             | 2025-07-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 616010                      | CUSIP: 36290SKX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9514 | PA      | $9458.09        | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18470                      | CUSIP: 3128MMQY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1672018 | PA      | $1635907.52     | 0.00%             | 2028-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BY9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    12820000 | PA      | $13724614.34    | 0.00%             | 2038-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEQ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    22500000 | PA      | $22831455.40    | 0.01%             | 2027-05-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7107                      | CUSIP: 3140HL3R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      736550 | PA      | $695178.97      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C2                                            | UBSCM 2017-C2 AS               | CUSIP: 90276CAH4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1502147.94     | 0.00%             | 2050-08-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216AY7<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    33169000 | PA      | $38832135.13    | 0.01%             | 2039-09-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C3                                            | UBSCM 2017-C3 AS               | CUSIP: 90276GAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2806440.78     | 0.00%             | 2050-08-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAK8<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    22255000 | PA      | $22562560.74    | 0.01%             | 2033-03-22      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4626                      | CUSIP: 31418ED80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    64432618 | PA      | $60169233.97    | 0.02%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8712                      | CUSIP: 3138WJVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12173152 | PA      | $11699973.41    | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAN3<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4913490.54     | 0.00%             | 2028-08-20      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH4837                      | CUSIP: 3138A6LT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78585 | PA      | $81973.79       | 0.00%             | 2041-02-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EF3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    14368000 | PA      | $8925738.74     | 0.00%             | 2051-02-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397F81<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    19300000 | PA      | $19260985.68    | 0.01%             | 2026-11-05      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 897490                      | CUSIP: 31410UC34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8399 | PA      | $8831.55        | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5876                      | CUSIP: 36179UQ54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1547862 | PA      | $1456165.85     | 0.00%             | 2049-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8570                      | CUSIP: 36179XQX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    55682244 | PA      | $56048215.43    | 0.02%             | 2053-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3360                      | CUSIP: 3140XJWW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17752321 | PA      | $17918631.71    | 0.01%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CG5<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     9550000 | PA      | $5386772.52     | 0.00%             | 2051-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AH1<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |      954000 | PA      | $1022031.78     | 0.00%             | 2036-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAE0<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     4766000 | PA      | $3541361.97     | 0.00%             | 2046-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| NBCUniversal Media LLC                                                           | NBCUNIVERSAL MED               | CUSIP: 63946BAJ9<br>LEI: VTBDOQJ6KOGQ6K786R46 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $10758247.10    | 0.00%             | 2043-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   898878000 | PA      | $894278270.49   | 0.28%             | 2026-09-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                                    | BBCMS 2021-C11 AS              | CUSIP: 05493MAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1075000 | PA      | $930103.12      | 0.00%             | 2054-09-15      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5232                        | CUSIP: 36202FY59<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7154342 | PA      | $6684333.85     | 0.00%             | 2041-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CM9<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    21503000 | PA      | $21839838.79    | 0.01%             | 2027-05-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 734023                      | CUSIP: 3620AMPG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      521254 | PA      | $503279.83      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 872819                      | CUSIP: 31409JVL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27536 | PA      | $28960.58       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-3                                       | EART 2024-3A B                 | CUSIP: 30165AAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3018804.60     | 0.00%             | 2028-09-15      | Fixed         | 5.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254766                      | CUSIP: 31371K6B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      673657 | PA      | $680275.70      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Selective Insurance Group Inc                                                    | SELECTIVE INS GP               | CUSIP: 816300AH0<br>LEI: 549300R3WGJWLE40R258 | Long             | DBT              | CORP              | US        |     2735000 | PA      | $2448793.33     | 0.00%             | 2049-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L6                                           | MSC 2021-L6 B                  | CUSIP: 61692CBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      450000 | PA      | $382591.04      | 0.00%             | 2054-06-15      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8433                      | CUSIP: 3132DWLN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    65902107 | PA      | $68080197.52    | 0.02%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BJ1<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |     6840000 | PA      | $4706402.96     | 0.00%             | 2050-05-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 Mortgage Trust                                                       | BMO 2023-C5 A5                 | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2711782.84     | 0.00%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CC4<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6540000 | PA      | $6303779.67     | 0.00%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DJ4<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |     7715000 | PA      | $7558004.09     | 0.00%             | 2026-07-23      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-4                        | GMCAR 2023-4 A3                | CUSIP: 379930AD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2750000 | PA      | $2781752.88     | 0.00%             | 2028-08-16      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| Yamana Gold Inc                                                                  | YAMANA GOLD INC                | CUSIP: 98462YAF7<br>LEI: 54930002VY22NXG01418 | Long             | DBT              | CORP              | CA        |     4611000 | PA      | $4069343.28     | 0.00%             | 2031-08-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA5806                      | CUSIP: 31416PNY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      561245 | PA      | $545445.54      | 0.00%             | 2039-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4769                      | CUSIP: 3132A5JN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1794717 | PA      | $1695593.67     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRM1<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    31050000 | PA      | $28815833.50    | 0.01%             | 2054-03-12      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CD8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1751586.14     | 0.00%             | 2049-11-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6038                      | CUSIP: 3140X9V85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17046068 | PA      | $16051926.19    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBK3<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     5636000 | PA      | $5636763.64     | 0.00%             | 2027-05-09      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781830                      | CUSIP: 36241KA73<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      477623 | PA      | $482098.46      | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FF9<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     8425000 | PA      | $7163112.72     | 0.00%             | 2042-02-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5133                      | CUSIP: 3140X8V38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27619653 | PA      | $26258194.66    | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   636161000 | PA      | $447797703.91   | 0.14%             | 2052-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DC0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     6050000 | PA      | $6090116.70     | 0.00%             | 2055-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0221                      | CUSIP: 36179MG61<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      789278 | PA      | $759400.56      | 0.00%             | 2042-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1417656800 | PA      | $1419871888.75  | 0.45%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3597                      | CUSIP: 31418C7K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2750765 | PA      | $2509118.98     | 0.00%             | 2049-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWA3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12067610.39    | 0.00%             | 2027-01-11      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08650                      | CUSIP: 3128MJWL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5196063 | PA      | $4809113.50     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3042                      | CUSIP: 3138EKLY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          38 | PA      | $38.19          | 0.00%             | 2026-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Electronic Arts Inc                                                              | ELECTRONIC ARTS                | CUSIP: 285512AE9<br>LEI: 549300O7A67PUEYKDL45 | Long             | DBT              | CORP              | US        |     2594000 | PA      | $2251532.22     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5775                      | CUSIP: 3140XMMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10941948 | PA      | $11214632.73    | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DU6<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    18145000 | PA      | $19931532.65    | 0.01%             | 2064-05-01      | Fixed         | 7.01%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-1 A                  | CUSIP: 92348KDR1<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     9000000 | PA      | $9138608.10     | 0.00%             | 2031-01-21      | Fixed         | 4.71%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAS0<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9997761.39     | 0.00%             | 2054-04-30      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-C            | CUSIP: 2350366Z8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5270000 | PA      | $4202731.19     | 0.00%             | 2040-11-01      | Fixed         | 3.09%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBL8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $12833382.80    | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEK7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19419363.12    | 0.01%             | 2028-01-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3938                      | CUSIP: 31418DLU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2321947 | PA      | $2184997.55     | 0.00%             | 2050-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Novant Health Inc                                                                | NOVANT HEALTH IN               | CUSIP: 66988AAH7<br>LEI: 549300ZUXEGFGE8EP917 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $7279685.03     | 0.00%             | 2051-11-01      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0651                      | CUSIP: 3140QKWM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130882 | PA      | $125541.66      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4776                      | CUSIP: 31418EJW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57003 | PA      | $55952.39       | 0.00%             | 2037-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAH6<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4517155.25     | 0.00%             | 2028-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKC4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   410702000 | PA      | $418659351.25   | 0.13%             | 2031-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DJ3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    13919000 | PA      | $13715334.56    | 0.00%             | 2051-09-15      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128282A7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   479832000 | PA      | $466861541.25   | 0.15%             | 2026-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GS6<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     7279000 | PA      | $7858300.56     | 0.00%             | 2040-04-30      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Sixth Street Specialty Lending Inc                                               | SIXTH STREET                   | CUSIP: 83012AAC3<br>LEI: 549300TX61566GJWCN05 | Long             | DBT              | CORP              | US        |     9870000 | PA      | $10109595.61    | 0.00%             | 2029-03-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CE5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4526263.15     | 0.00%             | 2040-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7706                      | CUSIP: 36179WR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    65635691 | PA      | $58077498.03    | 0.02%             | 2051-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 01021NAD4<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |     3720000 | PA      | $3712272.89     | 0.00%             | 2028-05-08      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 832649                      | CUSIP: 31407KBS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10224 | PA      | $10550.16       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03805                      | CUSIP: 31292LGN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6918754 | PA      | $6522870.60     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBS7<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $9710766.88     | 0.00%             | 2027-07-09      | Variable      | 1.55%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LA9<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    52100000 | PA      | $52314454.21    | 0.02%             | 2031-01-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AE7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     5835000 | PA      | $6067204.06     | 0.00%             | 2033-04-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BQ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $1505575.79     | 0.00%             | 2051-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1527                      | CUSIP: 3142GRVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    72495544 | PA      | $73849107.81    | 0.02%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543CR2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     9975000 | PA      | $9153242.43     | 0.00%             | 2048-11-30      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERDS7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    10345000 | PA      | $10513209.70    | 0.00%             | 2027-05-06      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555880                      | CUSIP: 31385XQ91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1576106 | PA      | $1619625.70     | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: 35177PAL1<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    23215000 | PA      | $28199569.58    | 0.01%             | 2031-03-01      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1719                      | CUSIP: 3138EH4D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      306807 | PA      | $302913.86      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4937                      | CUSIP: 31417BPX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2301556 | PA      | $2163709.84     | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAQ0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    10850000 | PA      | $11049443.07    | 0.00%             | 2031-02-14      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| East Ohio Gas Co/The                                                             | EAST OHIO GAS CO               | CUSIP: 27409LAC7<br>LEI: BC95Y6MXLT75BGO7UM71 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $889141.82      | 0.00%             | 2030-06-15      | Fixed         | 2.00%                 | Yes           |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANK               | CUSIP: 316773CV0<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $9310542.72     | 0.00%             | 2028-03-14      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 023551AM6<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |     5780000 | PA      | $6547997.84     | 0.00%             | 2033-03-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AF7<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3499749.90     | 0.00%             | 2043-11-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKC2<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    31340000 | PA      | $26564115.72    | 0.01%             | 2036-09-21      | Variable      | 2.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01665                      | CUSIP: 31283HZ65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      955994 | PA      | $984951.20      | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7226                      | CUSIP: 3140XBA42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18667451 | PA      | $17653937.18    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738AT5<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $20763945.38    | 0.01%             | 2026-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Golub Capital BDC Inc                                                            | GOLUB CAPITAL                  | CUSIP: 38173MAE2<br>LEI: 2549005WE0QLGK9APF78 | Long             | DBT              | CORP              | US        |    14455000 | PA      | $14648484.13    | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    11800000 | PA      | $11046973.48    | 0.00%             | 2030-02-14      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3.5 7/25                  | CUSIP: 21H032670<br>LEI: N/A                  | Short            | ABS-MBS          | USGA              | US        |   -34740000 | PA      | $-31535165.52   | -0.01%            | 2025-07-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41068                      | CUSIP: 3128K1FH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       98068 | PA      | $99314.13       | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044BV2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6942449.89     | 0.00%             | 2029-09-15      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                                          | CARMX 2025-2 A3                | CUSIP: 14320AAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1210988.04     | 0.00%             | 2030-03-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAJ5<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10456954.12    | 0.00%             | 2034-06-05      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PCX2<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     8195000 | PA      | $6537860.55     | 0.00%             | 2042-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| El Paso Electric Co                                                              | EL PASO ELEC CO                | CUSIP: 283677AZ5<br>LEI: OZ8GM8L4AHPKSWZMW205 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2805316.47     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786642                      | CUSIP: 3622ACHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16571448 | PA      | $16937097.50    | 0.01%             | 2053-04-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CE9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     2575000 | PA      | $2266454.71     | 0.00%             | 2064-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CP0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    25825000 | PA      | $18125429.32    | 0.01%             | 2046-07-06      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAJ6<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    12300000 | PA      | $12357517.76    | 0.00%             | 2032-03-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBE6<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     7000000 | PA      | $4999590.18     | 0.00%             | 2049-05-24      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJZ5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1113266000 | PA      | $1101872412.71  | 0.35%             | 2034-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AP9<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     4570000 | PA      | $4532668.97     | 0.00%             | 2028-09-26      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DD1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $13759545.40    | 0.00%             | 2055-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBA3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      650000 | PA      | $511754.61      | 0.00%             | 2042-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8776                      | CUSIP: 3138ETXE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      291329 | PA      | $268740.67      | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAD0<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    11086000 | PA      | $9536335.39     | 0.00%             | 2031-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fox Corp                                                                         | FOX CORP                       | CUSIP: 35137LAL9<br>LEI: 549300DDU6FDRBIELS05 | Long             | DBT              | CORP              | US        |     6648000 | PA      | $6360414.96     | 0.00%             | 2030-04-08      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAL8<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     5040000 | PA      | $5179465.34     | 0.00%             | 2030-01-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BR3<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $5273676.97     | 0.00%             | 2047-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130A8XY4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    35000000 | PA      | $34143235.00    | 0.01%             | 2026-09-11      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38148YAA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    57447000 | PA      | $50068089.57    | 0.02%             | 2038-10-31      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9071                      | CUSIP: 3133KRCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9087184 | PA      | $9313645.86     | 0.00%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6284                      | CUSIP: 36179U6V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      139984 | PA      | $128315.01      | 0.00%             | 2049-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 40414LAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1046000 | PA      | $1146065.75     | 0.00%             | 2041-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00078                      | CUSIP: 3132GDCP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2310604 | PA      | $2291122.11     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAF4<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3652639.29     | 0.00%             | 2044-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FU7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $7627563.97     | 0.00%             | 2030-09-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AD9<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $3514480.16     | 0.00%             | 2050-09-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDK2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $7455607.49     | 0.00%             | 2041-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAF3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14690000 | PA      | $14475098.64    | 0.00%             | 2028-05-01      | Variable      | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8329                      | CUSIP: 3132DWHE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26073787 | PA      | $25617333.68    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CG1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    22220000 | PA      | $20367924.48    | 0.01%             | 2053-02-27      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8512                      | CUSIP: 3132D6N55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12603407 | PA      | $11603225.98    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7569                      | CUSIP: 3132DVMS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43718994 | PA      | $45013447.32    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX0833                      | CUSIP: 3138Y14T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2571277 | PA      | $2391483.45     | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01315                      | CUSIP: 31283HN84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2270 | PA      | $2387.65        | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AE2<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    44128000 | PA      | $44049886.53    | 0.01%             | 2033-05-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8805                      | CUSIP: 3138ETYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2226009 | PA      | $2070967.69     | 0.00%             | 2045-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAQ2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |      905000 | PA      | $874450.01      | 0.00%             | 2053-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CBA1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4357186.75     | 0.00%             | 2031-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8136                      | CUSIP: 3132D6BD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38868675 | PA      | $34590917.23    | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-B                                              | FORDO 2022-B A3                | CUSIP: 34534LAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      298574 | PA      | $298381.15      | 0.00%             | 2026-09-15      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6820                      | CUSIP: 36179VSH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    35307482 | PA      | $31294105.42    | 0.01%             | 2050-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8188                      | CUSIP: 3132DWCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   162950106 | PA      | $129459443.05   | 0.04%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CW6<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     7473000 | PA      | $6825328.58     | 0.00%             | 2030-09-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08702                      | CUSIP: 3128MJX88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3590241 | PA      | $3316144.84     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DA1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $2343964.57     | 0.00%             | 2047-07-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAC9<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    12038000 | PA      | $10916234.50    | 0.00%             | 2045-09-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1326                      | CUSIP: 3140XGPL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9476593 | PA      | $8433630.22     | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4777                      | CUSIP: 36179TJW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9012417 | PA      | $8049942.47     | 0.00%             | 2047-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07239                      | CUSIP: 3128M9LU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1746101 | PA      | $1601761.56     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DA4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $9082173.49     | 0.00%             | 2032-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CE4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    21695000 | PA      | $18138958.02    | 0.01%             | 2048-01-11      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAU7<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |     6427000 | PA      | $5683219.32     | 0.00%             | 2047-03-08      | Fixed         | 5.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745311                      | CUSIP: 3620C1AL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1721536 | PA      | $1664834.94     | 0.00%             | 2040-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMP3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   651667400 | PA      | $655129383.06   | 0.21%             | 2027-02-28      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1390                      | CUSIP: 3128NHRK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36062 | PA      | $37121.96       | 0.00%             | 2036-12-01      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 898103                      | CUSIP: 31410UX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4581 | PA      | $4951.80        | 0.00%             | 2036-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| DENTSPLY SIRONA Inc                                                              | DENTSPLY SIRONA                | CUSIP: 24906PAA7<br>LEI: 9NHEHR1SOZCYXDO8HO28 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $5932227.66     | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-5                                    | SDART 2023-5 C                 | CUSIP: 80286PAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4400000 | PA      | $4563576.16     | 0.00%             | 2031-02-18      | Fixed         | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890755                      | CUSIP: 31410LTL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1027009 | PA      | $979201.30      | 0.00%             | 2031-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B22 Mortgage Trust                                                | BMARK 2020-B22 A5              | CUSIP: 08163BBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14350000 | PA      | $12330563.25    | 0.00%             | 2054-01-15      | Fixed         | 1.97%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAU2<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4088171.00     | 0.00%             | 2031-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BN1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6150000 | PA      | $6197987.02     | 0.00%             | 2030-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1859                      | CUSIP: 3132AEB47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17741921 | PA      | $17752899.29    | 0.01%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RBB7<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |    10750000 | PA      | $10527659.92    | 0.00%             | 2034-10-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526DA4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    13175000 | PA      | $13381428.73    | 0.00%             | 2031-05-09      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3429                      | CUSIP: 3138EKY33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2323857 | PA      | $2299821.50     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXD6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5059236.61     | 0.00%             | 2026-09-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK0909                      | CUSIP: 3140HEAK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4006386 | PA      | $3781354.47     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2017-1 Class AA Pass Through Trust                             | AM AIRLN 17-1 AA               | CUSIP: 023761AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1722000 | PA      | $1664604.53     | 0.00%             | 2030-08-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2134                      | CUSIP: 3140XHLQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7894334 | PA      | $7161368.34     | 0.00%             | 2051-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAP6<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |     3573000 | PA      | $3679796.42     | 0.00%             | 2029-03-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAY7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   640670000 | PA      | $595547810.51   | 0.19%             | 2027-11-30      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6913                      | CUSIP: 3140XAVF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2727935 | PA      | $2516426.28     | 0.00%             | 2048-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAY0<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $10720107.80    | 0.00%             | 2062-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WESTROCK MWV LLC               | CUSIP: 961548AY0<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3474384.19     | 0.00%             | 2031-02-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECG8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    16885000 | PA      | $17923586.48    | 0.01%             | 2034-05-09      | Variable      | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4398                      | CUSIP: 31418D3G5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   145742757 | PA      | $115925304.77   | 0.04%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EE9<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    46115000 | PA      | $44828589.98    | 0.01%             | 2027-11-02      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR8982                      | CUSIP: 3138W66U5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4360617 | PA      | $3961339.38     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3775                      | CUSIP: 3132E0FQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    53448274 | PA      | $53531434.13    | 0.02%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CJ2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    18041000 | PA      | $15903697.51    | 0.01%             | 2034-05-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08715                      | CUSIP: 3128MJYM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3031018 | PA      | $2700404.67     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AT9<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     3780000 | PA      | $3302444.34     | 0.00%             | 2044-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RU4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   294674700 | PA      | $216954247.88   | 0.07%             | 2046-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1515 A2                 | CUSIP: 3137FTZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13000000 | PA      | $10359956.10    | 0.00%             | 2035-02-25      | Fixed         | 1.94%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7948                      | CUSIP: 3133KPZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19820987 | PA      | $19907572.86    | 0.01%             | 2052-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95257                      | CUSIP: 312943ZW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      969886 | PA      | $917457.71      | 0.00%             | 2040-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9869                      | CUSIP: 3138ER6F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2242467 | PA      | $2177844.76     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    17275000 | PA      | $15466434.48    | 0.00%             | 2033-02-04      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4718                      | CUSIP: 3132A5G33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7856002 | PA      | $7436840.06     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CBC7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    11683000 | PA      | $12438494.07    | 0.00%             | 2034-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BK8<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5235193.00     | 0.00%             | 2030-11-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 770325                      | CUSIP: 31404JYW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10316 | PA      | $10621.13       | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bank NA/Cincinnati OH                                                         | US BANK NA OHIO                | CUSIP: 90331HPP2<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |    29000000 | PA      | $29033100.03    | 0.01%             | 2027-10-22      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BB0<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3584733.46     | 0.00%             | 2030-05-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257132                      | CUSIP: 31371NSV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8810 | PA      | $8828.23        | 0.00%             | 2028-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DL2<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     1435000 | PA      | $1447501.72     | 0.00%             | 2029-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1223                      | CUSIP: 36179NLC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16808629 | PA      | $15295272.77    | 0.00%             | 2043-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN1056                      | CUSIP: 3140JHE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      689688 | PA      | $677523.26      | 0.00%             | 2033-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAK3<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |    31877000 | PA      | $29401187.87    | 0.01%             | 2030-02-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15204                      | CUSIP: 3128PUX98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59534 | PA      | $59310.83       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBL7<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14443159.84    | 0.00%             | 2054-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     4244000 | PA      | $4349719.75     | 0.00%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6631                      | CUSIP: 3140KELM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18639044 | PA      | $14994606.08    | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1762                      | CUSIP: 36179N5X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4361135 | PA      | $4304644.77     | 0.00%             | 2044-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 144141DB1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     5425000 | PA      | $4516204.45     | 0.00%             | 2042-05-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA46<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10225000 | PA      | $10849160.43    | 0.00%             | 2029-10-24      | Variable      | 6.48%                 | No            |                  2 | On Loan: No      |
| United Airlines 2016-1 Class AA Pass Through Trust                               | UNTD AIR 16-1 AA               | CUSIP: 90931LAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14275543 | PA      | $13640611.03    | 0.00%             | 2030-01-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564458                      | CUSIP: 36213UB33<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2798 | PA      | $2873.27        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAG1<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     8500000 | PA      | $7175596.03     | 0.00%             | 2042-08-21      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AH4<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5651191.46     | 0.00%             | 2026-12-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284BB1<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    10425000 | PA      | $10047277.04    | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFC8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    14777000 | PA      | $13962278.63    | 0.00%             | 2044-01-21      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DW5<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    12735000 | PA      | $9826950.37     | 0.00%             | 2052-01-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 AQ6652                      | CUSIP: 36189XL93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2560997 | PA      | $2353924.36     | 0.00%             | 2046-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Financial                                                              | SYNCHRONY FINANC               | CUSIP: 87165BAP8<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |    10630000 | PA      | $10670067.83    | 0.00%             | 2029-03-19      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8487                      | CUSIP: 36179XNC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10143668 | PA      | $9251374.15     | 0.00%             | 2052-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13743                      | CUSIP: 3132HQEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3148945 | PA      | $2868486.75     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HY6<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $7955861.37     | 0.00%             | 2047-12-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02698                      | CUSIP: 3128M4KK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       57780 | PA      | $60826.67       | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HAD9<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     7369000 | PA      | $7118872.63     | 0.00%             | 2026-12-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67715                      | CUSIP: 3132XCSC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14553535 | PA      | $14244801.73    | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUY3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $5281781.10     | 0.00%             | 2029-07-18      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5497                      | CUSIP: 31418FDB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36338212 | PA      | $36337971.82    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1840                      | CUSIP: 36179QBH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1265662 | PA      | $1249364.84     | 0.00%             | 2044-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DL1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $5395150.76     | 0.00%             | 2051-03-05      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QJ3250                      | CUSIP: 3133CTTF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18486057 | PA      | $19117248.27    | 0.01%             | 2054-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91785                      | CUSIP: 3129396W6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      114933 | PA      | $116430.35      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781988                      | CUSIP: 36241KF52<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      419025 | PA      | $423227.25      | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAM0<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2468299.65     | 0.00%             | 2042-08-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENER               | CUSIP: 745332BX3<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     3840000 | PA      | $4138096.66     | 0.00%             | 2037-03-15      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K143 A1                   | CUSIP: 3137H73Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1935086 | PA      | $1812809.98     | 0.00%             | 2055-04-25      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BY4<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    14714000 | PA      | $13829153.05    | 0.00%             | 2039-06-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8069                      | CUSIP: 3132DV6E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9529144 | PA      | $8662258.62     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08705                      | CUSIP: 3128MJYB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1123936 | PA      | $1001340.69     | 0.00%             | 2046-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535704                      | CUSIP: 31384WDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1444 | PA      | $1461.39        | 0.00%             | 2030-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KV2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     7054000 | PA      | $6249513.31     | 0.00%             | 2052-07-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW1276                      | CUSIP: 3138XQM24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2427505 | PA      | $2321817.60     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4426                      | CUSIP: 36179S4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2238994 | PA      | $2202237.75     | 0.00%             | 2032-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AU3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9150000 | PA      | $8931538.67     | 0.00%             | 2054-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BY1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    19000000 | PA      | $17845012.83    | 0.01%             | 2028-05-12      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0367                      | CUSIP: 3618N5MR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    38516055 | PA      | $39098105.42    | 0.01%             | 2055-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9316                      | CUSIP: 3140QVK60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18631697 | PA      | $18373940.82    | 0.01%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5122                      | CUSIP: 3133KYVP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13277173 | PA      | $11755623.36    | 0.00%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                  | CUSIP: 703481AB7<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $5229516.02     | 0.00%             | 2028-02-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAE6<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     5820000 | PA      | $6027760.55     | 0.00%             | 2031-06-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BZ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    10056000 | PA      | $10484173.82    | 0.00%             | 2033-02-09      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBP5<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    33750000 | PA      | $28468599.20    | 0.01%             | 2035-11-15      | Fixed         | 3.14%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE9757                      | CUSIP: 31419LZX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      312764 | PA      | $302807.18      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7097                      | CUSIP: 3140HL3F1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18422 | PA      | $18438.67       | 0.00%             | 2048-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CE7<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    23350000 | PA      | $23114392.16    | 0.01%             | 2026-11-24      | Variable      | 2.13%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2024-1                                                   | BMWLT 2024-1 A3                | CUSIP: 05611UAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7100000 | PA      | $7124235.85     | 0.00%             | 2027-03-25      | Fixed         | 4.98%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EX6<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    13700000 | PA      | $11736899.60    | 0.00%             | 2031-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CF9<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    11356000 | PA      | $10149715.04    | 0.00%             | 2037-03-03      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                          | NEWMNT / NEWCRST               | CUSIP: 65163LAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1240196.44     | 0.00%             | 2030-05-13      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CK7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1148823.93     | 0.00%             | 2037-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8350                      | CUSIP: 3140QUH41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23781082 | PA      | $24225098.27    | 0.01%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4437                      | CUSIP: 31418D4X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   138660540 | PA      | $110292035.91   | 0.04%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCP9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    27500000 | PA      | $26530993.62    | 0.01%             | 2027-09-22      | Variable      | 1.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5529                      | CUSIP: 31418FEB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6587396 | PA      | $6299951.56     | 0.00%             | 2054-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AZ5<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $3877249.18     | 0.00%             | 2051-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0449                      | CUSIP: 3140QKQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16797437 | PA      | $13376603.47    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4733                      | CUSIP: 31418EHK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63310393 | PA      | $60785226.04    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400EV1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8741000 | PA      | $8914862.19     | 0.00%             | 2035-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    11460000 | PA      | $11436343.59    | 0.00%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4978                      | CUSIP: 3138EMQ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      242451 | PA      | $251009.06      | 0.00%             | 2041-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ORIX Corp                                                                        | ORIX CORP                      | CUSIP: 686329AB9<br>LEI: 35380016EMHNBOVYE123 | Long             | DBT              | CORP              | JP        |     6800000 | PA      | $6886755.50     | 0.00%             | 2035-02-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCA7<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1734168.14     | 0.00%             | 2031-02-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CC5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    11650000 | PA      | $11789316.35    | 0.00%             | 2035-06-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4512                      | CUSIP: 31418EAN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    89034508 | PA      | $74127246.49    | 0.02%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BP4<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6080510.55     | 0.00%             | 2028-01-30      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDG2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10394100.30    | 0.00%             | 2028-02-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Aon Global Ltd                                                                   | AON PLC                        | CUSIP: 00185AAH7<br>LEI: VVT2B79I2Z4U3R6BY589 | Long             | DBT              | CORP              | GB        |     1104000 | PA      | $965736.98      | 0.00%             | 2045-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 759088                      | CUSIP: 36230UCZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1712983 | PA      | $1653916.09     | 0.00%             | 2041-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8231                      | CUSIP: 3132DWEC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45392192 | PA      | $43581702.05    | 0.01%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BB3<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    13700000 | PA      | $13197166.22    | 0.00%             | 2027-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55196                      | CUSIP: 3128KHXZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19059 | PA      | $20101.61       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBF1<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    16100000 | PA      | $13397835.27    | 0.00%             | 2033-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4396                      | CUSIP: 3140QP3E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19443196 | PA      | $18691998.15    | 0.01%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZV5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   308450000 | PA      | $289412851.56   | 0.09%             | 2027-06-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DCC7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     7968000 | PA      | $8101277.69     | 0.00%             | 2035-08-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0855                      | CUSIP: 3140Q75R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2412730 | PA      | $2218120.43     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-B Owner Trust                                       | TAOT 2022-B A4                 | CUSIP: 89238FAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      875000 | PA      | $867521.20      | 0.00%             | 2027-08-16      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HZ9<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    25557000 | PA      | $24802657.89    | 0.01%             | 2034-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAJ4<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |    16250000 | PA      | $15675514.55    | 0.00%             | 2029-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2015-JP1                    | JPMCC 2015-JP1 A5              | CUSIP: 46590KAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2825000 | PA      | $2800344.81     | 0.00%             | 2049-01-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0533                      | CUSIP: 3142GQSX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15739475 | PA      | $16670457.48    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01857                      | CUSIP: 3128LXB25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      131275 | PA      | $132742.46      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22224                      | CUSIP: 31296YPH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70801 | PA      | $71650.18       | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBD6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    29975000 | PA      | $26817183.95    | 0.01%             | 2037-08-15      | Fixed         | 4.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0799                      | CUSIP: 3138LQ3H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70196 | PA      | $69281.41       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAR6<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |    12756000 | PA      | $12365653.70    | 0.00%             | 2028-01-11      | Variable      | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM0802                      | CUSIP: 3131XT3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1577460 | PA      | $1507096.14     | 0.00%             | 2046-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BK7<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2451321.70     | 0.00%             | 2029-08-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256985                      | CUSIP: 31371NNA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      163314 | PA      | $177256.01      | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-A                                          | HDMOT 2023-A A3                | CUSIP: 41285JAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2034895 | PA      | $2039035.10     | 0.00%             | 2027-12-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP3                    | JPMCC 2016-JP3 A5              | CUSIP: 46590RAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9250000 | PA      | $9036942.90     | 0.00%             | 2049-08-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591EH1<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    22828000 | PA      | $23411072.78    | 0.01%             | 2039-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Koninklijke Ahold Delhaize NV                                                    | KONINKLIJKE                    | CUSIP: 24668PAE7<br>LEI: 724500C9GNBV20UYRX36 | Long             | DBT              | CORP              | NL        |     2123000 | PA      | $2166916.69     | 0.00%             | 2040-10-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   790335000 | PA      | $732665242.97   | 0.23%             | 2027-12-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4407                      | CUSIP: 31418D3R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37008490 | PA      | $31705181.05    | 0.01%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0149                      | CUSIP: 3618N5EX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20384858 | PA      | $20942035.01    | 0.01%             | 2055-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FN3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    10760000 | PA      | $8810992.27     | 0.00%             | 2052-07-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAS9<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     4875000 | PA      | $4838840.18     | 0.00%             | 2028-05-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368L8K5<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    10300000 | PA      | $10320833.65    | 0.00%             | 2027-09-10      | Variable      | 4.57%                 | No            |                  2 | On Loan: No      |
| LXP Industrial Trust                                                             | LEXINGTON REALTY               | CUSIP: 529537AA0<br>LEI: 549300S4MH2ICXDBFV43 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5079002.03     | 0.00%             | 2031-10-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EP9<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $6174837.64     | 0.00%             | 2049-10-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BA8<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3000227.26     | 0.00%             | 2041-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4761                      | CUSIP: 3140X8JF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7234744 | PA      | $5858590.16     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B8336                      | CUSIP: 3128UGUL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40565 | PA      | $42074.68       | 0.00%             | 2041-06-01      | Floating      | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K749 AM                   | CUSIP: 3137H74Q3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1800000 | PA      | $1672422.66     | 0.00%             | 2029-04-25      | Variable      | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6925                      | CUSIP: 3138WGVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      654226 | PA      | $637451.67      | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737946                      | CUSIP: 3620ARZK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       14901 | PA      | $14832.16       | 0.00%             | 2026-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2946                      | CUSIP: 3140XJHY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13692211 | PA      | $13555204.09    | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TGU3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     9575000 | PA      | $8702757.88     | 0.00%             | 2030-02-13      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK9637                      | CUSIP: 3140HPV79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17884 | PA      | $16352.12       | 0.00%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAD5<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     5305000 | PA      | $5424261.96     | 0.00%             | 2033-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4288                      | CUSIP: 3138X3XS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7007521 | PA      | $6744048.99     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-TXBL-PREREFUND           | CUSIP: 13063EMJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3270000 | PA      | $3314759.76     | 0.00%             | 2033-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863EA2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    11826433 | PA      | $11107046.01    | 0.00%             | 2054-01-05      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057CY8<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4534399.46     | 0.00%             | 2030-07-30      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AW5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $16734482.97    | 0.01%             | 2041-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Aflac Inc                                                                        | AFLAC INC                      | CUSIP: 001055AY8<br>LEI: 549300N0B7DOGLXWPP39 | Long             | DBT              | CORP              | US        |     9075000 | PA      | $7862547.27     | 0.00%             | 2049-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EX7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     8010000 | PA      | $7023129.30     | 0.00%             | 2036-11-18      | Variable      | 3.02%                 | No            |                  2 | On Loan: No      |
| Telefonica Emisiones SA                                                          | TELEFONICA EMIS                | CUSIP: 87938WAT0<br>LEI: 549300Y5MFC4SW5Z3K71 | Long             | DBT              | CORP              | ES        |    15575000 | PA      | $15495626.07    | 0.00%             | 2027-03-08      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3713                        | CUSIP: 36202EDS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       30815 | PA      | $32217.67       | 0.00%             | 2035-05-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: 636274AD4<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    11500000 | PA      | $11902693.18    | 0.00%             | 2028-06-12      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BY9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    21700000 | PA      | $18670160.29    | 0.01%             | 2030-09-03      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GR9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $3760881.96     | 0.00%             | 2034-08-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGJ7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    45000000 | PA      | $40367451.73    | 0.01%             | 2031-03-21      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   365618000 | PA      | $369331307.81   | 0.12%             | 2031-11-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-3                                    | SDART 2024-3 A3                | CUSIP: 80287LAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6780000 | PA      | $6813729.82     | 0.00%             | 2029-01-16      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2879                      | CUSIP: 31418CFV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1865396 | PA      | $1767615.43     | 0.00%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753837                      | CUSIP: 31403NPW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7705 | PA      | $7934.06        | 0.00%             | 2033-12-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAA4<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |    10525000 | PA      | $7814128.28     | 0.00%             | 2049-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDD8<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |     6500000 | PA      | $6680423.55     | 0.00%             | 2030-05-26      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 839309                      | CUSIP: 31407SN24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23926 | PA      | $24730.37       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AR3<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5722740.30     | 0.00%             | 2029-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CG4<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4695008.64     | 0.00%             | 2029-09-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMWOT 2025-A A3                | CUSIP: 096924AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5042813.00     | 0.00%             | 2029-09-25      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4400                      | CUSIP: 31418D3J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13224437 | PA      | $11518825.83    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-3                        | GMCAR 2022-3 A4                | CUSIP: 36265WAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1400000 | PA      | $1392338.92     | 0.00%             | 2027-12-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995674                      | CUSIP: 31416CCK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      235501 | PA      | $248015.65      | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BZ0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     8058000 | PA      | $7974385.81     | 0.00%             | 2028-08-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBZ7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     7676000 | PA      | $8307305.62     | 0.00%             | 2053-11-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6046                      | CUSIP: 3132DTWF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11875303 | PA      | $12152692.74    | 0.00%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCH4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    17300000 | PA      | $16685837.62    | 0.01%             | 2055-02-16      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J21162                      | CUSIP: 31306YJF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      326873 | PA      | $320933.86      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 780061                      | CUSIP: 31404VTS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6982 | PA      | $7038.52        | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 987367                      | CUSIP: 31415RZ80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23245 | PA      | $24920.96       | 0.00%             | 2038-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8102                      | CUSIP: 3140HNAC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1635904 | PA      | $1544018.14     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BX2<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $8307649.51     | 0.00%             | 2032-05-30      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EC8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    14700000 | PA      | $15910725.38    | 0.01%             | 2063-11-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BG3<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $11402654.52    | 0.00%             | 2027-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9313                      | CUSIP: 3140XDK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7135953 | PA      | $6386273.67     | 0.00%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599ED3<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    14878000 | PA      | $15735445.19    | 0.01%             | 2030-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3786                      | CUSIP: 3140J8F40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4575661 | PA      | $4282037.72     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BT9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12619642.37    | 0.00%             | 2053-05-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   798011000 | PA      | $802624501.09   | 0.26%             | 2026-06-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Baptist Health South Florida Obligated Group                                     | BAPTIST HEALTH                 | CUSIP: 066836AC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2028058.05     | 0.00%             | 2071-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4715                        | CUSIP: 36202FGY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1832630 | PA      | $1856639.75     | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                         | LKQ CORP                       | CUSIP: 501889AD1<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11333466.12    | 0.00%             | 2028-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Enstar Finance LLC                                                               | ENSTAR FINANCE                 | CUSIP: 29360AAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7055000 | PA      | $6939179.44     | 0.00%             | 2042-01-15      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Tucson AZ                                                                | TUCSON AZ-A-TXBL-COPS          | CUSIP: 898735UW3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3330000 | PA      | $2386699.58     | 0.00%             | 2047-07-01      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AY5<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4412667.71     | 0.00%             | 2048-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBH7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     7693000 | PA      | $7392582.09     | 0.00%             | 2029-09-06      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFQ9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     9850000 | PA      | $9808274.92     | 0.00%             | 2029-09-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513EBY6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     1010000 | PA      | $1072328.18     | 0.00%             | 2027-08-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AY5<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    10253000 | PA      | $10407168.12    | 0.00%             | 2027-08-07      | Variable      | 5.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555432                      | CUSIP: 31385XA98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      163941 | PA      | $168372.62      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1656                      | CUSIP: 3132DNZV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26745966 | PA      | $22635581.80    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4512                      | CUSIP: 36179TAM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1391253 | PA      | $1362649.75     | 0.00%             | 2047-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2133                      | CUSIP: 3140XHLP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10612540 | PA      | $9970023.91     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893282                      | CUSIP: 31410PM75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11023 | PA      | $11569.76       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAD3<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $5784685.69     | 0.00%             | 2031-01-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEZ5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    11300000 | PA      | $11285926.30    | 0.00%             | 2029-10-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBJ3<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     7958000 | PA      | $8006985.24     | 0.00%             | 2030-05-17      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0330                      | CUSIP: 3140W0LL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8834358 | PA      | $9135309.05     | 0.00%             | 2055-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-165 A2                  | CUSIP: 3137HHHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5150000 | PA      | $5123377.59     | 0.00%             | 2034-09-25      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-3                                                   | CARMX 2023-3 A3                | CUSIP: 14319BAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2674433 | PA      | $2690635.33     | 0.00%             | 2028-05-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BV1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $5373487.10     | 0.00%             | 2041-08-12      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | DIAGEO INV CORP                | CUSIP: 25245BAE7<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     5286000 | PA      | $5525954.77     | 0.00%             | 2035-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAK6<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     5850000 | PA      | $5890598.74     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Corpus Christi Holdings LLC                                             | CHENIERE CORP CH               | CUSIP: 16412XAL9<br>LEI: 549300I7CIEWU1BBLQ53 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $6457773.83     | 0.00%             | 2039-12-31      | Fixed         | 2.74%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CF1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     7850000 | PA      | $7837882.52     | 0.00%             | 2028-04-24      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Benchmark 2025-V15 Mortgage Trust                                                | BMARK 2025-V15 A3              | CUSIP: 08164CAC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10000000 | PA      | $10487994.00    | 0.00%             | 2058-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516AT3<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     4945000 | PA      | $5179617.46     | 0.00%             | 2037-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RFU1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4492764.07     | 0.00%             | 2050-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2022-C Owner Trust                                       | TAOT 2022-C A3                 | CUSIP: 89231CAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1293397 | PA      | $1289525.57     | 0.00%             | 2027-04-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90925                      | CUSIP: 3128P7A29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         398 | PA      | $397.26         | 0.00%             | 2025-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    15510000 | PA      | $9982154.69     | 0.00%             | 2062-06-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AN4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    11875000 | PA      | $11404981.86    | 0.00%             | 2029-06-14      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CA1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $23382733.35    | 0.01%             | 2032-03-03      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                       | CUSIP: 482480AG5<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    11041000 | PA      | $11028929.45    | 0.00%             | 2029-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KH9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    20901000 | PA      | $21061884.66    | 0.01%             | 2053-01-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM7731                      | CUSIP: 3131Y2SU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      946542 | PA      | $893376.73      | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC29                                    | CGCMT 2015-GC29 B              | CUSIP: 17323VBD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1763285 | PA      | $1692753.78     | 0.00%             | 2048-04-10      | Variable      | 3.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7767                      | CUSIP: 36179WTY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   108623125 | PA      | $92366794.73    | 0.03%             | 2051-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATIONA               | CUSIP: 31620MAU0<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |      300000 | PA      | $245688.73      | 0.00%             | 2046-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAV4<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |    17795000 | PA      | $15734555.01    | 0.01%             | 2031-11-24      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX SECURITIZAT          | CUSIP: 79467BBN4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3000000 | PA      | $2377752.60     | 0.00%             | 2048-01-01      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NZ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     4909000 | PA      | $4712849.07     | 0.00%             | 2032-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AX9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    25738000 | PA      | $20575234.98    | 0.01%             | 2050-10-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QBY0<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    14425000 | PA      | $14649706.54    | 0.00%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 911617                      | CUSIP: 31411LYN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29561 | PA      | $31095.44       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3211                      | CUSIP: 31418CR97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9190715 | PA      | $8691722.37     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEN9<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |     2180000 | PA      | $2124739.66     | 0.00%             | 2033-06-01      | Variable      | 4.79%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBM8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    25930000 | PA      | $27503784.79    | 0.01%             | 2033-10-25      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190302                      | CUSIP: 31368HKP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22108 | PA      | $22518.44       | 0.00%             | 2029-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3798                        | CUSIP: 36202EGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       61035 | PA      | $64024.88       | 0.00%             | 2035-12-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WELLS FARGO BANK               | CUSIP: 94988J6F9<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    27600000 | PA      | $28004846.20    | 0.01%             | 2026-12-11      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1790                      | CUSIP: 3142GR7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25195204 | PA      | $26222784.87    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CF1<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |     8100000 | PA      | $7859127.24     | 0.00%             | 2027-02-08      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAG2<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |    12550000 | PA      | $12647224.41    | 0.00%             | 2028-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAN5<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |     7055000 | PA      | $6728721.57     | 0.00%             | 2027-06-20      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0217                      | CUSIP: 3140XFG39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    67861783 | PA      | $57958210.65    | 0.02%             | 2042-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-152 A2                  | CUSIP: 3137H9M89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20000000 | PA      | $19197358.00    | 0.01%             | 2032-11-25      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFE6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     3019000 | PA      | $3065073.62     | 0.00%             | 2029-03-13      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2354411 | PA      | $2162675.79     | 0.00%             | 2033-07-15      | Fixed         | 1.46%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CL9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     1448000 | PA      | $1303320.17     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18508                      | CUSIP: 3128MMR62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      486177 | PA      | $476949.00      | 0.00%             | 2029-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBA8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8458864.57     | 0.00%             | 2054-08-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8488                      | CUSIP: 36179XND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15018943 | PA      | $14016566.33    | 0.00%             | 2052-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07851                      | CUSIP: 3128MABU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1260227 | PA      | $1220872.06     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605300                      | CUSIP: 36200NNR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7850 | PA      | $7925.00        | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     8233000 | PA      | $8387123.90     | 0.00%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004BX7<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2357277.50     | 0.00%             | 2033-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MAU7<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $6952884.14     | 0.00%             | 2045-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2025-1                                      | MBART 2025-1 A3                | CUSIP: 58773DAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5800000 | PA      | $5876611.62     | 0.00%             | 2029-12-17      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-3                                       | EART 2022-3A C                 | CUSIP: 30166YAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      830937 | PA      | $831854.66      | 0.00%             | 2027-09-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7436                      | CUSIP: 31417EHN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4781441 | PA      | $4350447.38     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2016-JP4                    | JPMCC 2016-JP4 A4              | CUSIP: 46645UAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3675000 | PA      | $3616731.41     | 0.00%             | 2049-12-15      | Variable      | 3.65%                 | No            |                  2 | On Loan: No      |
| UPMC                                                                             | UPMC                           | CUSIP: 90320WAG8<br>LEI: 5493001YCBUGKVU74S74 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6017908.04     | 0.00%             | 2033-05-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8112                      | CUSIP: 3138ETAN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8707955 | PA      | $8073606.87     | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBT6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $5799030.54     | 0.00%             | 2052-03-14      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAK2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3240571.75     | 0.00%             | 2048-07-24      | Variable      | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2561                      | CUSIP: 31418BZ33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      931903 | PA      | $908246.49      | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A65310                      | CUSIP: 3128KV3T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18124 | PA      | $19117.67       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AU7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     8241000 | PA      | $8267863.82     | 0.00%             | 2028-07-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CA UNIV REVENUE-B              | CUSIP: 13077DBY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4275000 | PA      | $3499271.75     | 0.00%             | 2047-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AT5<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     5000000 | PA      | $4531006.03     | 0.00%             | 2030-10-09      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2974                      | CUSIP: 3132DQJT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4891732 | PA      | $5093150.69     | 0.00%             | 2053-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BP4<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5633685.80     | 0.00%             | 2030-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 898417                      | CUSIP: 31410VDW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30832 | PA      | $32468.19       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01864                      | CUSIP: 3128LXB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      147511 | PA      | $149193.96      | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BD4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2243927.48     | 0.00%             | 2029-12-03      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH7467                      | CUSIP: 3140GWJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      971531 | PA      | $892560.71      | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HBN4<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    28350000 | PA      | $28126602.94    | 0.01%             | 2027-03-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCG9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $3599572.62     | 0.00%             | 2051-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2906                      | CUSIP: 3140XJGQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14765008 | PA      | $14546210.17    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDU5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    12739000 | PA      | $12684953.93    | 0.00%             | 2037-03-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1610                      | CUSIP: 3140XGYG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14023024 | PA      | $13115210.96    | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FF0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     6353000 | PA      | $4492333.39     | 0.00%             | 2041-10-21      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCG4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     8895000 | PA      | $9077034.38     | 0.00%             | 2028-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3240                      | CUSIP: 3140QAS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      620208 | PA      | $619429.20      | 0.00%             | 2049-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FQ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     3785000 | PA      | $3726715.09     | 0.00%             | 2030-03-22      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7300000 | PA      | $6977915.82     | 0.00%             | 2030-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-3                        | GMCAR 2024-3 A3                | CUSIP: 38013KAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7825000 | PA      | $7904920.64     | 0.00%             | 2029-04-16      | Fixed         | 5.13%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C7                               | JPMDB 2017-C7 AS               | CUSIP: 46648KAY2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1775000 | PA      | $1696584.58     | 0.00%             | 2050-10-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXH2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    36010000 | PA      | $35137007.42    | 0.01%             | 2030-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AH7<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     4282000 | PA      | $4256334.87     | 0.00%             | 2028-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BS3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $4768345.51     | 0.00%             | 2046-06-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAR9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      200000 | PA      | $195900.83      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1065                      | CUSIP: 36179NFE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      197799 | PA      | $194518.99      | 0.00%             | 2028-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBE3<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |    12370000 | PA      | $12895412.04    | 0.00%             | 2027-11-29      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4121                      | CUSIP: 3140QPSK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6236979 | PA      | $5800901.06     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97970                      | CUSIP: 3129462B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      331445 | PA      | $328638.80      | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAT4<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     8897000 | PA      | $8572548.60     | 0.00%             | 2026-09-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8068                      | CUSIP: 3140XP6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14802770 | PA      | $14835053.07    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAD1<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    13150000 | PA      | $12125892.09    | 0.00%             | 2030-02-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5716                      | CUSIP: 31417CK61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      509594 | PA      | $502472.85      | 0.00%             | 2027-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                | CUSIP: 85434VAA6<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     5075000 | PA      | $3875824.71     | 0.00%             | 2048-11-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6925                      | CUSIP: 3140XNVT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   133684135 | PA      | $111092198.12   | 0.04%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BB4<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    19965000 | PA      | $16786877.65    | 0.01%             | 2042-12-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDD9<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    11200000 | PA      | $11438677.43    | 0.00%             | 2028-07-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AWN63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    27675000 | PA      | $27905975.55    | 0.01%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCF5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4226335.36     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08242                      | CUSIP: 3128MJHU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84312 | PA      | $88984.89       | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842406                      | CUSIP: 31407V3P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18644 | PA      | $19253.10       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256075                      | CUSIP: 31371MMY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42900 | PA      | $43388.66       | 0.00%             | 2036-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYB4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    68291000 | PA      | $60744036.39    | 0.02%             | 2032-04-22      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CS6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7650000 | PA      | $6372892.92     | 0.00%             | 2042-03-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts Transportation Fund Revenue                        | MA TRN FD-RZEDB                | CUSIP: 57604TAD8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3750000 | PA      | $3845069.25     | 0.00%             | 2040-06-01      | Fixed         | 5.73%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABS3<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     7655000 | PA      | $7188360.48     | 0.00%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 952436                      | CUSIP: 31413QSZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      281152 | PA      | $286838.38      | 0.00%             | 2037-09-01      | Floating      | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A43710                      | CUSIP: 3128K4DP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8061 | PA      | $8323.55        | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967EW7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    13096000 | PA      | $16484849.89    | 0.01%             | 2039-07-15      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAR2<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    25739000 | PA      | $25357045.16    | 0.01%             | 2027-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU2625                      | CUSIP: 3138X14K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1472239 | PA      | $1438249.06     | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5121                      | CUSIP: 3140XLVP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7362653 | PA      | $7619764.27     | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13969                      | CUSIP: 31296NMS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19443 | PA      | $20063.78       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFA7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $18032033.18    | 0.01%             | 2045-12-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14388                      | CUSIP: 3128MDCZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         104 | PA      | $103.76         | 0.00%             | 2026-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 785931AA4<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1250481.30     | 0.00%             | 2034-04-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0145                      | CUSIP: 3618N5ET2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    47314853 | PA      | $45281218.21    | 0.01%             | 2055-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JT4<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    34823000 | PA      | $34447148.24    | 0.01%             | 2027-11-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAN6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6039235.53     | 0.00%             | 2028-04-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAQ3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $4589257.32     | 0.00%             | 2048-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA6931                      | CUSIP: 3140EBVZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      101813 | PA      | $94014.69       | 0.00%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAY0<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5592876.07     | 0.00%             | 2029-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AH8<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $3086896.00     | 0.00%             | 2037-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA8386                      | CUSIP: 36178GJ70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1638756 | PA      | $1573211.65     | 0.00%             | 2044-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725425                      | CUSIP: 31402C4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2341323 | PA      | $2408739.32     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBC3<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4171184.29     | 0.00%             | 2053-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q09949                      | CUSIP: 3132GVL67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1085080 | PA      | $995058.69      | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K104 A2                   | CUSIP: 3137FREH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20560000 | PA      | $19017132.37    | 0.01%             | 2030-01-25      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBR7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20068553.16    | 0.01%             | 2034-04-26      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AH5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    15000000 | PA      | $14517046.10    | 0.00%             | 2026-07-20      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2024-1                                      | MBART 2024-1 A3                | CUSIP: 587918AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9750000 | PA      | $9803878.50     | 0.00%             | 2029-04-16      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 A3               | CUSIP: 36253PAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9000000 | PA      | $8760611.70     | 0.00%             | 2050-05-10      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BS9<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    15147000 | PA      | $15032474.53    | 0.00%             | 2041-05-27      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CL8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8016859.69     | 0.00%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AB1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     8550000 | PA      | $9635791.74     | 0.00%             | 2031-12-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 10YR NOTE (CBT)Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         112 | NC      | $96118.96       | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| BANK 2021-BNK34                                                                  | BANK 2021-BN34 A5              | CUSIP: 06541JAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7875000 | PA      | $6790537.69     | 0.00%             | 2063-06-15      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783069                      | CUSIP: 36241LMS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1439684 | PA      | $1458396.46     | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBH3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    53750000 | PA      | $48062025.99    | 0.02%             | 2031-02-15      | Fixed         | 2.45%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDM9<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    21850000 | PA      | $21925455.93    | 0.01%             | 2055-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4600000 | PA      | $2589095.96     | 0.00%             | 2051-10-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160CQ5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    11590000 | PA      | $10090611.87    | 0.00%             | 2030-09-01      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400FC2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5445000 | PA      | $5299050.00     | 0.00%             | 2036-02-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AF2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    46263000 | PA      | $43029281.61    | 0.01%             | 2029-11-07      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BJ7<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6236839.63     | 0.00%             | 2034-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCX1<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    58482000 | PA      | $59879415.55    | 0.02%             | 2029-02-01      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888029                      | CUSIP: 31410FSS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      636155 | PA      | $668536.96      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C3 Mortgage Trust                                                      | BMO 2024-5C3 AS                | CUSIP: 09660QAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $830379.84      | 0.00%             | 2057-02-15      | Variable      | 6.29%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABX2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8670980.04     | 0.00%             | 2031-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2Y7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     8850000 | PA      | $9028676.82     | 0.00%             | 2029-04-05      | Fixed         | 4.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8816                      | CUSIP: 3138ETYN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      303279 | PA      | $298456.15      | 0.00%             | 2045-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK18                                                                  | BANK 2019-BN18 AS              | CUSIP: 065402BF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2050000 | PA      | $1919571.21     | 0.00%             | 2062-05-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: 12704PAB4<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    11900000 | PA      | $12195095.81    | 0.00%             | 2030-01-09      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2705                      | CUSIP: 31418CAF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9520058 | PA      | $8470717.62     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBC6<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    49910000 | PA      | $37114219.10    | 0.01%             | 2032-03-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AR5<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    22261000 | PA      | $22331157.81    | 0.01%             | 2027-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703TAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23381000 | PA      | $23875111.32    | 0.01%             | 2032-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3880                      | CUSIP: 3132E0JZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17981536 | PA      | $18200567.25    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8341                      | CUSIP: 3132DWHS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44948918 | PA      | $44162033.36    | 0.01%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHA0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    17575000 | PA      | $13767291.19    | 0.00%             | 2049-01-23      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26                      | MSBAM 2015-C26 A5              | CUSIP: 61690VAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1486283 | PA      | $1481441.07     | 0.00%             | 2048-10-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAD3<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     8380000 | PA      | $5399665.56     | 0.00%             | 2050-04-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU0956                      | CUSIP: 3138X0B23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204213 | PA      | $198316.70      | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VBA7<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2009768.73     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     2795000 | PA      | $2757377.76     | 0.00%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB2462                      | CUSIP: 3133A8WX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2542643 | PA      | $2225037.26     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V60983                      | CUSIP: 3132KFCU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15428 | PA      | $15074.86       | 0.00%             | 2030-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2021-D                                         | WOART 2021-D A4                | CUSIP: 98163KAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2404760 | PA      | $2380475.04     | 0.00%             | 2027-11-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01820                      | CUSIP: 3128LXAV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2017544 | PA      | $2084175.93     | 0.00%             | 2035-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 865746                      | CUSIP: 31409AZK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         622 | PA      | $654.65         | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17286                      | CUSIP: 3128PXCX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74227 | PA      | $73482.27       | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mayo Clinic                                                                      | MAYO CLINIC                    | CUSIP: 578454AC4<br>LEI: 5493001OHMD58DCY4635 | Long             | DBT              | CORP              | US        |     2865000 | PA      | $2270797.38     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAD1<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    24155000 | PA      | $25324652.53    | 0.01%             | 2037-10-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02168                      | CUSIP: 3128LXMR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44489 | PA      | $46755.57       | 0.00%             | 2036-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BB9<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    15856000 | PA      | $15849130.71    | 0.01%             | 2028-08-04      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781038                      | CUSIP: 36225BEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2643 | PA      | $2713.37        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02562                      | CUSIP: 3128M4FB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28072 | PA      | $29554.70       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0ER5<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    35825000 | PA      | $35078901.13    | 0.01%             | 2031-09-17      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2283                      | CUSIP: 3138EJRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       95748 | PA      | $94437.12       | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08125                      | CUSIP: 3128MJD72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15343 | PA      | $16468.70       | 0.00%             | 2036-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569712                      | CUSIP: 36200Q3V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       29792 | PA      | $30094.60       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2471                      | CUSIP: 3133KHW85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1998241 | PA      | $1817705.68     | 0.00%             | 2050-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50942                      | CUSIP: 3128KDBK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10047 | PA      | $10592.01       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07029                      | CUSIP: 3128M9EA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2796252 | PA      | $2703117.22     | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V81873                      | CUSIP: 3132L7CJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      398554 | PA      | $379889.91      | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DXC Technology Co                                                                | DXC TECH CO                    | CUSIP: 23355LAM8<br>LEI: 549300DOVZ3EDJB7O259 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6417773.28     | 0.00%             | 2028-09-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAM9<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5899381.19     | 0.00%             | 2027-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AN5<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3293566.68     | 0.00%             | 2031-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08045                      | CUSIP: 3128MJBP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29226 | PA      | $29589.87       | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CR7<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    40238000 | PA      | $32582219.56    | 0.01%             | 2049-10-26      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1571                      | CUSIP: 31418AW95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      627988 | PA      | $603594.52      | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5616                      | CUSIP: 3138A7G28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      176343 | PA      | $175348.06      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8512                      | CUSIP: 3140QGN60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11031246 | PA      | $8819181.87     | 0.00%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAE6<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2043479.58     | 0.00%             | 2034-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBL1<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    40000000 | PA      | $40250320.89    | 0.01%             | 2027-11-19      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CU4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2043809.38     | 0.00%             | 2032-11-21      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6473                      | CUSIP: 3138WGFP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1418915 | PA      | $1263846.62     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256083                      | CUSIP: 31371MM87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3853 | PA      | $3850.06        | 0.00%             | 2026-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3053                        | CUSIP: 36202DMA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10048 | PA      | $10352.21       | 0.00%             | 2031-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0487                      | CUSIP: 3138LQRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2613607 | PA      | $2383708.80     | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                                        | HAROT 2023-1 A4                | CUSIP: 43815JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075000 | PA      | $1081465.48     | 0.00%             | 2029-06-21      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1584                      | CUSIP: 3133KGXM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5348759 | PA      | $4717409.53     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EM5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2165039.55     | 0.00%             | 2053-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAN2<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    16653000 | PA      | $12797415.10    | 0.00%             | 2045-03-06      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAT8<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4135921.89     | 0.00%             | 2051-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3187                      | CUSIP: 31418CRH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5037844 | PA      | $4826955.75     | 0.00%             | 2032-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBS5<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5550715.56     | 0.00%             | 2030-04-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1459                      | CUSIP: 31418ATR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6293634 | PA      | $6058252.40     | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VBA7<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    11350000 | PA      | $11604285.71    | 0.00%             | 2030-04-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CJ1<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     8654000 | PA      | $8160182.01     | 0.00%             | 2054-02-08      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| PulteGroup Inc                                                                   | PULTE HOMES INC                | CUSIP: 745867AT8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2093463.90     | 0.00%             | 2035-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FW3<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     3580000 | PA      | $2315385.57     | 0.00%             | 2052-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ArcelorMittal SA                                                                 | ARCELORMITTAL SA               | CUSIP: 03938LBG8<br>LEI: 2EULGUTUI56JI9SAL165 | Long             | DBT              | CORP              | LU        |     6770000 | PA      | $7100362.30     | 0.00%             | 2034-06-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AC6<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     3055000 | PA      | $3173560.69     | 0.00%             | 2036-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BY8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10359685.20    | 0.00%             | 2028-11-04      | Variable      | 5.82%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU LANGONE HOSP               | CUSIP: 62952EAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4775000 | PA      | $4086431.76     | 0.00%             | 2047-07-01      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256393                      | CUSIP: 31371MXW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10923 | PA      | $11471.11       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BR4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9442000 | PA      | $9536911.87     | 0.00%             | 2029-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18818                      | CUSIP: 3128PYYP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1696740 | PA      | $1670663.62     | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE9140                      | CUSIP: 31419LEN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29462 | PA      | $30574.30       | 0.00%             | 2040-12-01      | Floating      | 6.44%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AW9<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |     8000000 | PA      | $9147326.22     | 0.00%             | 2033-11-15      | Variable      | 7.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9827                      | CUSIP: 3138AP4M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      136936 | PA      | $142237.40      | 0.00%             | 2041-11-01      | Floating      | 6.72%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    38210000 | PA      | $37650220.05    | 0.01%             | 2027-07-21      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BE6<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2955000 | PA      | $2448530.96     | 0.00%             | 2052-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C40                                   | WFCM 2017-C40 AS               | CUSIP: 95000YBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1575000 | PA      | $1520201.03     | 0.00%             | 2050-10-15      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Cincinnati Financial Corp                                                        | CINCINNATI FINL                | CUSIP: 172062AF8<br>LEI: 254900Q4WEDMZBOZ0002 | Long             | DBT              | CORP              | US        |     6363000 | PA      | $6836186.13     | 0.00%             | 2028-05-15      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FP8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    14950000 | PA      | $12510396.01    | 0.00%             | 2046-01-02      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AX4<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13564826.54    | 0.00%             | 2054-02-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAE7<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     3150000 | PA      | $1998023.07     | 0.00%             | 2051-01-01      | Fixed         | 2.91%                 | No            |                  2 | On Loan: No      |
| CCUBS Commercial Mortgage Trust 2017-C1                                          | CCUBS 2017-C1 A3               | CUSIP: 12508GAT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      966430 | PA      | $942975.01      | 0.00%             | 2050-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8491                      | CUSIP: 36179XNG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    26759425 | PA      | $26935300.95    | 0.01%             | 2052-12-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBT2<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $6023121.28     | 0.00%             | 2052-02-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AK7<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $4932376.49     | 0.00%             | 2034-12-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGT1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    14223000 | PA      | $11616642.87    | 0.00%             | 2046-06-14      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576PAL5<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    16160000 | PA      | $16578997.46    | 0.01%             | 2028-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 733459                      | CUSIP: 3620ALZY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      483213 | PA      | $478037.13      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8362                      | CUSIP: 3138WJJG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7592447 | PA      | $7022751.57     | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Advanced Micro Devices Inc                                                       | ADVANCED MICRO                 | CUSIP: 007903BF3<br>LEI: R2I72C950HOYXII45366 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4580960.12     | 0.00%             | 2032-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719230                      | CUSIP: 3620A5A74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      515769 | PA      | $510022.92      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-UBS8                                         | MSC 2015-UBS8 A4               | CUSIP: 61691ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3525000 | PA      | $3503329.01     | 0.00%             | 2048-12-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9950                      | CUSIP: 3138ESBU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3851364 | PA      | $3671146.45     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 765210                      | CUSIP: 31404DDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       87479 | PA      | $90107.38       | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                                     | GMALT 2023-3 B                 | CUSIP: 379929AF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $905281.56      | 0.00%             | 2027-08-20      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7429                      | CUSIP: 3140XPHF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8800166 | PA      | $8934860.77     | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3611                      | CUSIP: 3138WDAM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4064932 | PA      | $3788719.25     | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C27                      | MSBAM 2015-C27 A4              | CUSIP: 61690AAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2175000 | PA      | $2165588.99     | 0.00%             | 2047-12-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3191                      | CUSIP: 3140XJRM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5024097 | PA      | $5071164.34     | 0.00%             | 2052-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AP2<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    11209000 | PA      | $11300909.42    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1343                      | CUSIP: 3142GRP53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10041175 | PA      | $10294549.02    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1776                      | CUSIP: 3132AD6M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      424690 | PA      | $387382.27      | 0.00%             | 2049-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAB2<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $5894162.29     | 0.00%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AB6<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     7704000 | PA      | $7971429.31     | 0.00%             | 2028-03-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5645                      | CUSIP: 3138WFHX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      429642 | PA      | $397135.40      | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A88935                      | CUSIP: 3129354U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      654115 | PA      | $649423.13      | 0.00%             | 2039-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795HT0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     3770000 | PA      | $4160647.28     | 0.00%             | 2038-01-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAK2<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    19070000 | PA      | $19279167.07    | 0.01%             | 2026-09-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAN0<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |      676000 | PA      | $722267.60      | 0.00%             | 2034-02-20      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CB6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    36495000 | PA      | $34089783.49    | 0.01%             | 2030-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Children's Hospital Corp/The                                                     | CHILDREN'S HOSP                | CUSIP: 16876BAB8<br>LEI: 549300NXFO6BISJLOS32 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1507945.90     | 0.00%             | 2050-02-01      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397YT4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8161000 | PA      | $7877481.63     | 0.00%             | 2027-11-02      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EK0<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    34895000 | PA      | $33994181.86    | 0.01%             | 2054-02-22      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BG1<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     7548000 | PA      | $7267655.23     | 0.00%             | 2040-11-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60440                      | CUSIP: 31335APZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10543574 | PA      | $9764986.04     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BZ2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    24982000 | PA      | $24558697.20    | 0.01%             | 2026-08-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA0466                      | CUSIP: 31416HQU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1076068 | PA      | $1066915.32     | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AN5<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     5965000 | PA      | $5914746.33     | 0.00%             | 2026-12-05      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CJ9<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     7309000 | PA      | $7383802.07     | 0.00%             | 2026-10-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                                | BMARK 2020-B21 A5              | CUSIP: 08163LAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5950000 | PA      | $5156145.05     | 0.00%             | 2053-12-17      | Fixed         | 1.98%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCD5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    40043000 | PA      | $38016928.16    | 0.01%             | 2028-03-25      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9204                      | CUSIP: 3140QVGN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35272261 | PA      | $34588642.46    | 0.01%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDA4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    20416000 | PA      | $18799389.35    | 0.01%             | 2044-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18581                      | CUSIP: 3128MMUF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1243531 | PA      | $1202367.35     | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5236                      | CUSIP: 31418EZA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16039035 | PA      | $14920121.73    | 0.00%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL               | CUSIP: 191098AM4<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $8606357.10     | 0.00%             | 2029-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAG7<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1216276.58     | 0.00%             | 2030-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AV7<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5462187.57     | 0.00%             | 2032-04-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254497                      | CUSIP: 31371KUW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18815 | PA      | $19366.48       | 0.00%             | 2032-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9111                      | CUSIP: 3138ERDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      278425 | PA      | $274506.05      | 0.00%             | 2046-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Leidos Inc                                                                       | LEIDOS INC                     | CUSIP: 52532XAH8<br>LEI: 5493006I78VIN6J1BQ95 | Long             | DBT              | CORP              | US        |    32955000 | PA      | $28849016.11    | 0.01%             | 2031-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FN8<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    25000000 | PA      | $23633114.81    | 0.01%             | 2032-04-27      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1457                      | CUSIP: 3140XGTP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13024370 | PA      | $10314947.86    | 0.00%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EP5U5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     7000000 | PA      | $7082271.00     | 0.00%             | 2029-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAW8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    13542000 | PA      | $12607052.43    | 0.00%             | 2030-05-13      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BP5<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11008710.22    | 0.00%             | 2028-09-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C4 Mortgage Trust                                                       | BMO 2023-C4 A5                 | CUSIP: 05610CAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3200000 | PA      | $3241261.76     | 0.00%             | 2056-02-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05814                      | CUSIP: 3128M7YK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      310076 | PA      | $319968.94      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251335                      | CUSIP: 31371GEG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         945 | PA      | $993.74         | 0.00%             | 2027-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM1779                      | CUSIP: 3131XU6Q5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7522332 | PA      | $6693188.78     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37175                      | CUSIP: 31297S6L4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       70316 | PA      | $71215.69       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256233                      | CUSIP: 31371MSW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50697 | PA      | $53224.93       | 0.00%             | 2036-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MasTec Inc                                                                       | MASTEC INC                     | CUSIP: 576323AT6<br>LEI: 549300TMDIT8WREDOF45 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $6110675.50     | 0.00%             | 2029-06-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M9 A2                 | CUSIP: 3136ATYT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12110630 | PA      | $11885624.26    | 0.00%             | 2026-06-25      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAM3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     6625000 | PA      | $6590113.79     | 0.00%             | 2055-06-28      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Kinross Gold Corp                                                                | KINROSS GOLD                   | CUSIP: 496902AQ0<br>LEI: 549300UEBMAQDN0K0R06 | Long             | DBT              | CORP              | CA        |      467000 | PA      | $467629.32      | 0.00%             | 2027-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCD8<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    17760000 | PA      | $16727480.61    | 0.01%             | 2054-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2862                      | CUSIP: 3138EKFC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      530322 | PA      | $510526.97      | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BE1<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |    14065000 | PA      | $11325548.18    | 0.00%             | 2048-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                                            | MBALT 2024-A A4                | CUSIP: 58770JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2034518.20     | 0.00%             | 2030-02-15      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0595                      | CUSIP: 3132DMUU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6475705 | PA      | $5707287.09     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375DH2<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     5825000 | PA      | $6224816.27     | 0.00%             | 2033-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888956                      | CUSIP: 31410GTM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      264454 | PA      | $271996.11      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CU2<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10287996.32    | 0.00%             | 2031-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AV9<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1516511.69     | 0.00%             | 2047-09-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    32099000 | PA      | $29949645.54    | 0.01%             | 2033-03-17      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAB0<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     8400000 | PA      | $8200526.58     | 0.00%             | 2027-04-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4414                      | CUSIP: 31418D3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43892358 | PA      | $36611936.68    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2806                      | CUSIP: 3138EKDL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      289646 | PA      | $300145.21      | 0.00%             | 2039-08-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBD1<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $5652354.33     | 0.00%             | 2051-12-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC1887                      | CUSIP: 3133L8CY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10364356 | PA      | $9535383.35     | 0.00%             | 2036-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9225000 | PA      | $9165173.84     | 0.00%             | 2041-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QQ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    64728000 | PA      | $62685022.50    | 0.02%             | 2041-05-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZN7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $7628904.27     | 0.00%             | 2043-02-24      | Variable      | 3.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L2                                           | MSC 2019-L2 A3                 | CUSIP: 61768HAV8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2718248 | PA      | $2634941.06     | 0.00%             | 2052-03-15      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1225                      | CUSIP: 36179NLE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      470942 | PA      | $452101.51      | 0.00%             | 2043-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CC7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    38690000 | PA      | $39885589.95    | 0.01%             | 2036-01-29      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 B                 | CUSIP: 80287DAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $661121.70      | 0.00%             | 2029-04-16      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01552                      | CUSIP: 31292HWM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43659 | PA      | $44904.23       | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5234                        | CUSIP: 36202FY75<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      481554 | PA      | $476496.20      | 0.00%             | 2041-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5817                      | CUSIP: 36179UPA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46284 | PA      | $43542.14       | 0.00%             | 2049-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABE1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     7685000 | PA      | $5953320.97     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 449303                      | CUSIP: 31380TDG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1398 | PA      | $1426.10        | 0.00%             | 2029-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AX9<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |    16325000 | PA      | $16166502.96    | 0.01%             | 2027-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Emory University                                                                 | EMORY UNIVERSITY               | CUSIP: 29157TAE6<br>LEI: 95MD72NUUVZ3P8PQ6919 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $2799554.26     | 0.00%             | 2050-09-01      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAR1<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |     6450000 | PA      | $6467139.45     | 0.00%             | 2028-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4970                      | CUSIP: 3138EMQY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      238235 | PA      | $247797.64      | 0.00%             | 2043-09-01      | Floating      | 7.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BF9<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    12456000 | PA      | $12685983.07    | 0.00%             | 2027-09-11      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M20 A2                | CUSIP: 3136B9WE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      800000 | PA      | $714957.12      | 0.00%             | 2029-10-25      | Fixed         | 1.44%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EY5<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    19000000 | PA      | $16188335.35    | 0.01%             | 2030-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    34941000 | PA      | $35579547.33    | 0.01%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Precision Castparts Corp                                                         | PRECISION CAST                 | CUSIP: 740189AH8<br>LEI: 0XOOAY5P5J7Q734SEC89 | Long             | DBT              | CORP              | US        |     6650000 | PA      | $5407984.64     | 0.00%             | 2043-01-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04591                      | CUSIP: 3128M6NG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47428 | PA      | $48976.49       | 0.00%             | 2036-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AR4<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     4173000 | PA      | $4024122.67     | 0.00%             | 2034-09-12      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI            | CUSIP: 914455UG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2550000 | PA      | $1574553.86     | 0.00%             | 2050-04-01      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                | PORT OF MORROW OR TRA          | CUSIP: 73474TAT7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3275000 | PA      | $2468910.82     | 0.00%             | 2040-09-01      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBQ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $7468525.32     | 0.00%             | 2050-04-02      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG1457                      | CUSIP: 3133C1TN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1714682 | PA      | $1751010.25     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513EAC5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $7545222.27     | 0.00%             | 2050-07-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654BE4<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $10683055.58    | 0.00%             | 2030-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4263                      | CUSIP: 36179SWY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17146021 | PA      | $16210648.79    | 0.01%             | 2047-02-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ0881                      | CUSIP: 3138YR6T0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1136053 | PA      | $1101283.15     | 0.00%             | 2030-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18631                      | CUSIP: 3128MMVZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5639471 | PA      | $5426121.75     | 0.00%             | 2032-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBE7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     9506000 | PA      | $9599238.47     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBS8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6075670.52     | 0.00%             | 2031-09-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BankUnited Inc                                                                   | BANKUNITED INC                 | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4945730.43     | 0.00%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02659                      | CUSIP: 3132GF5U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      574266 | PA      | $556211.73      | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718EV7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $6430698.80     | 0.00%             | 2027-08-11      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4497                      | CUSIP: 31418D7K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14858804 | PA      | $13582127.72    | 0.00%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CD3<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $11970959.81    | 0.00%             | 2054-11-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468G7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10974793.84    | 0.00%             | 2030-01-23      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13638                      | CUSIP: 3132HQBF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2925738 | PA      | $2667192.48     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AN9<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $7199704.04     | 0.00%             | 2033-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB0353                      | CUSIP: 3133KTMA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27160102 | PA      | $22639694.33    | 0.01%             | 2040-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AK1<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $14408798.46    | 0.00%             | 2034-09-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K053 A2                   | CUSIP: 3137BN6G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2168213 | PA      | $2151438.35     | 0.00%             | 2025-12-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDZ9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    11700000 | PA      | $11984496.33    | 0.00%             | 2030-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5025000 | PA      | $3532027.98     | 0.00%             | 2048-07-15      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AN9<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    19275000 | PA      | $16677652.34    | 0.01%             | 2031-01-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5261                      | CUSIP: 3132DSZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13150128 | PA      | $13377160.73    | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Camden Property Trust                                                            | CAMDEN PROP TRST               | CUSIP: 133131AY8<br>LEI: 5493002MYX22OHYJBD89 | Long             | DBT              | CORP              | US        |     1550000 | PA      | $1099878.36     | 0.00%             | 2049-11-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722072                      | CUSIP: 31401YFM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8246 | PA      | $8317.68        | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAC1<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    11774000 | PA      | $8998270.61     | 0.00%             | 2050-05-19      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UG1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   355665500 | PA      | $346357065.21   | 0.11%             | 2055-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890445                      | CUSIP: 31410LHW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5430568 | PA      | $5242268.56     | 0.00%             | 2042-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BK1<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    12800000 | PA      | $13002977.72    | 0.00%             | 2034-07-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4418                      | CUSIP: 3140QB4C9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6813738 | PA      | $6009466.43     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR1196                      | CUSIP: 3138NXKJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      375612 | PA      | $341731.75      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BP7<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4430872.79     | 0.00%             | 2031-03-03      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BC8<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |    20650000 | PA      | $21015059.54    | 0.01%             | 2029-02-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc / SkyMiles IP Ltd                                            | DELTA/SKYMILES                 | CUSIP: 830867AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     1100000 | PA      | $1102267.92     | 0.00%             | 2028-10-20      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08771                      | CUSIP: 3128MJ2D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9092219 | PA      | $8618125.36     | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BK2<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2173072.33     | 0.00%             | 2030-09-14      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3266                      | CUSIP: 3140XJTY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3715864 | PA      | $3493888.75     | 0.00%             | 2037-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C15                                           | UBSCM 2018-C15 A4              | CUSIP: 90278LAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9375000 | PA      | $9253768.13     | 0.00%             | 2051-12-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZV7<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    19670000 | PA      | $17894718.11    | 0.01%             | 2032-03-10      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAN4<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1978746.28     | 0.00%             | 2053-09-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ameren Corp                                                                      | AMEREN CORP                    | CUSIP: 023608AQ5<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7230086.76     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3741                      | CUSIP: 3132E0EN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10143124 | PA      | $10598808.20    | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFD9<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    14605000 | PA      | $13643774.24    | 0.00%             | 2064-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AU2<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     8400000 | PA      | $7173719.36     | 0.00%             | 2048-08-17      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBV6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    23935000 | PA      | $21195147.12    | 0.01%             | 2032-11-24      | Variable      | 2.89%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAJ2<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |    18093000 | PA      | $17563485.07    | 0.01%             | 2030-07-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888283                      | CUSIP: 31410F2Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      502451 | PA      | $507750.72      | 0.00%             | 2034-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 928031                      | CUSIP: 31412LA83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22518 | PA      | $23687.71       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9540                      | CUSIP: 3140XRS63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      998728 | PA      | $980011.20      | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0781                      | CUSIP: 36179M2N9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3516501 | PA      | $3123358.32     | 0.00%             | 2043-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0302                      | CUSIP: 3140QKKQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18307232 | PA      | $16469749.35    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5805                      | CUSIP: 3140X9NX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18572825 | PA      | $16858161.75    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2866                      | CUSIP: 31418CFG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10849580 | PA      | $10284325.40    | 0.00%             | 2037-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAE3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    21109000 | PA      | $19924297.80    | 0.01%             | 2029-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651EA6<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     4875000 | PA      | $4924404.82     | 0.00%             | 2028-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K513 A2                   | CUSIP: 3137HBFY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6700000 | PA      | $6819604.38     | 0.00%             | 2028-12-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                     | BBCMS 2020-C8 A5               | CUSIP: 05552ABC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5790000 | PA      | $5024240.08     | 0.00%             | 2053-10-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 650340                      | CUSIP: 36292JPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2402 | PA      | $2416.97        | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDT5<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $9786234.91     | 0.00%             | 2031-01-13      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Province of Alberta Canada                                                       | ALBERTA PROVINCE               | CUSIP: 013051EV5<br>LEI: LQPXMHHNJKIPJYE53543 | Long             | DBT              | NUSS              | CA        |    15940000 | PA      | $16263139.21    | 0.01%             | 2029-06-26      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AG6<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2566557.39     | 0.00%             | 2034-06-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBF0<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     8865000 | PA      | $8990549.22     | 0.00%             | 2028-08-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52683                      | CUSIP: 3128KE6U2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10489 | PA      | $11052.31       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252197                      | CUSIP: 31371HDA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1654 | PA      | $1661.07        | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAM3<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     3175000 | PA      | $2844425.57     | 0.00%             | 2030-06-04      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K114 A2                   | CUSIP: 3137FVNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10750000 | PA      | $9418200.78     | 0.00%             | 2030-06-25      | Fixed         | 1.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24742                      | CUSIP: 31297CHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32820 | PA      | $33886.58       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8104                      | CUSIP: 3132DWAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   143941071 | PA      | $108659012.90   | 0.03%             | 2050-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECP4<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    18600000 | PA      | $11910671.67    | 0.00%             | 2052-03-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDK5<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    17065000 | PA      | $14177575.44    | 0.00%             | 2049-03-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3G6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $21141055.19    | 0.01%             | 2029-10-23      | Variable      | 6.30%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ET3<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |    12250000 | PA      | $12553641.17    | 0.00%             | 2035-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58604                      | CUSIP: 3128KMRZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2151 | PA      | $2256.40        | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AH3<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    29071000 | PA      | $29109417.56    | 0.01%             | 2028-10-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBY6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $942798.98      | 0.00%             | 2029-11-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G3595                      | CUSIP: 3128QT7G3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26411 | PA      | $27021.81       | 0.00%             | 2034-12-01      | Floating      | 6.29%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBB6<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2247290.95     | 0.00%             | 2030-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51893                      | CUSIP: 3128KEC68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      597887 | PA      | $628636.96      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18666                      | CUSIP: 3128MMW41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3195712 | PA      | $3102178.78     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Illinois Tool Works Inc                                                          | ILLINOIS TOOL WK               | CUSIP: 452308AQ2<br>LEI: 76NA4I14SZCFAYMNSV04 | Long             | DBT              | CORP              | US        |      350000 | PA      | $327325.84      | 0.00%             | 2041-09-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66479                      | CUSIP: 3128KXFU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22611 | PA      | $23775.11       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31631                      | CUSIP: 31297LY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3695 | PA      | $3824.02        | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJT8<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     4890000 | PA      | $4978764.52     | 0.00%             | 2031-02-12      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535195                      | CUSIP: 31384VRQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1919 | PA      | $2018.03        | 0.00%             | 2030-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946833                      | CUSIP: 31413JLN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       47426 | PA      | $49947.99       | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YAR0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    14250000 | PA      | $14185891.14    | 0.00%             | 2028-03-05      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2609                      | CUSIP: 3132DP3S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      875118 | PA      | $789216.43      | 0.00%             | 2052-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6105                      | CUSIP: 3140X9YB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12121141 | PA      | $10201516.88    | 0.00%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCJ7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    14000000 | PA      | $12184592.12    | 0.00%             | 2031-09-17      | Fixed         | 2.22%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477DB6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    10550000 | PA      | $10751918.82    | 0.00%             | 2030-04-24      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DT0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     8500000 | PA      | $8552356.62     | 0.00%             | 2029-03-10      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| JetBlue 2020-1 Class A Pass Through Trust                                        | JETBLUE AIRWAYS                | CUSIP: 477164AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3439476 | PA      | $3220110.83     | 0.00%             | 2034-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 843486                      | CUSIP: 31407XCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       72465 | PA      | $74890.62       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6710                      | CUSIP: 36179VN30<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    69510183 | PA      | $61630731.40    | 0.02%             | 2050-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5483                      | CUSIP: 3140JACV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4025343 | PA      | $3698144.66     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DX6<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    18314000 | PA      | $17354058.10    | 0.01%             | 2064-09-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5904                      | CUSIP: 3133KMRZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    75285596 | PA      | $63150882.88    | 0.02%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     2882000 | PA      | $2885177.34     | 0.00%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ0849                      | CUSIP: 3138YR5K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1120761 | PA      | $999677.74      | 0.00%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBP4<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     3120000 | PA      | $2719896.98     | 0.00%             | 2047-12-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAN6<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    21587000 | PA      | $21699837.05    | 0.01%             | 2026-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HHN3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    17025000 | PA      | $16709376.43    | 0.01%             | 2026-07-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DP9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    12618000 | PA      | $12370229.50    | 0.00%             | 2027-05-03      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HT3<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $10117800.71    | 0.00%             | 2051-05-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 Mortgage Trust                                                       | BMO 2023-C5 AS                 | CUSIP: 055988AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      875000 | PA      | $913297.96      | 0.00%             | 2056-06-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAP1<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    20391000 | PA      | $20947247.72    | 0.01%             | 2030-01-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GP6<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9124632.43     | 0.00%             | 2030-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063D7G7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2300000 | PA      | $2356177.50     | 0.00%             | 2041-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451AR9<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |    10090000 | PA      | $8653486.02     | 0.00%             | 2042-02-24      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07872                      | CUSIP: 3128MACH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3182899 | PA      | $3143272.11     | 0.00%             | 2044-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAP1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $684495.92      | 0.00%             | 2051-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAR5<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $3978363.80     | 0.00%             | 2032-06-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05965                      | CUSIP: 3128M76A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4232135 | PA      | $4197329.22     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735670                      | CUSIP: 31402RJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       95477 | PA      | $98058.68       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PU9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    29055000 | PA      | $29831961.14    | 0.01%             | 2036-01-24      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AW0<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     2445000 | PA      | $2152647.56     | 0.00%             | 2030-08-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C10                                           | UBSCM 2018-C10 A4              | CUSIP: 90276FAW4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8250000 | PA      | $8099158.65     | 0.00%             | 2051-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392GC6<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |    11818000 | PA      | $11912779.02    | 0.00%             | 2035-04-02      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785023                      | CUSIP: 3622AAPG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2603481 | PA      | $2527226.86     | 0.00%             | 2034-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8508                      | CUSIP: 3132D6NZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38389398 | PA      | $35378882.24    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Trustees of Boston College                                                       | TRUSTEES OF BOS                | CUSIP: 89838LAG9<br>LEI: 549300Q2G2ZLXN1EX541 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $2737335.37     | 0.00%             | 2052-07-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9172                      | CUSIP: 3140XRFN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31234665 | PA      | $25078637.23    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866AX6<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |      500000 | PA      | $490443.60      | 0.00%             | 2026-08-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0624                      | CUSIP: 36179MVR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17047418 | PA      | $15556363.88    | 0.00%             | 2042-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enel Chile SA                                                                    | ENEL CHILE SA                  | CUSIP: 29278DAA3<br>LEI: 549300YM5CWCAUVOPB53 | Long             | DBT              | CORP              | CL        |    10875000 | PA      | $10916268.81    | 0.00%             | 2028-06-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6438                      | CUSIP: 31418UEL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1004504 | PA      | $1016180.96     | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3738                      | CUSIP: 31417AEL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      577077 | PA      | $542502.37      | 0.00%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP6680                      | CUSIP: 3140KEM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17897979 | PA      | $14398438.94    | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7504                      | CUSIP: 3140XBKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1292945 | PA      | $1184616.54     | 0.00%             | 2049-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBJ4<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    20800000 | PA      | $21088716.76    | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0616                      | CUSIP: 3140H1VJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      723441 | PA      | $662828.00      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    25550000 | PA      | $25556937.43    | 0.01%             | 2029-09-10      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS8679                      | CUSIP: 3132A9UC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      431304 | PA      | $418120.84      | 0.00%             | 2032-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468Y8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    24075000 | PA      | $14884738.66    | 0.00%             | 2052-01-25      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CF5<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13289602.88    | 0.00%             | 2030-02-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-B                                         | WOART 2024-B A4                | CUSIP: 98164HAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2554698.75     | 0.00%             | 2030-07-15      | Fixed         | 5.23%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785DV5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    14460000 | PA      | $15163629.57    | 0.00%             | 2036-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91187                      | CUSIP: 3128P7J87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10973 | PA      | $11104.55       | 0.00%             | 2028-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shire Acquisitions Investments Ireland DAC                                       | SHIRE ACQ INV IE               | CUSIP: 82481LAD1<br>LEI: 549300XK5HGW68R8K327 | Long             | DBT              | CORP              | IE        |      426000 | PA      | $420551.09      | 0.00%             | 2026-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBT9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5870000 | PA      | $5869870.67     | 0.00%             | 2028-10-16      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5288                      | CUSIP: 3140J92W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      663016 | PA      | $651321.66      | 0.00%             | 2034-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K085 A2                   | CUSIP: 3137FK4M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13825000 | PA      | $13819474.15    | 0.00%             | 2028-10-25      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Hanover Insurance Group Inc/The                                                  | HANOVER INSURANC               | CUSIP: 410867AG0<br>LEI: JJYR6MFKFF6CF8DBZ078 | Long             | DBT              | CORP              | US        |     7610000 | PA      | $6774298.62     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAG7<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     8050000 | PA      | $7789040.06     | 0.00%             | 2027-01-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AX7<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    10500000 | PA      | $10857019.05    | 0.00%             | 2029-03-06      | Variable      | 5.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0153                      | CUSIP: 36179ME22<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1928102 | PA      | $1760982.86     | 0.00%             | 2042-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2374                      | CUSIP: 3140QMT87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66501277 | PA      | $55865567.93    | 0.02%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance I UK Plc / Brookfield Finance Inc                             | BROOKFIELD F UK                | CUSIP: 11272BAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    14385000 | PA      | $12238822.55    | 0.00%             | 2032-01-30      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   484626000 | PA      | $469689676.45   | 0.15%             | 2027-02-28      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397E25<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8582000 | PA      | $8565451.75     | 0.00%             | 2031-03-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Republic of Italy Government International Bond                                  | ITALY GOV'T INT                | CUSIP: 465410BZ0<br>LEI: N/A                  | Long             | DBT              | NUSS              | IT        |    21600000 | PA      | $15610637.98    | 0.00%             | 2049-10-17      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CM1<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     1250000 | PA      | $1243359.54     | 0.00%             | 2055-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2692                      | CUSIP: 3140H37E0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1367407 | PA      | $1252839.36     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 763482                      | CUSIP: 36176D6T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      108647 | PA      | $107410.05      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BF8<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |    10000000 | PA      | $9965766.47     | 0.00%             | 2030-04-29      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO SEC          | CUSIP: 38122ND82<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2595000 | PA      | $2361289.11     | 0.00%             | 2050-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357911                      | CUSIP: 31376KR81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      144353 | PA      | $145966.18      | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816BF5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    11463000 | PA      | $9699188.35     | 0.00%             | 2042-12-03      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1098                      | CUSIP: 3140XGGG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      911214 | PA      | $791982.68      | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166CA0<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     9548000 | PA      | $8540702.34     | 0.00%             | 2033-03-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AF2<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |     3225000 | PA      | $2847328.28     | 0.00%             | 2044-06-01      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00563                      | CUSIP: 31292GTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1382 | PA      | $1415.99        | 0.00%             | 2027-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | PHYSICIANS REALT               | CUSIP: 71951QAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8802818.73     | 0.00%             | 2031-11-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 564759                      | CUSIP: 36213UMG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6404 | PA      | $6600.78        | 0.00%             | 2031-08-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8554                      | CUSIP: 3140QUQG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18099203 | PA      | $18859999.05    | 0.01%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QE1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   159805000 | PA      | $160622752.55   | 0.05%             | 2040-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBA5<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    17100000 | PA      | $17341679.90    | 0.01%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DC1<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    17325000 | PA      | $10388855.67    | 0.00%             | 2051-03-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836AT5<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $9180896.97     | 0.00%             | 2031-04-01      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8820                      | CUSIP: 31417FYS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2728911 | PA      | $2481803.99     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCJ2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     5830000 | PA      | $4405632.96     | 0.00%             | 2040-03-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 09778PAA3<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     3443000 | PA      | $3307264.50     | 0.00%             | 2030-06-01      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBM3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8200000 | PA      | $7835837.16     | 0.00%             | 2029-12-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Idaho Power Co                                                                   | IDAHO POWER CO                 | CUSIP: 45138LBJ1<br>LEI: TN0LL73P2C8X3W6KM391 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1056220.94     | 0.00%             | 2054-04-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1699                      | CUSIP: 31418A3H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      157722 | PA      | $153356.02      | 0.00%             | 2028-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFV8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   953492800 | PA      | $960048063.00   | 0.31%             | 2032-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VDC5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    14730000 | PA      | $11826172.76    | 0.00%             | 2046-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBP4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    25415000 | PA      | $24075526.52    | 0.01%             | 2029-07-16      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EA9<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    12542000 | PA      | $14360646.62    | 0.00%             | 2030-07-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-B                                         | WOART 2025-B A4                | CUSIP: 98164TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $709213.96      | 0.00%             | 2031-08-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBK6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3779135.89     | 0.00%             | 2026-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CU1<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2718779.41     | 0.00%             | 2052-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DM2<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     4892000 | PA      | $4662693.09     | 0.00%             | 2055-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GV3<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     7737000 | PA      | $7715713.67     | 0.00%             | 2054-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0331                      | CUSIP: 3133BMLL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3668848 | PA      | $3429526.55     | 0.00%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4727                      | CUSIP: 3140X8HD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2920083 | PA      | $2832254.78     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2021-C                                                       | CNH 2021-C A3                  | CUSIP: 12598LAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      339745 | PA      | $338324.38      | 0.00%             | 2026-12-15      | Fixed         | 0.81%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBP9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3839942.95     | 0.00%             | 2082-01-15      | Variable      | 3.25%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NE7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $15734895.14    | 0.01%             | 2032-11-03      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4494                      | CUSIP: 31418D7G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14046473 | PA      | $12226061.44    | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2457                      | CUSIP: 3140GQWT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      381145 | PA      | $370741.84      | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TEM3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    11475000 | PA      | $11170893.20    | 0.00%             | 2028-01-11      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K065 A2                   | CUSIP: 3137F1G44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17557000 | PA      | $17279794.28    | 0.01%             | 2027-04-25      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BD3<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4950367.72     | 0.00%             | 2033-02-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 779668                      | CUSIP: 31404VFH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7256 | PA      | $7486.84        | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BB3<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $1365033.73     | 0.00%             | 2049-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFP2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5126062.51     | 0.00%             | 2031-02-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-C                                         | WOART 2022-C A4                | CUSIP: 98163TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075000 | PA      | $1068077.54     | 0.00%             | 2028-09-15      | Fixed         | 3.68%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3036                      | CUSIP: 36179RLR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      847811 | PA      | $833295.41      | 0.00%             | 2045-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAM9<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    18300000 | PA      | $19677550.60    | 0.01%             | 2036-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114BZ0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2872375.35     | 0.00%             | 2035-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Legg Mason Inc                                                                   | LEGG MASON INC                 | CUSIP: 524901AR6<br>LEI: OWUNCC6U1ZJXMZKFBJ36 | Long             | DBT              | CORP              | US        |     5486000 | PA      | $5457621.75     | 0.00%             | 2044-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 762431                      | CUSIP: 31404AA87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18274 | PA      | $18466.81       | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKW0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   468903000 | PA      | $477548399.06   | 0.15%             | 2031-06-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BC1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10081372.14    | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| HSBC USA Inc                                                                     | HSBC USA INC                   | CUSIP: 40428HA44<br>LEI: 549300LBOHZ4QSIWU288 | Long             | DBT              | CORP              | US        |    11312000 | PA      | $11498617.87    | 0.00%             | 2027-03-04      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3452                      | CUSIP: 3138WCZS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      312457 | PA      | $299019.76      | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C11                                                    | BBCMS 2021-C11 A5              | CUSIP: 05493MAF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2550000 | PA      | $2217588.89     | 0.00%             | 2054-09-15      | Fixed         | 2.32%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDQ1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     9925000 | PA      | $5175909.78     | 0.00%             | 2062-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09022                      | CUSIP: 31292SAX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2824021 | PA      | $2572936.88     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CR9<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    10440000 | PA      | $10372211.05    | 0.00%             | 2026-12-08      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAG2<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1679733.50     | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD3989                      | CUSIP: 3140FBNF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      474984 | PA      | $438749.79      | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3K7<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    33200000 | PA      | $34057684.50    | 0.01%             | 2035-01-23      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AY1<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    15200000 | PA      | $15647258.29    | 0.00%             | 2054-09-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 539439AR0<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    20510000 | PA      | $20483534.51    | 0.01%             | 2028-03-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6048                      | CUSIP: 3140F1WJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1775115 | PA      | $1729060.06     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3930                      | CUSIP: 3140X7LL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2426598 | PA      | $2321946.25     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8230                      | CUSIP: 3132D6EB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7833012 | PA      | $7915397.75     | 0.00%             | 2038-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAK4<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    19011000 | PA      | $15849948.52    | 0.01%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAY4<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    12892000 | PA      | $13363228.44    | 0.00%             | 2041-02-06      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| CSAIL 2016-C7 Commercial Mortgage Trust                                          | CSAIL 2016-C7 A5               | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |     8375000 | PA      | $8245757.84     | 0.00%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4559                      | CUSIP: 31419FB54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      146614 | PA      | $145128.41      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BQ5<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     8150000 | PA      | $8148686.58     | 0.00%             | 2030-02-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BJ4<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    34630000 | PA      | $28618114.97    | 0.01%             | 2047-08-22      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FV0<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     6935000 | PA      | $6979347.48     | 0.00%             | 2026-10-20      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JD6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    10125000 | PA      | $9065204.81     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AV2<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    33870000 | PA      | $32682977.16    | 0.01%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7554                      | CUSIP: 3132DVMB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    75941289 | PA      | $64033132.65    | 0.02%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DG0<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    23200000 | PA      | $21878540.28    | 0.01%             | 2029-06-18      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP4559                      | CUSIP: 3138M8B51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2140754 | PA      | $1950052.10     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-C Owner Trust                                       | TAOT 2024-C A3                 | CUSIP: 89237QAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     9000000 | PA      | $9085365.00     | 0.00%             | 2029-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3192                      | CUSIP: 3132DQRM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21396565 | PA      | $21202525.82    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK6971                      | CUSIP: 3140HLW93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      118548 | PA      | $111889.19      | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBT1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    15331000 | PA      | $15002684.41    | 0.00%             | 2032-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0987                      | CUSIP: 3140QLCZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22530598 | PA      | $18913143.58    | 0.01%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AXU63<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    42875000 | PA      | $43262118.38    | 0.01%             | 2026-11-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAJ2<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $17006156.26    | 0.01%             | 2050-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33543                      | CUSIP: 31297N5C6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10955 | PA      | $11319.98       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483BM3<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $4327977.10     | 0.00%             | 2047-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5115                      | CUSIP: 3133KYVG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18983139 | PA      | $16839574.06    | 0.01%             | 2041-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN4443                      | CUSIP: 3140JL5D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      747909 | PA      | $725264.93      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0887                      | CUSIP: 3140XF6Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13332139 | PA      | $11662632.13    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8155                      | CUSIP: 3132DWBY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   147115242 | PA      | $117154913.67   | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Quest Diagnostics Inc                                                            | QUEST DIAGNOSTIC               | CUSIP: 74834LAQ3<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Long             | DBT              | CORP              | US        |      876000 | PA      | $873011.52      | 0.00%             | 2040-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J18940                      | CUSIP: 3128PY4Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      125451 | PA      | $123523.00      | 0.00%             | 2027-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CT7<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3374109.71     | 0.00%             | 2050-02-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604498                      | CUSIP: 36200MRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       27645 | PA      | $27484.44       | 0.00%             | 2033-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apache Corp                                                                      | APACHE CORP                    | CUSIP: 037411AR6<br>LEI: 72ZZ1XRHOOU9P9X16K08 | Long             | DBT              | CORP              | US        |     4729000 | PA      | $4677075.85     | 0.00%             | 2037-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KK2<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     5195000 | PA      | $5206350.60     | 0.00%             | 2053-04-01      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3255312.51     | 0.00%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AM3<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2675000 | PA      | $2728868.98     | 0.00%             | 2035-06-23      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAU9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    13206000 | PA      | $13166563.23    | 0.00%             | 2028-01-10      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16353                      | CUSIP: 3128PWBW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      119760 | PA      | $118962.10      | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ- 159           | CUSIP: 73358WAJ3<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     2060000 | PA      | $2209069.43     | 0.00%             | 2029-12-01      | Fixed         | 6.04%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGH8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   520584000 | PA      | $517960745.99   | 0.16%             | 2028-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CNO Financial Group Inc                                                          | CNO FINANCIAL                  | CUSIP: 12621EAM5<br>LEI: 11XPYHB76MPM4Y4P2897 | Long             | DBT              | CORP              | US        |     8570000 | PA      | $8996946.40     | 0.00%             | 2034-06-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745314                      | CUSIP: 31403DAP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       82299 | PA      | $80737.64       | 0.00%             | 2034-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40511                      | CUSIP: 3128K0R88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12053 | PA      | $12467.30       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AF0<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     7270000 | PA      | $7115437.77     | 0.00%             | 2026-11-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DC0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    18700000 | PA      | $18279420.74    | 0.01%             | 2033-03-29      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2646                      | CUSIP: 3138EJ5G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      143394 | PA      | $148819.95      | 0.00%             | 2042-05-01      | Floating      | 6.74%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AS3<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1743572.25     | 0.00%             | 2047-11-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-C                                              | FORDO 2022-C A3                | CUSIP: 34535AAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150192 | PA      | $1150022.48     | 0.00%             | 2026-12-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAE0<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     6631000 | PA      | $7584478.65     | 0.00%             | 2032-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2303                      | CUSIP: 3140X5RZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      337986 | PA      | $333526.80      | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBU8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    35411000 | PA      | $34514668.13    | 0.01%             | 2027-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | DOC DR LLC                     | CUSIP: 71951QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2973735.12     | 0.00%             | 2028-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| CBRE Services Inc                                                                | CBRE SERVICES IN               | CUSIP: 12505BAG5<br>LEI: 549300CTE3HOMEUMM603 | Long             | DBT              | CORP              | US        |     1253000 | PA      | $1319705.27     | 0.00%             | 2034-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GL1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    60451000 | PA      | $61200342.05    | 0.02%             | 2030-05-30      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K067 A2                   | CUSIP: 3137FAWS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4002000 | PA      | $3930944.89     | 0.00%             | 2027-07-25      | Fixed         | 3.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04796                      | CUSIP: 3132GK7H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      546504 | PA      | $527663.27      | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4805                      | CUSIP: 31418EKT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    71495727 | PA      | $68616157.51    | 0.02%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K538 A2                   | CUSIP: 3137HKQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30000000 | PA      | $30354069.00    | 0.01%             | 2030-01-25      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CW0<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7837011.04     | 0.00%             | 2027-04-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBP7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $775596.97      | 0.00%             | 2061-02-04      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1526                      | CUSIP: 3132ADVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2192564 | PA      | $2084485.67     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123CJ8<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $7056167.60     | 0.00%             | 2050-04-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K061 A2                   | CUSIP: 3137BTUM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16946542 | PA      | $16748120.36    | 0.01%             | 2026-11-25      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   734487600 | PA      | $504759386.71   | 0.16%             | 2041-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05936                      | CUSIP: 3128M74V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      539876 | PA      | $524146.28      | 0.00%             | 2040-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4302                      | CUSIP: 31418DX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1007886 | PA      | $899795.64      | 0.00%             | 2036-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0606                      | CUSIP: 31417YU88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      345009 | PA      | $344799.37      | 0.00%             | 2030-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4289                      | CUSIP: 3140QPXT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5633958 | PA      | $5409244.99     | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2023-A2 A                | CUSIP: 254683CZ6<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |    17550000 | PA      | $17657176.10    | 0.01%             | 2028-06-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M11 A2                | CUSIP: 3136BF4D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16650000 | PA      | $14260685.04    | 0.00%             | 2031-03-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7054                      | CUSIP: 36179VZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17454298 | PA      | $15988464.79    | 0.01%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKV0<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5476114.28     | 0.00%             | 2028-03-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A21547                      | CUSIP: 31296XWG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14461 | PA      | $14898.38       | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0455                      | CUSIP: 3132CWQG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1173300 | PA      | $1127995.13     | 0.00%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barrick PD Australia Finance Pty Ltd                                             | BARRICK PD AU FI               | CUSIP: 06849UAD7<br>LEI: 5493008DX0TK7OFLV260 | Long             | DBT              | CORP              | AU        |    10964000 | PA      | $11366688.26    | 0.00%             | 2039-10-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4994                      | CUSIP: 31418ERQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6023134 | PA      | $5893290.35     | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K102 A2                   | CUSIP: 3137FQKC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15420000 | PA      | $14488707.56    | 0.00%             | 2029-10-25      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09007                      | CUSIP: 31292SAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6114562 | PA      | $5739661.90     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CT5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    16307000 | PA      | $15779209.21    | 0.01%             | 2027-02-21      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91875                      | CUSIP: 3128P8CL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1331900 | PA      | $1282171.08     | 0.00%             | 2036-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M1G A2                | CUSIP: 3136BLRM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3725000 | PA      | $3197986.63     | 0.00%             | 2031-09-25      | Variable      | 1.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5231                      | CUSIP: 3140QCY59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15493516 | PA      | $14185715.84    | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFW9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    51505000 | PA      | $31006916.98    | 0.01%             | 2056-10-30      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAU4<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     3165000 | PA      | $2138966.56     | 0.00%             | 2050-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710846                      | CUSIP: 36297FWF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      113787 | PA      | $112625.67      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04269                      | CUSIP: 31292LW68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1779145 | PA      | $1629156.04     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-5                                       | EART 2022-5A C                 | CUSIP: 30167FAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      547414 | PA      | $549197.21      | 0.00%             | 2027-12-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5494                      | CUSIP: 31418FC88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38871999 | PA      | $36141995.52    | 0.01%             | 2054-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0499                      | CUSIP: 3138W9RV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1248368 | PA      | $1225063.49     | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAN7<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    15950000 | PA      | $15619881.71    | 0.00%             | 2065-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AR4<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |     9448000 | PA      | $9195171.28     | 0.00%             | 2027-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810EY0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    36215000 | PA      | $37544769.53    | 0.01%             | 2026-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAL8<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $8932500.49     | 0.00%             | 2030-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8131                      | CUSIP: 3132D6A83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37750921 | PA      | $33596179.45    | 0.01%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAF1<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      230000 | PA      | $275108.27      | 0.00%             | 2038-09-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890585                      | CUSIP: 31410LNA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       66135 | PA      | $66897.21       | 0.00%             | 2039-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BG8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4325014.09     | 0.00%             | 2027-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-2 Class AA Pass Through Trust                             | AM AIRLN 16-2 AA               | CUSIP: 023765AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3253520 | PA      | $3118412.38     | 0.00%             | 2029-12-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBD2<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    48100000 | PA      | $49146350.83    | 0.02%             | 2030-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7883                      | CUSIP: 3128UGEF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22722 | PA      | $23561.32       | 0.00%             | 2040-12-01      | Floating      | 6.75%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BBC4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    16550000 | PA      | $17151577.40    | 0.01%             | 2035-06-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAL4<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     3442711 | PA      | $3419321.37     | 0.00%             | 2029-02-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-HR8                                          | MSC 2020-HR8 A4                | CUSIP: 61692BBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6153856.80     | 0.00%             | 2053-07-15      | Fixed         | 2.04%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                    | CGCMT 2020-GC46 AS             | CUSIP: 17328RBB4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $1879262.49     | 0.00%             | 2053-02-15      | Variable      | 2.92%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1037                      | CUSIP: 31418AEK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1725104 | PA      | $1669548.28     | 0.00%             | 2032-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3029                      | CUSIP: 31418CLK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      968077 | PA      | $940158.36      | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AZ1<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |     7090000 | PA      | $4746562.49     | 0.00%             | 2051-05-28      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483BL5<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8592496.47     | 0.00%             | 2026-08-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAH4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |    24725000 | PA      | $23368919.36    | 0.01%             | 2045-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4581                      | CUSIP: 31418ECT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11695962 | PA      | $10408742.88    | 0.00%             | 2037-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CF3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    21525000 | PA      | $14107198.33    | 0.00%             | 2050-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EY2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    11710000 | PA      | $11734297.96    | 0.00%             | 2028-05-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EY5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8497220.90     | 0.00%             | 2032-09-09      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5474                      | CUSIP: 3138AXCL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      105842 | PA      | $104702.94      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888222                      | CUSIP: 31410FYT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      300411 | PA      | $315633.36      | 0.00%             | 2037-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Valmont Industries Inc                                                           | VALMONT INDS                   | CUSIP: 920253AE1<br>LEI: 5493009ZGZJJ8F77JN08 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $2955391.50     | 0.00%             | 2054-10-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08001                      | CUSIP: 3128MJAB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18007 | PA      | $18222.78       | 0.00%             | 2034-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786914                      | CUSIP: 3622ACSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5308785 | PA      | $5430899.97     | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CV8<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $6865415.64     | 0.00%             | 2050-02-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    34933000 | PA      | $35227683.26    | 0.01%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833CR9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    36000000 | PA      | $35547310.01    | 0.01%             | 2027-05-11      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7631                      | CUSIP: 3140XBPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9005572 | PA      | $8316878.28     | 0.00%             | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                                   | CARMX 2023-1 A3                | CUSIP: 14318DAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2820994 | PA      | $2823940.96     | 0.00%             | 2027-10-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2373                      | CUSIP: 3140QMT79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21853127 | PA      | $18426394.57    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CN6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1429000 | PA      | $1036508.53     | 0.00%             | 2053-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-C2                                      | CGCMT 2016-C2 A4               | CUSIP: 17291CBR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2449529.00     | 0.00%             | 2049-08-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BL7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    36521000 | PA      | $20725667.50    | 0.01%             | 2060-07-23      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CM7<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    10752000 | PA      | $11963499.40    | 0.00%             | 2038-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745133                      | CUSIP: 31403CY62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25135 | PA      | $25954.76       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CHRISTUS Health                                                                  | CHRISTUS HEALTH                | CUSIP: 17108JAA1<br>LEI: OQUVMAC1TV7BMO6XVW61 | Long             | DBT              | CORP              | US        |    17402000 | PA      | $17405056.53    | 0.01%             | 2028-07-01      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Hercules Capital Inc                                                             | HERCULES CAPITAL               | CUSIP: 427096AN2<br>LEI: 549300UJ5OC256GR2B73 | Long             | DBT              | CORP              | US        |     8195000 | PA      | $8196627.85     | 0.00%             | 2030-06-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 820113                      | CUSIP: 31406UDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       85633 | PA      | $88387.28       | 0.00%             | 2034-11-01      | Floating      | 7.04%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DB3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    25800000 | PA      | $23846966.91    | 0.01%             | 2028-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4333                      | CUSIP: 3132E0Y63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21638835 | PA      | $22465583.56    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAK8<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    14150000 | PA      | $15185121.54    | 0.00%             | 2034-01-05      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1518 A2                 | CUSIP: 3137FXQW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4200000 | PA      | $3262007.70     | 0.00%             | 2035-10-25      | Fixed         | 1.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS KW01 A2                   | CUSIP: 3137BPCQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5876244 | PA      | $5834269.77     | 0.00%             | 2026-01-25      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4387                      | CUSIP: 31418D2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38247397 | PA      | $32790426.76    | 0.01%             | 2041-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAQ3<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10571406.90    | 0.00%             | 2032-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBC0<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |     4800000 | PA      | $3955650.89     | 0.00%             | 2046-01-31      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJN2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   407768000 | PA      | $416305642.50   | 0.13%             | 2028-11-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7457                      | CUSIP: 31417EJB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3070748 | PA      | $2806614.79     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5132                      | CUSIP: 3140XLV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32077534 | PA      | $27840117.18    | 0.01%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0061                      | CUSIP: 31419AB71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      313723 | PA      | $330396.18      | 0.00%             | 2040-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3365                      | CUSIP: 3138EKW35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3022658 | PA      | $3183119.65     | 0.00%             | 2041-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAH9<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |    10000000 | PA      | $10002155.07    | 0.00%             | 2027-09-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     3504000 | PA      | $3521559.62     | 0.00%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHW4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   380402000 | PA      | $385899995.75   | 0.12%             | 2030-08-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38033                      | CUSIP: 31297T4S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18681 | PA      | $18921.24       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725424                      | CUSIP: 31402C4H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2643853 | PA      | $2719422.05     | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EBB4<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $807664.31      | 0.00%             | 2047-07-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CH7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    16150000 | PA      | $16443849.57    | 0.01%             | 2029-02-11      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BL3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     1311000 | PA      | $1335652.02     | 0.00%             | 2030-07-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JV9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    25875000 | PA      | $25347116.18    | 0.01%             | 2033-02-14      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786659                      | CUSIP: 3622ACJC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    41329780 | PA      | $40732928.86    | 0.01%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C48                                   | WFCM 2018-C48 A5               | CUSIP: 95001RAX7<br>LEI: 549300REQJRID6TODX95 | Long             | ABS-MBS          | CORP              | US        |     5175000 | PA      | $5136138.34     | 0.00%             | 2052-01-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21684AAD8<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    29173000 | PA      | $27559355.26    | 0.01%             | 2045-08-04      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737660                      | CUSIP: 3620ARQM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      106715 | PA      | $103154.53      | 0.00%             | 2040-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AC8<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $2329304.94     | 0.00%             | 2049-10-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5527                      | CUSIP: 36179UD82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5296553 | PA      | $4868294.11     | 0.00%             | 2048-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CB6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     9096000 | PA      | $8477220.85     | 0.00%             | 2054-04-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAW0<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    33005000 | PA      | $30555975.41    | 0.01%             | 2029-12-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4550430.09     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3027                      | CUSIP: 31418CLH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3131978 | PA      | $2964869.48     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K062 A2                   | CUSIP: 3137BUX60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18250000 | PA      | $18028893.95    | 0.01%             | 2026-12-25      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647431                      | CUSIP: 36292FHG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19452 | PA      | $19650.86       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2960                      | CUSIP: 36179RJD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18384051 | PA      | $16575391.38    | 0.01%             | 2045-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SG Commercial Mortgage Securities Trust 2016-C5                                  | SGCMS 2016-C5 A4               | CUSIP: 78419CAD6<br>LEI: 549300SZQW4U3UN4A157 | Long             | ABS-MBS          | CORP              | US        |     5975000 | PA      | $5841007.04     | 0.00%             | 2048-10-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1756                      | CUSIP: 3138WA5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      201652 | PA      | $199302.80      | 0.00%             | 2029-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0734                      | CUSIP: 3132CWY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13273524 | PA      | $12476451.58    | 0.00%             | 2037-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Continental Resources Inc/OK                                                     | CONTINENTAL RESO               | CUSIP: 212015AS0<br>LEI: XXRTID9RYWOZ0UPIVR53 | Long             | DBT              | CORP              | US        |     7577000 | PA      | $7471100.93     | 0.00%             | 2028-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2020-GC46                                    | CGCMT 2020-GC46 A5             | CUSIP: 17328RAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10880000 | PA      | $9984175.62     | 0.00%             | 2053-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ9563                      | CUSIP: 3138E2TV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37931 | PA      | $39385.87       | 0.00%             | 2042-01-01      | Floating      | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4281                      | CUSIP: 31418DXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30617803 | PA      | $24411127.63    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02495                      | CUSIP: 3128M4C84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      111236 | PA      | $117130.34      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BU4884                      | CUSIP: 3140M6NA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      929970 | PA      | $909631.72      | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DN6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    10075000 | PA      | $10978241.30    | 0.00%             | 2031-10-30      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| Bon Secours Mercy Health Inc                                                     | BON SECOURS HLTH               | CUSIP: 58942HAC5<br>LEI: 5493006NA7JSVYYYF398 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1753459.36     | 0.00%             | 2028-07-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAA4<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     1828000 | PA      | $1835651.42     | 0.00%             | 2027-04-07      | Fixed         | 4.60%                 | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CK6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     4130000 | PA      | $2528573.13     | 0.00%             | 2051-09-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TD SYNNEX Corp                                                                   | SYNNEX CORP                    | CUSIP: 87162WAF7<br>LEI: 5493004HI6PFLF46NS53 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4836646.75     | 0.00%             | 2026-08-09      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4754                      | CUSIP: 3140J9H87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5193600 | PA      | $4790917.01     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967AR2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |       25000 | PA      | $26446.19       | 0.00%             | 2028-01-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBG2<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    10919000 | PA      | $10021789.54    | 0.00%             | 2043-11-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18565                      | CUSIP: 3128MMTX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1148495 | PA      | $1122816.17     | 0.00%             | 2030-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08831                      | CUSIP: 3128MJ4R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20890905 | PA      | $19742839.45    | 0.01%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois State Toll Highway Authority                                            | IL TWY TXB-A-SR PRIOR          | CUSIP: 452252FH7<br>LEI: 549300ISBFGI8MJJKM98 | Long             | DBT              | MUN               | US        |     4220000 | PA      | $4519153.69     | 0.00%             | 2034-01-01      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K099 A2                   | CUSIP: 3137FPJG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11690000 | PA      | $11024138.77    | 0.00%             | 2029-09-25      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAL5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   329655000 | PA      | $306089816.71   | 0.10%             | 2027-09-30      | Fixed         | 0.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2230                      | CUSIP: 31418BPQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5749977 | PA      | $5485230.51     | 0.00%             | 2035-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Laboratory Corp of America Holdings                                              | LABORATORY CORP                | CUSIP: 50540RAU6<br>LEI: OZ7UA8IXAIFILY2VZH07 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5214810.75     | 0.00%             | 2027-09-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C63990                      | CUSIP: 31287PNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15302 | PA      | $16186.12       | 0.00%             | 2032-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | WFCM 2016-BNK1 AS              | CUSIP: 95000GBA1<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     1200000 | PA      | $1140077.88     | 0.00%             | 2049-08-15      | Fixed         | 2.81%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 2658                        | CUSIP: 36202C5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35892 | PA      | $36850.78       | 0.00%             | 2028-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAT0<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     6775000 | PA      | $4457359.88     | 0.00%             | 2050-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wyeth LLC                                                                        | WYETH                          | CUSIP: 983024AN0<br>LEI: 549300Q9GR3WRH4N4836 | Long             | DBT              | CORP              | US        |    12010000 | PA      | $12820737.95    | 0.00%             | 2037-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CE1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     8775000 | PA      | $8625833.74     | 0.00%             | 2064-11-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4379                      | CUSIP: 31418D2M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   165858343 | PA      | $138347436.39   | 0.04%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY                 | CUSIP: 892356AB2<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3568016.45     | 0.00%             | 2033-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | FRANCE TELECOM                 | CUSIP: 35177PAX5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |    11690000 | PA      | $11397206.52    | 0.00%             | 2042-01-13      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2201                      | CUSIP: 3140X5NT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6781592 | PA      | $6419756.19     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7544                      | CUSIP: 3132DVLZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15070353 | PA      | $13263241.50    | 0.00%             | 2051-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14490                      | CUSIP: 3128PT7B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       52827 | PA      | $52594.61       | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AN0<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     8080000 | PA      | $7567480.15     | 0.00%             | 2062-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795HK9<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     4020000 | PA      | $4282980.06     | 0.00%             | 2036-03-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08353                      | CUSIP: 3128MJMB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1145787 | PA      | $1137339.15     | 0.00%             | 2039-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BU6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    10922000 | PA      | $10923527.00    | 0.00%             | 2037-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                                           | CRVNA 2024-P4 A4               | CUSIP: 14076LAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1250000 | PA      | $1263971.13     | 0.00%             | 2030-12-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3706                      | CUSIP: 3138WDDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1443259 | PA      | $1343863.06     | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Revvity Inc                                                                      | REVVITY INC                    | CUSIP: 714046AM1<br>LEI: 549300IKL1SDPFI7N655 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $3727521.74     | 0.00%             | 2028-09-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3784                        | CUSIP: 36202EFZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       35319 | PA      | $35094.65       | 0.00%             | 2035-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA Ltd                                                        | RIO TINTO FINANC               | CUSIP: 767201AT3<br>LEI: 213800RX94ZKEZXPKH58 | Long             | DBT              | CORP              | AU        |    18225000 | PA      | $11070156.07    | 0.00%             | 2051-11-02      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DF7<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    21460000 | PA      | $21323767.10    | 0.01%             | 2031-11-23      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91485                      | CUSIP: 3128P7UJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      984001 | PA      | $964342.06      | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAC8<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1026259.82     | 0.00%             | 2027-06-01      | Fixed         | 1.29%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BW4<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    40880000 | PA      | $42454857.03    | 0.01%             | 2035-01-22      | Variable      | 5.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4971                      | CUSIP: 31419FQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      880682 | PA      | $853077.38      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 615686                      | CUSIP: 36290R6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       45904 | PA      | $45636.11       | 0.00%             | 2033-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JD.com Inc                                                                       | JD.COM INC                     | CUSIP: 47215PAF3<br>LEI: 549300HVTWB0GJZ16V92 | Long             | DBT              | CORP              | KY        |     3250000 | PA      | $2558017.02     | 0.00%             | 2050-01-14      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AF7<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2500965.49     | 0.00%             | 2032-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5229                      | CUSIP: 3138EMY39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1410281 | PA      | $1426434.19     | 0.00%             | 2044-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AS5<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    38669000 | PA      | $38900163.59    | 0.01%             | 2027-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03600                      | CUSIP: 31292K7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      440140 | PA      | $415319.40      | 0.00%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AJ5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1930000 | PA      | $2168851.06     | 0.00%             | 2031-03-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ6661                      | CUSIP: 3140H8MK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1244023 | PA      | $1175314.99     | 0.00%             | 2048-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAS3<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    13140000 | PA      | $9649407.15     | 0.00%             | 2050-04-05      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9526                      | CUSIP: 3140XRSQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7134345 | PA      | $7062956.99     | 0.00%             | 2054-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2572                      | CUSIP: 3140X52E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18444023 | PA      | $15811232.43    | 0.01%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 96145DAH8<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $5324316.32     | 0.00%             | 2028-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91947                      | CUSIP: 312940EU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1057046 | PA      | $1070762.43     | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BC5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |      796000 | PA      | $667395.31      | 0.00%             | 2044-05-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CJ7<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $5808106.04     | 0.00%             | 2040-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust 2024-2                                              | DRIVE 2024-2 A3                | CUSIP: 26207AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      920000 | PA      | $919547.18      | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAJ9<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     6431000 | PA      | $6327488.14     | 0.00%             | 2027-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BR2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6391893.33     | 0.00%             | 2032-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4125                      | CUSIP: 36179SSN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7524829 | PA      | $6534491.22     | 0.00%             | 2046-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06231                      | CUSIP: 3128M8HG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      171685 | PA      | $166393.65      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GE7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    10121000 | PA      | $10428654.17    | 0.00%             | 2033-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783672                      | CUSIP: 3622A2CH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1046569 | PA      | $951562.72      | 0.00%             | 2042-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNIV-P-TXBL            | CUSIP: 783186TP4<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     4395000 | PA      | $2914731.04     | 0.00%             | 2119-05-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12883363.80    | 0.00%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DQ7<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     8435000 | PA      | $7278743.40     | 0.00%             | 2032-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBF1<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     7800000 | PA      | $7940205.13     | 0.00%             | 2028-07-15      | Variable      | 5.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J19197                      | CUSIP: 3128Q0GE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1075399 | PA      | $1062146.30     | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07784                      | CUSIP: 3128M96V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5977077 | PA      | $5751412.99     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CAT2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    12809000 | PA      | $9474138.72     | 0.00%             | 2046-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1                        | GMCAR 2023-1 A4                | CUSIP: 38013JAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $652291.51      | 0.00%             | 2028-07-17      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08642                      | CUSIP: 3128MJWC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1877705 | PA      | $1796892.63     | 0.00%             | 2045-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BW1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     9100000 | PA      | $9287838.11     | 0.00%             | 2034-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAC1<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     3920000 | PA      | $2626707.46     | 0.00%             | 2050-01-01      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783035                      | CUSIP: 36241LLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      698578 | PA      | $691139.64      | 0.00%             | 2040-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYK4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $5718490.94     | 0.00%             | 2042-07-21      | Variable      | 2.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2723                      | CUSIP: 3138WQAZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2467860 | PA      | $2241318.95     | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2219                      | CUSIP: 3142GSPD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29657001 | PA      | $30875824.14    | 0.01%             | 2054-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08632                      | CUSIP: 3128MJV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17975857 | PA      | $16684867.07    | 0.01%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BM8<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $6114060.54     | 0.00%             | 2050-06-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAL2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     5950000 | PA      | $5181069.84     | 0.00%             | 2038-07-22      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07924                      | CUSIP: 3128MAD55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12260830 | PA      | $11442717.64    | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCR0<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6078421.68     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BC6<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     9410000 | PA      | $9546288.95     | 0.00%             | 2031-11-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C25                      | MSBAM 2015-C25 A5              | CUSIP: 61765TAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2377490 | PA      | $2371270.23     | 0.00%             | 2048-10-15      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08051                      | CUSIP: 3128MJBV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      189470 | PA      | $191829.14      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3.5 8/25                  | CUSIP: 21H032688<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34740000 | PA      | $31445602.33    | 0.01%             | 2025-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KD8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $12059467.37    | 0.00%             | 2052-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CQ9<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6567002.31     | 0.00%             | 2029-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9244                      | CUSIP: 36179YHV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12969811 | PA      | $13441629.00    | 0.00%             | 2053-10-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU5049                      | CUSIP: 3138X4TF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33776 | PA      | $33135.59       | 0.00%             | 2028-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9665                      | CUSIP: 3140XDW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19797319 | PA      | $15864539.68    | 0.01%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAD3<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |     8577000 | PA      | $8792593.26     | 0.00%             | 2030-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AF9<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    39874000 | PA      | $38033251.17    | 0.01%             | 2043-05-19      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842756                      | CUSIP: 31407WH97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7739 | PA      | $8001.41        | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cheniere Energy Partners LP                                                      | CHENIERE ENERGYP               | CUSIP: 16411QAN1<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |    20100000 | PA      | $18011226.53    | 0.01%             | 2032-01-31      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                                                   | MBALT 2025-A A4                | CUSIP: 58768YAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1116774.23     | 0.00%             | 2031-02-18      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4715830.89     | 0.00%             | 2031-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAL0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    55200000 | PA      | $44152785.84    | 0.01%             | 2048-11-15      | Variable      | 3.96%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ #168           | CUSIP: 73358WEK6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     2555000 | PA      | $2358881.01     | 0.00%             | 2051-10-01      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656BZ0<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |      100000 | PA      | $105958.78      | 0.00%             | 2036-12-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8H8<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    56606000 | PA      | $54437637.33    | 0.02%             | 2032-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAW5<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2789771.04     | 0.00%             | 2030-05-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CD5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    50695000 | PA      | $51367507.34    | 0.02%             | 2031-05-13      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BV3<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     4600000 | PA      | $4663625.55     | 0.00%             | 2035-05-20      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAK0<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $1399338.70     | 0.00%             | 2050-08-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4773                      | CUSIP: 3132DSJS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26178540 | PA      | $23862472.25    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBX8<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2012443.49     | 0.00%             | 2028-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AX2<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3751760.94     | 0.00%             | 2035-06-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7620                      | CUSIP: 3138A9PE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43101 | PA      | $42681.53       | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EJ2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    26045000 | PA      | $20380563.98    | 0.01%             | 2052-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3418                      | CUSIP: 3140XJYQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44279412 | PA      | $44043902.86    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1              | CUSIP: 64966SHM1<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     7750000 | PA      | $7313601.38     | 0.00%             | 2049-10-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8509                      | CUSIP: 3132D6N22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29936284 | PA      | $27541890.03    | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BV9<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     8222000 | PA      | $6356148.82     | 0.00%             | 2052-08-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBM6<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     6927000 | PA      | $6941999.91     | 0.00%             | 2033-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc                                               | JOHNSON CONTROLS               | CUSIP: 478375AN8<br>LEI: 549300XQ6S1GYKGBL205 | Long             | DBT              | CORP              | IE        |     5758000 | PA      | $4826219.94     | 0.00%             | 2064-07-02      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAT0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    15800000 | PA      | $15722017.12    | 0.00%             | 2030-09-19      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCC0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    11395000 | PA      | $10331732.48    | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AN5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     2870000 | PA      | $2462814.77     | 0.00%             | 2044-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 436717                      | CUSIP: 36207NDW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1030461 | PA      | $1041656.75     | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57700                      | CUSIP: 3128KLRV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34388 | PA      | $36141.48       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14697                      | CUSIP: 3128PUGE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2236 | PA      | $2226.38        | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9667                      | CUSIP: 36179YW42<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36490740 | PA      | $35895350.14    | 0.01%             | 2054-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M46 A2                | CUSIP: 3136BCFX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9647103 | PA      | $8553422.75     | 0.00%             | 2030-05-25      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                                                   | CARMX 2024-4 A4                | CUSIP: 14290DAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1620810.88     | 0.00%             | 2030-04-15      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZW7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    16465000 | PA      | $16761260.43    | 0.01%             | 2028-01-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9241                      | CUSIP: 36179YHS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    59636312 | PA      | $59972362.16    | 0.02%             | 2053-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A90222                      | CUSIP: 312938G72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74654 | PA      | $74093.56       | 0.00%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DW5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    24425000 | PA      | $24590203.97    | 0.01%             | 2028-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1375                      | CUSIP: 36179NQ43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1241166 | PA      | $1151478.69     | 0.00%             | 2043-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KC9<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    97000000 | PA      | $100438372.02   | 0.03%             | 2029-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK26                                                                  | BANK 2020-BN26 AS              | CUSIP: 06540JBP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2410000 | PA      | $2126100.07     | 0.00%             | 2063-03-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFT4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     8050000 | PA      | $8049648.84     | 0.00%             | 2027-09-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5627                      | CUSIP: 3133KMHC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2964205 | PA      | $2509585.21     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K512 A2                   | CUSIP: 3137HBCF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4300000 | PA      | $4410007.33     | 0.00%             | 2028-11-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAS9<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2744167.94     | 0.00%             | 2034-07-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AF2<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2063765.12     | 0.00%             | 2027-12-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783363                      | CUSIP: 36241LWY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31377 | PA      | $32136.66       | 0.00%             | 2041-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AN0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    13700000 | PA      | $12835966.26    | 0.00%             | 2032-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6109                      | CUSIP: 3138WFYF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1329001 | PA      | $1228449.26     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GQ0<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7832267.33     | 0.00%             | 2029-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBR9<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     2200000 | PA      | $2249042.90     | 0.00%             | 2027-07-02      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Athene Global Funding                                                            | ATHENE GLOBAL FU               | CUSIP: 04685A3Q2<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8733373.12     | 0.00%             | 2029-01-09      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAN6<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4190557.71     | 0.00%             | 2028-12-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAD3<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    12850000 | PA      | $12766809.87    | 0.00%             | 2034-09-10      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8278                      | CUSIP: 3132DWFT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9726869 | PA      | $9941915.60     | 0.00%             | 2052-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Daimler Trucks Retail Trust 2024-1                                               | DTRT 2024-1 A3                 | CUSIP: 233874AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5395000 | PA      | $5451103.68     | 0.00%             | 2027-12-15      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CP2<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    38035000 | PA      | $37456674.81    | 0.01%             | 2027-05-03      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2994                      | CUSIP: 3132DQKF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29667487 | PA      | $24876339.40    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2022-1                                                   | CARMX 2022-1 A3                | CUSIP: 14317CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      678057 | PA      | $674549.12      | 0.00%             | 2026-12-15      | Fixed         | 1.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9491                      | CUSIP: 36179YRL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9931973 | PA      | $10289400.73    | 0.00%             | 2054-02-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C30                      | MSBAM 2016-C30 A5              | CUSIP: 61766NBB0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7300000 | PA      | $7118816.19     | 0.00%             | 2049-09-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS3236                      | CUSIP: 3132A3SZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      749474 | PA      | $758223.13      | 0.00%             | 2041-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BX0<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5285000 | PA      | $4021483.92     | 0.00%             | 2046-09-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829676                      | CUSIP: 31407FXD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38559 | PA      | $39788.23       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |     6750000 | PA      | $5868690.12     | 0.00%             | 2031-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAD5<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7115158.76     | 0.00%             | 2043-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6154                      | CUSIP: 36179UZT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4327392 | PA      | $3966676.69     | 0.00%             | 2049-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines 2020-1 Class AA Pass Through Trust                               | DELTA AIR 2020AA               | CUSIP: 247361ZV3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5608243 | PA      | $5278692.17     | 0.00%             | 2029-12-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5533                      | CUSIP: 31418FEF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15647635 | PA      | $15305421.68    | 0.00%             | 2039-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FW8<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $5197327.06     | 0.00%             | 2059-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2021-4                        | GMCAR 2021-4 A3                | CUSIP: 362554AC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |        7687 | PA      | $7675.11        | 0.00%             | 2026-09-16      | Fixed         | 0.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3028                      | CUSIP: 31418CLJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1489981 | PA      | $1429864.34     | 0.00%             | 2037-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAR4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    61365000 | PA      | $64071364.05    | 0.02%             | 2034-05-25      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55563                      | CUSIP: 3132XYFD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32219 | PA      | $31333.87       | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6875                      | CUSIP: 3140QST92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22186566 | PA      | $22781077.19    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Nationwide Financial Services Inc                                                | NATIONWIDE FIN                 | CUSIP: 638612AJ0<br>LEI: 5493001H7AZNDS6BKJ36 | Long             | DBT              | CORP              | US        |      750000 | PA      | $742090.91      | 0.00%             | 2087-05-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 586207                      | CUSIP: 36201LGQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12979 | PA      | $13463.55       | 0.00%             | 2034-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     8090000 | PA      | $7537877.88     | 0.00%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368FAJ8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    13425000 | PA      | $13105717.61    | 0.00%             | 2027-03-08      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967JC6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    32600000 | PA      | $32546353.93    | 0.01%             | 2026-11-20      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A3U46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    15573000 | PA      | $17359923.89    | 0.01%             | 2029-09-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                | CUSIP: 46817MAN7<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $3939425.03     | 0.00%             | 2051-11-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBZ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     6120000 | PA      | $6276185.98     | 0.00%             | 2029-10-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Stanford Health Care                                                             | STANFORD HEALTH                | CUSIP: 85434VAC2<br>LEI: 5493005311WCPXQGDG42 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3248199.34     | 0.00%             | 2051-08-15      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01283                      | CUSIP: 31292HM84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9311 | PA      | $9539.03        | 0.00%             | 2031-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WABTEC                         | CUSIP: 960386AM2<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    16175000 | PA      | $16266717.15    | 0.01%             | 2028-09-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AY6<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |    67224000 | PA      | $68495432.21    | 0.02%             | 2034-02-20      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                      | CUSIP: 45167RAJ3<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     5690000 | PA      | $5778235.43     | 0.00%             | 2029-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08680                      | CUSIP: 3128MJXJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4410091 | PA      | $3933187.17     | 0.00%             | 2045-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hormel Foods Corp                                                                | HORMEL FOODS CRP               | CUSIP: 440452AJ9<br>LEI: MSD54751OJP1FS2ND863 | Long             | DBT              | CORP              | US        |    10002000 | PA      | $6554181.85     | 0.00%             | 2051-06-03      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14426                      | CUSIP: 3132HQ4K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6066118 | PA      | $5530207.82     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8483                      | CUSIP: 31417FM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64744 | PA      | $60770.68       | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3465                      | CUSIP: 31418CZ72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1710174 | PA      | $1659543.35     | 0.00%             | 2038-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of Connecticut                                                             | CT ST-SER A                    | CUSIP: 20772GF45<br>LEI: 5493007GRO6CU0IKP741 | Long             | DBT              | MUN               | US        |    10205000 | PA      | $10947221.90    | 0.00%             | 2032-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY & NJ-181          | CUSIP: 73358WRP1<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     5870000 | PA      | $5516213.93     | 0.00%             | 2046-08-01      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAM4<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    36225000 | PA      | $36208685.19    | 0.01%             | 2034-01-26      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RQ0013                      | CUSIP: 3142J6AP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11408906 | PA      | $11410613.60    | 0.00%             | 2055-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2171754.51     | 0.00%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| First Horizon Bank                                                               | FIRST HORIZON                  | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |     4595000 | PA      | $4701750.83     | 0.00%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-A Owner Trust                                       | TAOT 2023-A A3                 | CUSIP: 891940AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1740987 | PA      | $1741760.52     | 0.00%             | 2027-09-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08601                      | CUSIP: 3128MJU32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11725069 | PA      | $11240940.71    | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EA4<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    11952000 | PA      | $6887758.08     | 0.00%             | 2060-08-20      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPPE9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    25328000 | PA      | $25415786.85    | 0.01%             | 2026-07-06      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0949                      | CUSIP: 31419BBT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7555796 | PA      | $7309363.12     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DN5<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    37221000 | PA      | $36487649.06    | 0.01%             | 2026-10-06      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDK3<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $9631462.57     | 0.00%             | 2032-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 225401AP3<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    16143000 | PA      | $15789499.44    | 0.01%             | 2031-04-01      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-S1               | CUSIP: 072024NU2<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     2135000 | PA      | $2383191.19     | 0.00%             | 2040-04-01      | Fixed         | 6.92%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWZ8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11694974.58    | 0.00%             | 2030-06-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAQ7<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    10500000 | PA      | $9917044.04     | 0.00%             | 2029-06-19      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEP7<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7721470.80     | 0.00%             | 2034-01-07      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550AQ9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     3085000 | PA      | $3480337.27     | 0.00%             | 2033-08-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08653                      | CUSIP: 3128MJWP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22222921 | PA      | $19847530.50    | 0.01%             | 2045-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBK0<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     7800000 | PA      | $7735792.12     | 0.00%             | 2032-07-21      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AE7<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     2923000 | PA      | $3273289.61     | 0.00%             | 2035-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783104                      | CUSIP: 36241LNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18485 | PA      | $17875.73       | 0.00%             | 2040-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCU8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    13270000 | PA      | $11923126.37    | 0.00%             | 2033-01-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BB8<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    10470000 | PA      | $10403596.22    | 0.00%             | 2028-03-28      | Variable      | 4.02%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91949                      | CUSIP: 3128P8EW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      172167 | PA      | $162745.35      | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cabot Corp                                                                       | CABOT CORP                     | CUSIP: 127055AL5<br>LEI: K05C0SER542GQ6VLRO68 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2734123.78     | 0.00%             | 2029-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AS2<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     8500000 | PA      | $7673794.13     | 0.00%             | 2054-09-12      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAV6<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3981169.04     | 0.00%             | 2036-01-16      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1278                      | CUSIP: 3140Q8M44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1437545 | PA      | $1392601.12     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBD0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8481000 | PA      | $8411362.89     | 0.00%             | 2028-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   618597500 | PA      | $559782406.48   | 0.18%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203BY6<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5363894.90     | 0.00%             | 2028-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BZ8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    55500000 | PA      | $49280362.11    | 0.02%             | 2031-05-12      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08186                      | CUSIP: 3128MJF47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      144419 | PA      | $149544.90      | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arrow Electronics Inc                                                            | ARROW ELECTRONIC               | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |    19188000 | PA      | $19502326.65    | 0.01%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00509                      | CUSIP: 31292GR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         530 | PA      | $538.15         | 0.00%             | 2027-04-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CN7<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    11785000 | PA      | $11745830.14    | 0.00%             | 2029-09-05      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCW0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12862058.07    | 0.00%             | 2027-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Equifax Inc                                                                      | EQUIFAX INC                    | CUSIP: 294429AW5<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |    31800000 | PA      | $32412312.71    | 0.01%             | 2028-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569680                      | CUSIP: 36200Q2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1978 | PA      | $2044.16        | 0.00%             | 2032-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9779                      | CUSIP: 36179Y2L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   103365854 | PA      | $103560698.89   | 0.03%             | 2054-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08356                      | CUSIP: 3128MJME7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      275646 | PA      | $285801.95      | 0.00%             | 2039-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7531                      | CUSIP: 3140XBLM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3368638 | PA      | $2954171.72     | 0.00%             | 2051-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2270                      | CUSIP: 3138LSQY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204173 | PA      | $211886.50      | 0.00%             | 2042-10-01      | Floating      | 7.13%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BK5<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |    16595000 | PA      | $15792301.55    | 0.01%             | 2030-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BZ1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5560894.68     | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2445                      | CUSIP: 36179QWE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8065361 | PA      | $7448549.43     | 0.00%             | 2044-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14005                      | CUSIP: 3128MCU60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         151 | PA      | $150.25         | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BE9<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    12860000 | PA      | $11842527.43    | 0.00%             | 2041-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAZ9<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    21100000 | PA      | $21639490.70    | 0.01%             | 2055-05-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   677800800 | PA      | $618413798.52   | 0.20%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9324                      | CUSIP: 3138MRLE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2359779 | PA      | $2148159.41     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AH7<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    27302000 | PA      | $26518468.86    | 0.01%             | 2033-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5937                      | CUSIP: 31417CS30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5348350 | PA      | $5006983.93     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1105                      | CUSIP: 3138WAGP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      867969 | PA      | $832436.82      | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03456                      | CUSIP: 31292KZV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1112885 | PA      | $1127276.81     | 0.00%             | 2040-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CK0<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    19465000 | PA      | $19773769.36    | 0.01%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | HEALTH CARE REIT               | CUSIP: 42217KBB1<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |      950000 | PA      | $878077.23      | 0.00%             | 2043-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Enel Americas SA                                                                 | ENEL AMERICAS SA               | CUSIP: 29274FAF1<br>LEI: 549300LKH11TFCJLZK20 | Long             | DBT              | CORP              | CL        |     4115000 | PA      | $4086180.29     | 0.00%             | 2026-10-25      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5286                      | CUSIP: 3133KL2T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25043155 | PA      | $20810989.48    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-C8 Mortgage Trust                                                       | BMO 2024-C8 A5                 | CUSIP: 05593HAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11255000 | PA      | $11722079.12    | 0.00%             | 2057-03-15      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 659831                      | CUSIP: 31390YA81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4180 | PA      | $4405.71        | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2025-1                                                   | CARMX 2025-1 A3                | CUSIP: 14319WAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6800000 | PA      | $6891149.24     | 0.00%             | 2030-01-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAD5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    11060000 | PA      | $8178297.56     | 0.00%             | 2050-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7242                      | CUSIP: 3140XPBL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18758507 | PA      | $15817034.04    | 0.01%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2016-P4                                      | CGCMT 2016-P4 A4               | CUSIP: 29429EAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2350000 | PA      | $2300152.98     | 0.00%             | 2049-07-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABJ1<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6887182.34     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1191                      | CUSIP: 3140Q8KD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15087772 | PA      | $13861370.03    | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICAN UTD STS                | CUSIP: 91086QAS7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    10864000 | PA      | $11537521.21    | 0.00%             | 2034-09-27      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| GE Capital Funding LLC                                                           | GE CAP FUNDING                 | CUSIP: 36166NAK9<br>LEI: 549300XAGH9TOLX5XM67 | Long             | DBT              | CORP              | US        |     1099000 | PA      | $1091690.52     | 0.00%             | 2032-05-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120BAA5<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4672402.95     | 0.00%             | 2035-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KC7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    65800000 | PA      | $66309084.14    | 0.02%             | 2029-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2842                      | CUSIP: 3140QNEQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    47400827 | PA      | $37880863.73    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBV6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5821527.88     | 0.00%             | 2052-03-16      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5147                      | CUSIP: 3133KYWG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1007495 | PA      | $828395.20      | 0.00%             | 2042-03-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAP5<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |    18697000 | PA      | $18184169.18    | 0.01%             | 2032-07-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7527                      | CUSIP: 3140QFLH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46187713 | PA      | $38353357.63    | 0.01%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CJ5<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    20305000 | PA      | $20469611.22    | 0.01%             | 2027-02-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HEICO Corp                                                                       | HEICO CORP                     | CUSIP: 422806AB5<br>LEI: 529900O1DTDLCJ7L0I14 | Long             | DBT              | CORP              | US        |    15875000 | PA      | $16247362.69    | 0.01%             | 2033-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1941                      | CUSIP: 3132DPEN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8219398 | PA      | $6927967.30     | 0.00%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CC6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |   102192000 | PA      | $63177179.70    | 0.02%             | 2050-06-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SB0<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    14200000 | PA      | $12528206.33    | 0.00%             | 2030-05-28      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAN1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |    12595000 | PA      | $12940247.16    | 0.00%             | 2052-11-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QT8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   113056000 | PA      | $92635260.00    | 0.03%             | 2041-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-A Owner Trust                                       | TAOT 2023-A A4                 | CUSIP: 891940AD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075000 | PA      | $1077817.25     | 0.00%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2024-3 B                  | CUSIP: 92348KCS0<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5083938.50     | 0.00%             | 2030-04-22      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2077                      | CUSIP: 31416XJX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1071921 | PA      | $1038460.98     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786826                      | CUSIP: 3622ACPK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    23570414 | PA      | $23835817.14    | 0.01%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DS6<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     4827000 | PA      | $4696369.10     | 0.00%             | 2054-05-13      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348BK1<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     5138000 | PA      | $3789449.52     | 0.00%             | 2049-08-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J35823                      | CUSIP: 31307SPG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      282620 | PA      | $272701.94      | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9425                      | CUSIP: 36179YPJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    94921247 | PA      | $97701111.06    | 0.03%             | 2054-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612KAC6<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4853336.80     | 0.00%             | 2052-07-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5126                      | CUSIP: 3133KYVT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12607012 | PA      | $11156468.33    | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CP5<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    10284000 | PA      | $10036723.23    | 0.00%             | 2029-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786681                      | CUSIP: 3622ACJ27<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9700268 | PA      | $9764023.22     | 0.00%             | 2053-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AXQK7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     2220000 | PA      | $2289219.60     | 0.00%             | 2028-12-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816EH8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    35144000 | PA      | $36405470.65    | 0.01%             | 2036-04-25      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD3793                      | CUSIP: 31418RGB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      294010 | PA      | $297398.18      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582AT9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     2427000 | PA      | $1902455.94     | 0.00%             | 2042-08-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CR8<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $8254429.30     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LN1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    31667000 | PA      | $31741841.76    | 0.01%             | 2029-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GBA4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     9547000 | PA      | $9382879.67     | 0.00%             | 2035-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9104                      | CUSIP: 36179YDH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    39146462 | PA      | $37592363.11    | 0.01%             | 2053-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07416                      | CUSIP: 3128M9SD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      759542 | PA      | $712885.57      | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCP8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6816117.66     | 0.00%             | 2033-02-06      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2986                      | CUSIP: 3140X6J85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15005086 | PA      | $14355535.24    | 0.00%             | 2045-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBS8<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    11625000 | PA      | $7334382.50     | 0.00%             | 2052-03-17      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAP0<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    42373000 | PA      | $37803520.87    | 0.01%             | 2030-04-20      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFU4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    23900000 | PA      | $23949371.98    | 0.01%             | 2030-10-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0836                      | CUSIP: 3138EG4W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      315281 | PA      | $332211.97      | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Universal Health Services Inc                                                    | UNIVERSAL HLTH S               | CUSIP: 913903BC3<br>LEI: 549300YGMGQDO0NMJD09 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5541146.65     | 0.00%             | 2034-10-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081FA6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    15275000 | PA      | $9477846.35     | 0.00%             | 2050-05-28      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CP2<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |    15640000 | PA      | $16046023.36    | 0.01%             | 2030-01-24      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ3437                      | CUSIP: 3138AUZB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      245415 | PA      | $254772.55      | 0.00%             | 2041-11-01      | Floating      | 6.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8070                      | CUSIP: 3132DV6F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2086758 | PA      | $1962375.32     | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V2 Mortgage Trust                                                 | BMARK 2023-V2 A3               | CUSIP: 08163TAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4325000 | PA      | $4462280.69     | 0.00%             | 2055-05-15      | Variable      | 5.81%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AQ5<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $1503663.63     | 0.00%             | 2057-12-01      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4550                      | CUSIP: 3138WEBU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2641462 | PA      | $2455724.72     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAS3<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $6372562.00     | 0.00%             | 2030-08-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BU2<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6256758.66     | 0.00%             | 2055-04-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAG3<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     4875000 | PA      | $4823514.21     | 0.00%             | 2040-12-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555591                      | CUSIP: 31385XF85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      736821 | PA      | $757174.83      | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2149                      | CUSIP: 36179QL66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1964566 | PA      | $1879716.92     | 0.00%             | 2044-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023AX3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     5430000 | PA      | $5923418.19     | 0.00%             | 2039-03-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 550656                      | CUSIP: 36213CWR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      389753 | PA      | $393698.02      | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 487821                      | CUSIP: 36210B4E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      686782 | PA      | $694243.77      | 0.00%             | 2039-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0981                      | CUSIP: 3132CXCS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18992413 | PA      | $19192170.93    | 0.01%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97474                      | CUSIP: 312946JT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      484395 | PA      | $468906.44      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BQ4<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      145000 | PA      | $160783.05      | 0.00%             | 2037-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LWV1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     2695000 | PA      | $2828541.30     | 0.00%             | 2028-10-03      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| Wachovia Corp                                                                    | WACHOVIA CORP                  | CUSIP: 337358BA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1990000 | PA      | $2286297.73     | 0.00%             | 2035-04-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1042                      | CUSIP: 3140J5EQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7040838 | PA      | $6713575.92     | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 915574                      | CUSIP: 31411VFP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46610 | PA      | $48975.11       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TW8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   527375000 | PA      | $526715781.25   | 0.17%             | 2043-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C37                                   | WFCM 2016-C37 A5               | CUSIP: 95000PAE4<br>LEI: 549300TRQQDPEF728F16 | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2859338.52     | 0.00%             | 2049-12-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                                          | HDMOT 2024-B A3                | CUSIP: 41284PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1152036.88     | 0.00%             | 2029-07-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78194                      | CUSIP: 31288HC73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2749 | PA      | $2826.11        | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2021-1                                       | VALET 2021-1 A4                | CUSIP: 92868KAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      579460 | PA      | $578224.08      | 0.00%             | 2028-10-20      | Fixed         | 1.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49899                      | CUSIP: 3132WP7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      154916 | PA      | $147660.81      | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP               | CUSIP: 001192AK9<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1259826.02     | 0.00%             | 2043-06-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8067                      | CUSIP: 3132D56C1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4002500 | PA      | $3589515.07     | 0.00%             | 2035-09-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5431                      | CUSIP: 3140QRA94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3471188 | PA      | $3462488.54     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AJ2<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     7770000 | PA      | $7883459.94     | 0.00%             | 2032-05-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735676                      | CUSIP: 31402RJV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3280132 | PA      | $3315313.71     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783261                      | CUSIP: 36241LTS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      442006 | PA      | $437081.38      | 0.00%             | 2041-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BA9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     5712000 | PA      | $4872174.30     | 0.00%             | 2043-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BT0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    58555000 | PA      | $46895195.99    | 0.01%             | 2050-03-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09008                      | CUSIP: 31292SAH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      721643 | PA      | $658426.77      | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Credit Suisse USA LLC                                                            | CREDIT SUIS USA                | CUSIP: 22541LAE3<br>LEI: EXD7DEVFDH4HOFFQ7349 | Long             | DBT              | CORP              | US        |     7791000 | PA      | $8866554.48     | 0.00%             | 2032-07-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8389                      | CUSIP: 3132DWKA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15478501 | PA      | $16511488.27    | 0.01%             | 2053-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MC C&G                | CUSIP: 35671DBC8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |    19740000 | PA      | $18689126.37    | 0.01%             | 2043-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8031                      | CUSIP: 3132D54Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10125696 | PA      | $9571442.72     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5528                      | CUSIP: 31418FEA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32501152 | PA      | $30218576.64    | 0.01%             | 2054-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61428                      | CUSIP: 31335BSR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      154087 | PA      | $149855.27      | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0079                      | CUSIP: 3138EGCR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      241775 | PA      | $239638.80      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2M4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    66163000 | PA      | $60265231.52    | 0.02%             | 2051-04-04      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKY4<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $19788167.59    | 0.01%             | 2033-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK36                                                                  | BANK 2021-BN36 AS              | CUSIP: 06540DCA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $1801138.29     | 0.00%             | 2064-09-15      | Variable      | 2.69%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02324                      | CUSIP: 3128LXSM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       75192 | PA      | $81170.42       | 0.00%             | 2036-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE3047                      | CUSIP: 31419DL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      575930 | PA      | $570483.29      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AH3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $22177430.24    | 0.01%             | 2030-07-30      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCY5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4693831.33     | 0.00%             | 2039-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AM0<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4220146.53     | 0.00%             | 2035-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAW9<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |     7000000 | PA      | $4597299.17     | 0.00%             | 2060-06-29      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8163                      | CUSIP: 3132DWB85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      592609 | PA      | $536892.12      | 0.00%             | 2051-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   620523000 | PA      | $626558554.19   | 0.20%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K116 A2                   | CUSIP: 3137FWHT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13710000 | PA      | $12000027.11    | 0.00%             | 2030-07-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJC6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   463886000 | PA      | $468035604.07   | 0.15%             | 2026-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08158                      | CUSIP: 3128MJE89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1673 | PA      | $1810.18        | 0.00%             | 2036-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KD5<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    17275000 | PA      | $17469299.21    | 0.01%             | 2034-02-28      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-1                                     | GMALT 2024-1 B                 | CUSIP: 36269FAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1108615.97     | 0.00%             | 2028-03-20      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AG1<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $8176325.41     | 0.00%             | 2030-09-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q07465                      | CUSIP: 3132GSTW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      379630 | PA      | $356822.36      | 0.00%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP7553                      | CUSIP: 3138MBMB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16691669 | PA      | $15216095.66    | 0.00%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4586                      | CUSIP: 31418ECY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14123004 | PA      | $12042546.76    | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CQ3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    29688000 | PA      | $21595902.33    | 0.01%             | 2052-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAR1<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     1359000 | PA      | $1380154.90     | 0.00%             | 2033-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6034                      | CUSIP: 3140QRV42<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5159715 | PA      | $5358463.55     | 0.00%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CA3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    22808000 | PA      | $18486212.25    | 0.01%             | 2041-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08597                      | CUSIP: 3128MJUX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1528486 | PA      | $1423021.38     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4223                        | CUSIP: 36202EVQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46233 | PA      | $48760.74       | 0.00%             | 2038-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06881                      | CUSIP: 3128M86S8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      118973 | PA      | $112031.49      | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q20542                      | CUSIP: 3132JMS75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      585610 | PA      | $532473.83      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8347                      | CUSIP: 3132D6HY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6181471 | PA      | $6046282.04     | 0.00%             | 2040-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057CD4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15105056.10    | 0.00%             | 2027-11-29      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEF5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    21358000 | PA      | $14157080.34    | 0.00%             | 2051-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91466                      | CUSIP: 3128P7TX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      609646 | PA      | $589923.86      | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06867                      | CUSIP: 3128M86C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      853799 | PA      | $825859.13      | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Asset Management Ltd                                                  | BROOKFIELD ASSE                | CUSIP: 113004AA3<br>LEI: 549300CZ84WPNJZKY093 | Long             | DBT              | CORP              | CA        |     4150000 | PA      | $4260364.51     | 0.00%             | 2035-04-24      | Fixed         | 5.79%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAK3<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |     3125000 | PA      | $2686488.27     | 0.00%             | 2031-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1222                      | CUSIP: 3138EHLC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       62788 | PA      | $65399.01       | 0.00%             | 2040-09-01      | Floating      | 7.38%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAD8<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     6740000 | PA      | $6111203.40     | 0.00%             | 2042-03-22      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3488                      | CUSIP: 3132DQ2V7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17674753 | PA      | $14163626.31    | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BJ7<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     5450000 | PA      | $4936695.20     | 0.00%             | 2030-04-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5021                      | CUSIP: 3133KYSJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      862802 | PA      | $774888.47      | 0.00%             | 2039-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1193                      | CUSIP: 3138AEKF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1388043 | PA      | $1373817.78     | 0.00%             | 2041-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAM6<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    10923000 | PA      | $6805807.55     | 0.00%             | 2051-08-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAR9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     9310000 | PA      | $8320309.50     | 0.00%             | 2043-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C1 Mortgage Trust                                                       | BMO 2022-C1 A5                 | CUSIP: 05609MCC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2746599.60     | 0.00%             | 2055-02-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAJ0<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     9520000 | PA      | $9634097.28     | 0.00%             | 2035-01-08      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1597                      | CUSIP: 3138EHX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      219490 | PA      | $231089.69      | 0.00%             | 2040-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97549                      | CUSIP: 312946L61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32905 | PA      | $31902.48       | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89114TZJ4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     7000000 | PA      | $6113106.35     | 0.00%             | 2031-09-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A83580                      | CUSIP: 3129296R8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18485 | PA      | $19510.39       | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33585                      | CUSIP: 31297N6W1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3309 | PA      | $3424.32        | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4468                        | CUSIP: 36202E6D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      550376 | PA      | $545324.23      | 0.00%             | 2039-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93996                      | CUSIP: 312942NM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1017602 | PA      | $1009078.99     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                  | BANK 2018-BN13 A5              | CUSIP: 06539LBB5<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     6200000 | PA      | $6128899.02     | 0.00%             | 2061-08-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6740                      | CUSIP: 3138EBP25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1675514 | PA      | $1618568.04     | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2023-1                                                   | CARMX 2023-1 A4                | CUSIP: 14318DAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1725000 | PA      | $1731830.14     | 0.00%             | 2029-01-16      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2023-1                                      | MBART 2023-1 A4                | CUSIP: 58770AAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      600000 | PA      | $600738.48      | 0.00%             | 2029-04-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 720196                      | CUSIP: 31401WC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11302 | PA      | $11584.36       | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBQ7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     1800000 | PA      | $1804305.06     | 0.00%             | 2056-01-31      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54024                      | CUSIP: 3128KGPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      140343 | PA      | $147701.26      | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNJ6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  2795000000 | PA      | $2797074421.05  | 0.89%             | 2032-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Virginia                                                           | UNIV VA-A-TXBL                 | CUSIP: 915217XA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2300000 | PA      | $1322179.61     | 0.00%             | 2119-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 AS              | CUSIP: 065404BC8<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |     1650000 | PA      | $1590192.62     | 0.00%             | 2061-02-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    18334000 | PA      | $18774917.48    | 0.01%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QN4368                      | CUSIP: 3133GAZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4212940 | PA      | $3761126.80     | 0.00%             | 2035-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CT5<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    10125000 | PA      | $9833775.25     | 0.00%             | 2030-03-25      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EA2<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     4150000 | PA      | $4307324.55     | 0.00%             | 2028-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBN9<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    14190000 | PA      | $8673011.40     | 0.00%             | 2050-11-10      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAG6<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    25500000 | PA      | $24098556.68    | 0.01%             | 2037-05-04      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651EB4<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4618392.47     | 0.00%             | 2034-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Children's Health System of Texas                                                | CHILD HEALTH TX                | CUSIP: 16876HAB5<br>LEI: 254900FK4IY1J5YO2L69 | Long             | DBT              | CORP              | US        |     9950000 | PA      | $5791388.79     | 0.00%             | 2050-08-15      | Fixed         | 2.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW0278                      | CUSIP: 3138XPJY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56672 | PA      | $54425.73       | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AN3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5428000 | PA      | $5637821.81     | 0.00%             | 2035-06-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8453                      | CUSIP: 3140XQMB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28313367 | PA      | $28507834.84    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1694                      | CUSIP: 3132DN3B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9300095 | PA      | $8929156.22     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CS6<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $1992173.13     | 0.00%             | 2051-06-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                | CUSIP: 025932AP9<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     4057128 | PA      | $4198332.25     | 0.00%             | 2030-04-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CH6<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    14675000 | PA      | $15869746.92    | 0.01%             | 2034-08-24      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLE3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10528025.99    | 0.00%             | 2030-11-20      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC HOLDINGS INC               | CUSIP: 552676AU2<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3594407.37     | 0.00%             | 2031-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Orange SA                                                                        | ORANGE                         | CUSIP: 685218AB5<br>LEI: 969500MCOONR8990S771 | Long             | DBT              | CORP              | FR        |     9815000 | PA      | $9661000.32     | 0.00%             | 2044-02-06      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CS9<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $5350731.19     | 0.00%             | 2051-03-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M1 A2                 | CUSIP: 3136B75M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19090000 | PA      | $17919145.39    | 0.01%             | 2029-10-25      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TJF3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7257367.54     | 0.00%             | 2028-04-06      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AN7<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16113689.05    | 0.01%             | 2027-06-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAP3<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |     3520000 | PA      | $2982706.48     | 0.00%             | 2044-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0184                      | CUSIP: 31417YF28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      241300 | PA      | $243167.07      | 0.00%             | 2029-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAK7<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     8235000 | PA      | $8398531.02     | 0.00%             | 2053-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAQ8<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    10675000 | PA      | $8623996.75     | 0.00%             | 2047-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DS3<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $23945146.44    | 0.01%             | 2029-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6903                      | CUSIP: 31417DU50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      841990 | PA      | $769764.44      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAH2<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     5145000 | PA      | $5073551.04     | 0.00%             | 2026-10-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EG4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |      125000 | PA      | $112949.14      | 0.00%             | 2039-07-24      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BR4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    11696000 | PA      | $11423548.04    | 0.00%             | 2026-07-27      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04490                      | CUSIP: 3128M6KB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       83898 | PA      | $84963.59       | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BD9<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     5381000 | PA      | $5005422.56     | 0.00%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1981                      | CUSIP: 31418BFX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      189613 | PA      | $181429.64      | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432PC3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2010502.91     | 0.00%             | 2034-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DG1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    19060000 | PA      | $19328608.39    | 0.01%             | 2028-08-11      | Variable      | 5.21%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AV6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4777879.91     | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A29693                      | CUSIP: 31297HXW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4029 | PA      | $4166.52        | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0256                      | CUSIP: 3132CWH98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         951 | PA      | $946.14         | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08540                      | CUSIP: 3128MJS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2187631 | PA      | $1987007.30     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3246667.96     | 0.00%             | 2049-12-14      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAY7<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    11050000 | PA      | $11179959.62    | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AE1<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |      145000 | PA      | $132001.90      | 0.00%             | 2038-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BS0<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    23205000 | PA      | $18260537.29    | 0.01%             | 2047-06-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AN1<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4243832.93     | 0.00%             | 2030-03-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAL4<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     7465000 | PA      | $7337863.42     | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JS0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $7781901.51     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBC8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $19170036.93    | 0.01%             | 2027-06-10      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC93<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    65353000 | PA      | $67014572.33    | 0.02%             | 2031-04-23      | Variable      | 5.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA2471                      | CUSIP: 31329KW83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6256442 | PA      | $5907024.61     | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58460                      | CUSIP: 3132Y2MJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      161790 | PA      | $152898.55      | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0540                      | CUSIP: 3132ACS50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10845260 | PA      | $10327609.43    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967JU6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     8275000 | PA      | $7269298.76     | 0.00%             | 2045-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BP1<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7900893.81     | 0.00%             | 2028-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582BX9<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    12897000 | PA      | $12675562.97    | 0.00%             | 2026-09-12      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCV6<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $7398864.03     | 0.00%             | 2047-01-15      | Fixed         | 4.40%                 | Yes           |                  2 | On Loan: No      |
| Jabil Inc                                                                        | JABIL INC                      | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $9576075.24     | 0.00%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECC7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    15000000 | PA      | $15124662.37    | 0.00%             | 2026-11-02      | Variable      | 7.33%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBQ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    23880000 | PA      | $24174224.94    | 0.01%             | 2027-02-26      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4154                      | CUSIP: 3140XKTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19057299 | PA      | $19760103.60    | 0.01%             | 2053-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9314                      | CUSIP: 36184HK37<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1737408 | PA      | $1559972.65     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0243                      | CUSIP: 3140Q7HV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      531958 | PA      | $517847.52      | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020AM9<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |     1647000 | PA      | $1590018.14     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1858                      | CUSIP: 3132AEB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26402683 | PA      | $25743576.79    | 0.01%             | 2049-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M21 2A2               | CUSIP: 3136B6WY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7082520 | PA      | $6528766.32     | 0.00%             | 2031-02-25      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6572                      | CUSIP: 3140XNJS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22116324 | PA      | $23025245.07    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3781                      | CUSIP: 3140J8FX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         409 | PA      | $410.60         | 0.00%             | 2030-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6328                      | CUSIP: 3140QSA68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20804632 | PA      | $21238585.07    | 0.01%             | 2053-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09064                      | CUSIP: 31292SB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2626380 | PA      | $2516866.25     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0066                      | CUSIP: 3132DMCB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1921141 | PA      | $1966755.23     | 0.00%             | 2049-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51958                      | CUSIP: 3128KEE74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1354 | PA      | $1424.07        | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14050000 | PA      | $13858349.75    | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 2025-BNK49 AS             | CUSIP: 05494FCA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3676693.65     | 0.00%             | 2058-03-15      | Variable      | 6.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8227                      | CUSIP: 3132D6D80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12376810 | PA      | $12109997.15    | 0.00%             | 2038-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KJ5<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7729625.73     | 0.00%             | 2033-01-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAT3<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |    65003000 | PA      | $68519853.99    | 0.02%             | 2028-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Sales Tax Securitization Corp                                                    | SALES TAX-B-REF-TXBL           | CUSIP: 79467BDX0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4270000 | PA      | $3434885.36     | 0.00%             | 2042-01-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: 636274AF9<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |     5500000 | PA      | $5649708.51     | 0.00%             | 2034-01-11      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2023-A1 A                | CUSIP: 87166PAK7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5275000 | PA      | $5335260.02     | 0.00%             | 2029-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CB8<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $14316645.58    | 0.00%             | 2033-03-14      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LU5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    37148000 | PA      | $37042335.23    | 0.01%             | 2032-05-06      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                                              | EASTMAN CHEMICAL               | CUSIP: 277432AP5<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | DBT              | CORP              | US        |     9426000 | PA      | $7966221.86     | 0.00%             | 2044-10-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0659                      | CUSIP: 3142GQWV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17262926 | PA      | $18153106.53    | 0.01%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBK0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     2300000 | PA      | $2400933.22     | 0.00%             | 2055-03-10      | Variable      | 6.95%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BA6<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4179383.84     | 0.00%             | 2050-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KE3<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    64800000 | PA      | $65375985.34    | 0.02%             | 2027-03-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BU8<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     6650000 | PA      | $6807384.04     | 0.00%             | 2033-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2891                      | CUSIP: 36179RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3510768 | PA      | $3166368.88     | 0.00%             | 2045-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 775659                      | CUSIP: 31404QWU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3052 | PA      | $3129.27        | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 AS                | CUSIP: 09660SAX8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9550000 | PA      | $10107781.12    | 0.00%             | 2057-05-15      | Variable      | 6.87%                 | No            |                  2 | On Loan: No      |
| Aetna Inc                                                                        | AETNA INC                      | CUSIP: 00817YAF5<br>LEI: 549300QKBENKLBXQ8968 | Long             | DBT              | CORP              | US        |    10474000 | PA      | $11252787.14    | 0.00%             | 2036-06-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4122                      | CUSIP: 3140QBSL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3225819 | PA      | $2947480.98     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Johnson Controls International plc / Tyco Fire & Security Finance SCA            | JOHNSON CONTROLS               | CUSIP: 47837RAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     4000000 | PA      | $3431456.47     | 0.00%             | 2031-09-16      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCG8<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6501322.71     | 0.00%             | 2054-09-01      | Variable      | 6.45%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBG9<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |    22780000 | PA      | $18604405.82    | 0.01%             | 2049-04-22      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8526                      | CUSIP: 3132DWPK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22592442 | PA      | $23323246.43    | 0.01%             | 2055-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1753                      | CUSIP: 3140XG5P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       69222 | PA      | $59904.95       | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2001                      | CUSIP: 3140J6GK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8488669 | PA      | $7830504.16     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of New Brunswick Canada                                                 | NEW BRUNSWICK                  | CUSIP: 642869AM3<br>LEI: 549300POZA55ZTGSOU44 | Long             | DBT              | NUSS              | CA        |     5300000 | PA      | $5251456.94     | 0.00%             | 2028-02-24      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0818                      | CUSIP: 3132DM4B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10856492 | PA      | $9547886.12     | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M5 A2                 | CUSIP: 3136B4KB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    54190077 | PA      | $52772794.78    | 0.02%             | 2029-02-25      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 728800                      | CUSIP: 3620AFUZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       38505 | PA      | $38922.50       | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5265                      | CUSIP: 36184BZ67<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2592698 | PA      | $2402024.08     | 0.00%             | 2045-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4096                      | CUSIP: 31418DRS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42217705 | PA      | $35294217.09    | 0.01%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-GC41                                    | CGCMT 2019-GC41 A5             | CUSIP: 17328FAW5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11210000 | PA      | $10502622.10    | 0.00%             | 2056-08-10      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BW9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     7069000 | PA      | $7043418.55     | 0.00%             | 2036-02-23      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8269                      | CUSIP: 31418WFK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      360700 | PA      | $349635.52      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3522                      | CUSIP: 31418C4G6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8383829 | PA      | $8129999.18     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAU0<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     9088000 | PA      | $9244095.18     | 0.00%             | 2035-03-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBS6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12229502.21    | 0.00%             | 2034-11-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L7                                           | MSC 2021-L7 A5                 | CUSIP: 61772TBH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8465000 | PA      | $7415976.57     | 0.00%             | 2054-10-15      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048DB1<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    17400000 | PA      | $17628236.91    | 0.01%             | 2027-07-22      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AC2<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $13241859.51    | 0.00%             | 2043-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RAD9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    15989000 | PA      | $15770748.01    | 0.01%             | 2027-05-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                  | BANK 2023-BNK45 A5             | CUSIP: 06541BBK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3225000 | PA      | $3272408.47     | 0.00%             | 2056-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BX9<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     5091000 | PA      | $4909392.28     | 0.00%             | 2054-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5054                      | CUSIP: 3133KYTK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6203478 | PA      | $5544572.85     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1866                      | CUSIP: 3132AECB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1705590 | PA      | $1703447.07     | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0864                      | CUSIP: 31417Y6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      869193 | PA      | $869227.03      | 0.00%             | 2031-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 566254                      | CUSIP: 36213WBX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1301 | PA      | $1342.44        | 0.00%             | 2031-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 946887                      | CUSIP: 31413JNC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      323425 | PA      | $340873.16      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 705143                      | CUSIP: 36296YLY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       58027 | PA      | $58660.11       | 0.00%             | 2040-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Manulife Financial Corp                                                          | MANULIFE FIN COR               | CUSIP: 56501RAE6<br>LEI: 5493007GBX87QOZACS27 | Long             | DBT              | CORP              | CA        |    13925000 | PA      | $13762637.50    | 0.00%             | 2032-02-24      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKC5<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    37950000 | PA      | $38375921.43    | 0.01%             | 2029-02-13      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAS7<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1305271.39     | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BZ6<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    12172000 | PA      | $11626676.56    | 0.00%             | 2037-02-06      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAA6<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     4668000 | PA      | $3720812.69     | 0.00%             | 2049-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1787                      | CUSIP: 3142GR6Z8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26776741 | PA      | $27979696.54    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAK7<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    34245000 | PA      | $34380785.37    | 0.01%             | 2035-02-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782562                      | CUSIP: 36241KZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      868516 | PA      | $877952.52      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AU4<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4904259.78     | 0.00%             | 2027-08-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3293                      | CUSIP: 3140XJUT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8775462 | PA      | $8796383.15     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 652055                      | CUSIP: 31390PMC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7379 | PA      | $7822.22        | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5948                      | CUSIP: 36178DTD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1325437 | PA      | $1203150.59     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2949                      | CUSIP: 3138EKH32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      432841 | PA      | $450352.13      | 0.00%             | 2042-08-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2024-B Owner Trust                                       | NAROT 2024-B A3                | CUSIP: 65479WAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1900000 | PA      | $1904134.97     | 0.00%             | 2029-03-15      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840296                      | CUSIP: 31407TRR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13932 | PA      | $14404.11       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1541                      | CUSIP: 3140XGWB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10629623 | PA      | $9697147.64     | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 2.5 7/25                  | CUSIP: 01F022675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    92080000 | PA      | $76336437.84    | 0.02%             | 2025-07-14      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22334                      | CUSIP: 31296YSX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1127 | PA      | $1128.11        | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780601                      | CUSIP: 36225AU24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         686 | PA      | $689.18         | 0.00%             | 2027-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5470                      | CUSIP: 3140X9CG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12501244 | PA      | $11520890.27    | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Discover Card Execution Note Trust                                               | DCENT 2022-A4 A                | CUSIP: 254683CX1<br>LEI: 549300CKCX1QE4RUW216 | Long             | ABS-CBDO         | CORP              | US        |    12625000 | PA      | $12643716.56    | 0.00%             | 2027-10-15      | Fixed         | 5.03%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CK1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    14484000 | PA      | $12295888.39    | 0.00%             | 2031-06-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAC2<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3346648.55     | 0.00%             | 2052-06-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO               | CUSIP: 054561AM7<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    15118000 | PA      | $13357638.42    | 0.00%             | 2048-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECZ6<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    29963000 | PA      | $30625760.74    | 0.01%             | 2036-02-25      | Variable      | 5.79%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBV2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     2485000 | PA      | $2442394.12     | 0.00%             | 2027-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAR1<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     8836000 | PA      | $6660918.78     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DW7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    37820000 | PA      | $23696335.41    | 0.01%             | 2050-05-11      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Affiliated Managers Group Inc                                                    | AFFIL MANAGERS                 | CUSIP: 008252AP3<br>LEI: 2JE75BUE3T1BLCYYGK54 | Long             | DBT              | CORP              | US        |    11576000 | PA      | $10858621.92    | 0.00%             | 2030-06-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAN8<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |     5525000 | PA      | $5038922.69     | 0.00%             | 2035-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1661                      | CUSIP: 3138X0Z35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      987098 | PA      | $964752.43      | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4606                      | CUSIP: 3132A5DK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1283977 | PA      | $1151562.42     | 0.00%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0812                      | CUSIP: 3132DM3V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29188381 | PA      | $25478560.98    | 0.01%             | 2051-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CP7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     6265000 | PA      | $4006236.51     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE5714                      | CUSIP: 3133BFK33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      115866 | PA      | $104456.51      | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YBQ1<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    20460000 | PA      | $17689301.74    | 0.01%             | 2032-05-22      | Variable      | 2.17%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 40408AAB7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $8095198.02     | 0.00%             | 2035-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08847                      | CUSIP: 3128MJ5H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2586227 | PA      | $2444100.31     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EE5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    14000000 | PA      | $14520012.32    | 0.00%             | 2035-03-04      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CF5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    41193000 | PA      | $35263747.51    | 0.01%             | 2051-06-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAQ0<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     6285000 | PA      | $6204375.15     | 0.00%             | 2029-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0462                      | CUSIP: 36179MQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18981003 | PA      | $17681506.80    | 0.01%             | 2042-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05911                      | CUSIP: 3128M73U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2697890 | PA      | $2732734.98     | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5531                      | CUSIP: 31418FED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34125363 | PA      | $34125137.87    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Chubb INA Holdings LLC                                                           | CHUBB INA HLDGS                | CUSIP: 171239AJ5<br>LEI: CZCBJZWDMLTHWJDXU843 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $4820485.70     | 0.00%             | 2061-12-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8266                      | CUSIP: 3132DWFF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36289163 | PA      | $34827577.47    | 0.01%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCB9<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    15225000 | PA      | $10984066.86    | 0.00%             | 2061-03-25      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAL3<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     9090000 | PA      | $6034986.92     | 0.00%             | 2049-09-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| CRH SMW Finance DAC                                                              | CRH SMW FINANCE                | CUSIP: 12704PAA6<br>LEI: 54930044475SH442C864 | Long             | DBT              | CORP              | IE        |    10160000 | PA      | $10414848.93    | 0.00%             | 2029-05-21      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-BG          | CUSIP: 91412HGF4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7550000 | PA      | $7203082.79     | 0.00%             | 2027-05-15      | Fixed         | 1.32%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DU1<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    38740000 | PA      | $37663078.98    | 0.01%             | 2063-03-02      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10700000 | PA      | $10877833.00    | 0.00%             | 2032-12-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAW9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    10100000 | PA      | $10068679.67    | 0.00%             | 2028-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEU6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    40750000 | PA      | $41620483.53    | 0.01%             | 2029-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K073 A2                   | CUSIP: 3137FETN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7025000 | PA      | $6906222.00     | 0.00%             | 2028-01-25      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FL5<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    36267000 | PA      | $33298733.56    | 0.01%             | 2029-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAL1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |    11650000 | PA      | $11494451.61    | 0.00%             | 2035-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCT0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6640000 | PA      | $6699672.41     | 0.00%             | 2033-05-10      | Variable      | 5.27%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EB5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    14675000 | PA      | $13480495.58    | 0.00%             | 2038-06-28      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8127                      | CUSIP: 3132DWA45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    75697594 | PA      | $56977420.16    | 0.02%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBG4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     3575000 | PA      | $3582043.93     | 0.00%             | 2028-10-16      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698089                      | CUSIP: 36296QRJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      126710 | PA      | $122912.53      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2023-1                                       | VALET 2023-1 A4                | CUSIP: 92867WAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      725000 | PA      | $734260.64      | 0.00%             | 2030-01-22      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AR9<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     4436000 | PA      | $4254148.79     | 0.00%             | 2030-04-07      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5252                      | CUSIP: 3132DSZR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27307295 | PA      | $27324181.99    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 A4                 | CUSIP: 12515GAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14170000 | PA      | $13638620.75    | 0.00%             | 2050-02-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413BA3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2056335.38     | 0.00%             | 2030-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAG8<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5845000 | PA      | $6230887.15     | 0.00%             | 2039-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJG7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   403805000 | PA      | $423853288.31   | 0.13%             | 2030-10-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AQ5<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4082793.41     | 0.00%             | 2027-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K132 A2                   | CUSIP: 3137H3EV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6200000 | PA      | $5447165.00     | 0.00%             | 2031-08-25      | Fixed         | 2.02%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36267VAM5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |    13460000 | PA      | $14500052.11    | 0.00%             | 2052-11-22      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A65069                      | CUSIP: 3128KVT21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      155522 | PA      | $164213.62      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAR5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    19224000 | PA      | $14977685.44    | 0.00%             | 2046-03-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAD4<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    10998000 | PA      | $10118109.00    | 0.00%             | 2030-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    78850000 | PA      | $77989631.71    | 0.02%             | 2031-03-31      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBJ8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     8680000 | PA      | $8084421.26     | 0.00%             | 2028-01-31      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   288679000 | PA      | $289908140.33   | 0.09%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91853                      | CUSIP: 3128P8BW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4003454 | PA      | $3862735.44     | 0.00%             | 2035-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7803                      | CUSIP: 3138WHU59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1115428 | PA      | $1057656.58     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA1983                      | CUSIP: 3133KHFY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1536238 | PA      | $1347704.66     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAJ6<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     9075000 | PA      | $8937243.58     | 0.00%             | 2026-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5083                        | CUSIP: 36202FUG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1082955 | PA      | $1097268.24     | 0.00%             | 2041-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                   | CF 2019-CF3 AS                 | CUSIP: 12529TAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2675000 | PA      | $2395645.47     | 0.00%             | 2053-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A17904                      | CUSIP: 31296SX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24736 | PA      | $25486.28       | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Booz Allen Hamilton Inc                                                          | BOOZ ALLEN & HAM               | CUSIP: 09951LAC7<br>LEI: 549300D7XCH2480XU542 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7996940.40     | 0.00%             | 2033-08-04      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5017                      | CUSIP: 3140X8SF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17806925 | PA      | $14970149.80    | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBX4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    21350000 | PA      | $21635455.63    | 0.01%             | 2028-07-21      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8149                      | CUSIP: 3132DWBS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    62911151 | PA      | $47313771.49    | 0.02%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K747 A2                   | CUSIP: 3137H5DX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7500000 | PA      | $7034242.50     | 0.00%             | 2028-11-25      | Variable      | 2.05%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCC3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $3132829.32     | 0.00%             | 2050-03-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CX4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     7500000 | PA      | $7654569.43     | 0.00%             | 2028-07-19      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ5311                      | CUSIP: 3138AW3V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      731703 | PA      | $723647.98      | 0.00%             | 2041-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAV2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     9850000 | PA      | $9922523.61     | 0.00%             | 2027-01-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cleco Corporate Holdings LLC                                                     | CLECO CORP                     | CUSIP: 18551PAD1<br>LEI: 5493002H80P81B3HXL31 | Long             | DBT              | CORP              | US        |     8025000 | PA      | $6863906.24     | 0.00%             | 2046-05-01      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1711                      | CUSIP: 3138EH3V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2812230 | PA      | $2783963.16     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBR9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $4664866.79     | 0.00%             | 2041-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18608                      | CUSIP: 3128MMVA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1711415 | PA      | $1667428.80     | 0.00%             | 2031-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   643447000 | PA      | $639023301.88   | 0.20%             | 2027-09-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 658219                      | CUSIP: 36294SG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26351 | PA      | $27510.81       | 0.00%             | 2036-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3623                      | CUSIP: 3132E0AY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8283672 | PA      | $8451280.07     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0806                      | CUSIP: 3140QK3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21347621 | PA      | $16221745.61    | 0.01%             | 2051-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AW2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    28025000 | PA      | $26056974.35    | 0.01%             | 2053-04-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308HL4<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $5292242.23     | 0.00%             | 2045-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1458                      | CUSIP: 31418ATQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      154552 | PA      | $140224.62      | 0.00%             | 2043-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AY9<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     7075000 | PA      | $7283106.21     | 0.00%             | 2029-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254008                      | CUSIP: 31371KDM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5853 | PA      | $6155.99        | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   284815000 | PA      | $219340927.47   | 0.07%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13421                      | CUSIP: 31296MYS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13069 | PA      | $13470.04       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBN2<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5041508.70     | 0.00%             | 2077-08-16      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBK6<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     7904000 | PA      | $7159152.92     | 0.00%             | 2033-04-15      | Fixed         | 3.42%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                               | VWALT 2025-A A4                | CUSIP: 92868WAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $755780.33      | 0.00%             | 2030-03-20      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAV7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    13800000 | PA      | $12535775.01    | 0.00%             | 2047-01-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830BV0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    13483000 | PA      | $13825943.55    | 0.00%             | 2027-11-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEN0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     5375000 | PA      | $4253226.28     | 0.00%             | 2042-02-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AM9<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     2825000 | PA      | $2882317.67     | 0.00%             | 2028-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GC47                                           | GSMS 2020-GC47 A5              | CUSIP: 36258RBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2780000 | PA      | $2505926.75     | 0.00%             | 2053-05-12      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38637                      | CUSIP: 31297US27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25687 | PA      | $26015.87       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4592                      | CUSIP: 3132A5C52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4251228 | PA      | $4066109.58     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RCE6<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    14727000 | PA      | $15331049.37    | 0.00%             | 2033-07-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCE3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    57370000 | PA      | $52304662.28    | 0.02%             | 2031-03-25      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CK3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    24915000 | PA      | $22962752.85    | 0.01%             | 2032-03-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FAV8<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    12530000 | PA      | $9094943.93     | 0.00%             | 2052-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7406                      | CUSIP: 3140XBGQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13800979 | PA      | $12915182.89    | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7193                      | CUSIP: 36179V7E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    75446643 | PA      | $64202596.23    | 0.02%             | 2051-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DZ5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     5158000 | PA      | $5464087.93     | 0.00%             | 2027-07-15      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AW5<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |    31750000 | PA      | $27553759.92    | 0.01%             | 2031-08-19      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00713                      | CUSIP: 31292GYJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         588 | PA      | $594.81         | 0.00%             | 2028-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAH5<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |     7450000 | PA      | $7436342.39     | 0.00%             | 2030-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9377                      | CUSIP: 3140LYM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16245466 | PA      | $12992886.61    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813400                      | CUSIP: 31406LUZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13515 | PA      | $13941.88       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AC7<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3037421.85     | 0.00%             | 2033-06-15      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0385                      | CUSIP: 31419ANB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      808562 | PA      | $782829.20      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CF5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    10465000 | PA      | $9097465.59     | 0.00%             | 2046-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A61986                      | CUSIP: 3128KSF31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         815 | PA      | $858.81         | 0.00%             | 2037-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAM6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    11805000 | PA      | $10111286.21    | 0.00%             | 2041-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1635                      | CUSIP: 3128NHY80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4723 | PA      | $4844.31        | 0.00%             | 2037-03-01      | Floating      | 6.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5082                      | CUSIP: 3138MLUG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      324682 | PA      | $318101.85      | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5397                      | CUSIP: 36179T7J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17554249 | PA      | $16145850.90    | 0.01%             | 2048-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 829398                      | CUSIP: 31407FNP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16004 | PA      | $16536.16       | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8349                      | CUSIP: 3132D6H29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20586076 | PA      | $20464931.28    | 0.01%             | 2040-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FM0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1487000 | PA      | $1454558.76     | 0.00%             | 2027-11-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08681                      | CUSIP: 3128MJXK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11236109 | PA      | $10388824.77    | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BF8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $4433027.73     | 0.00%             | 2027-03-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FB9<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     5742000 | PA      | $6170951.63     | 0.00%             | 2039-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150BF0<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |    12495000 | PA      | $12752152.51    | 0.00%             | 2039-11-18      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co Ltd                                         | INGERSOLL-RAND                 | CUSIP: 45687AAN2<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1433395.34     | 0.00%             | 2048-02-21      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C12                                           | UBSCM 2018-C12 A5              | CUSIP: 90353DAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10265000 | PA      | $10157946.32    | 0.00%             | 2051-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAL9<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $6209391.88     | 0.00%             | 2051-09-17      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q48241                      | CUSIP: 3132WNEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1592067 | PA      | $1467536.12     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 144141CY2<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     4220000 | PA      | $4578534.04     | 0.00%             | 2038-04-01      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08541                      | CUSIP: 3128MJS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      374514 | PA      | $350285.81      | 0.00%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4922                        | CUSIP: 36202FPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8625904 | PA      | $8325268.28     | 0.00%             | 2041-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBW9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5729779.03     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BD8<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $11108364.14    | 0.00%             | 2052-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942AS1<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    12322000 | PA      | $14694502.71    | 0.00%             | 2036-03-21      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7537                      | CUSIP: 3132DVLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27516453 | PA      | $22041652.78    | 0.01%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8166                      | CUSIP: 3132DWCB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    88524830 | PA      | $70413570.27    | 0.02%             | 2051-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Montefiore Obligated Group                                                       | MONTEFIORE OBL                 | CUSIP: 61237WAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6800000 | PA      | $5524744.40     | 0.00%             | 2048-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833FA3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     6415000 | PA      | $6494982.72     | 0.00%             | 2032-05-12      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91718                      | CUSIP: 3128P74B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1369599 | PA      | $1318508.55     | 0.00%             | 2033-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477BV4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $24025246.26    | 0.01%             | 2033-08-04      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAU4<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8366517.73     | 0.00%             | 2030-06-06      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58420                      | CUSIP: 3128KMK95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4207 | PA      | $4355.19        | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                                                      | BK OF NY MELLON                | CUSIP: 06405LAH4<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1672570.69     | 0.00%             | 2029-04-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0756                      | CUSIP: 36179MZV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      821027 | PA      | $804915.81      | 0.00%             | 2028-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBG8<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4490588.21     | 0.00%             | 2032-03-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4780                      | CUSIP: 36179TJZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1703025 | PA      | $1666415.73     | 0.00%             | 2047-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBQ3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    32100000 | PA      | $26607895.57    | 0.01%             | 2036-11-15      | Fixed         | 3.19%                 | Yes           |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2446478.88     | 0.00%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3965                      | CUSIP: 3138WDMP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2797324 | PA      | $2677154.46     | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0881                      | CUSIP: 3140XF6T3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29528818 | PA      | $24870797.42    | 0.01%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1951                      | CUSIP: 3132AEEY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6221363 | PA      | $5672890.47     | 0.00%             | 2049-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MEZ3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    16400000 | PA      | $16001124.98    | 0.01%             | 2035-12-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   841415000 | PA      | $472638582.03   | 0.15%             | 2051-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FL7<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3010149.84     | 0.00%             | 2044-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Province of Manitoba Canada                                                      | MANITOBA (PROV)                | CUSIP: 563469VC6<br>LEI: 5493003QILFOB3JRKE30 | Long             | DBT              | NUSS              | CA        |    12950000 | PA      | $12757233.60    | 0.00%             | 2033-07-27      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2656                      | CUSIP: 3138EJ5S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1287540 | PA      | $1263422.58     | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2023-A2 A                | CUSIP: 87166PAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    11050000 | PA      | $11250513.30    | 0.00%             | 2029-10-15      | Fixed         | 5.74%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   494787000 | PA      | $477295507.68   | 0.15%             | 2026-07-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4254                      | CUSIP: 31418DWQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    67607631 | PA      | $50888121.82    | 0.02%             | 2051-02-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119BU2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    10413000 | PA      | $10415465.31    | 0.00%             | 2027-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BW1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     4600000 | PA      | $4696678.29     | 0.00%             | 2055-05-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08801                      | CUSIP: 3128MJ3K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2051702 | PA      | $1940873.78     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 803855                      | CUSIP: 31406ABY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25203 | PA      | $26006.23       | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BS0<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     2230000 | PA      | $2397540.89     | 0.00%             | 2052-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6289                      | CUSIP: 3138EN7B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      396463 | PA      | $410789.84      | 0.00%             | 2042-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NQ4<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2967682.57     | 0.00%             | 2028-11-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55594                      | CUSIP: 3128KJGB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7704 | PA      | $8113.69        | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBG5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8325000 | PA      | $5775423.03     | 0.00%             | 2051-09-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Chicago Transit Authority Sales Tax Receipts Fund                                | CHICAGO TRANSIT BAB            | CUSIP: 16772PAQ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     5000000 | PA      | $5163593.00     | 0.00%             | 2040-12-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A48126                      | CUSIP: 3128K9A38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         994 | PA      | $1027.05        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBB3<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     9306000 | PA      | $7415679.77     | 0.00%             | 2048-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FH7<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    30127000 | PA      | $28746465.93    | 0.01%             | 2030-03-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority Dedicated Tax Fund                         | MTA NY-TXB                     | CUSIP: 59259NZH9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      995000 | PA      | $1174052.64     | 0.00%             | 2039-11-15      | Fixed         | 7.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8583                      | CUSIP: 3138WJRD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1706127 | PA      | $1572777.00     | 0.00%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 891906AF6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |    11060000 | PA      | $11048365.41    | 0.00%             | 2028-06-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAN4<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    11370000 | PA      | $9388578.01     | 0.00%             | 2042-09-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAS5<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     8287000 | PA      | $8450432.18     | 0.00%             | 2030-03-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4990                      | CUSIP: 31418ERL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12756056 | PA      | $12716865.18    | 0.00%             | 2038-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EN9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    21465000 | PA      | $20914236.74    | 0.01%             | 2029-07-08      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713AT3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $5354108.26     | 0.00%             | 2037-06-15      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AE5<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5690381.24     | 0.00%             | 2032-03-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EFD6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    23875000 | PA      | $23571850.07    | 0.01%             | 2029-09-18      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAN0<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7035388.84     | 0.00%             | 2026-10-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1776                      | CUSIP: 3140J56N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5672042 | PA      | $5553490.57     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAR3<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |     7710000 | PA      | $7411683.75     | 0.00%             | 2034-11-28      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BS8<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3711974.60     | 0.00%             | 2041-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERXU0<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     2780000 | PA      | $2776158.04     | 0.00%             | 2026-10-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02031                      | CUSIP: 3128LXHG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27847 | PA      | $28814.06       | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5142                      | CUSIP: 3133KLWB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48301279 | PA      | $40651810.02    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAB0<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     6050000 | PA      | $6178038.44     | 0.00%             | 2028-01-12      | Fixed         | 4.94%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EY5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     8525000 | PA      | $8648972.59     | 0.00%             | 2039-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EUB3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7517510.82     | 0.00%             | 2028-01-06      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBP2<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6169808.97     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01416                      | CUSIP: 31292HSD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3406 | PA      | $3598.51        | 0.00%             | 2032-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2021-P3                                           | CRVNA 2021-P3 A4               | CUSIP: 14687JAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      628427 | PA      | $618388.70      | 0.00%             | 2027-06-10      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| TJX Cos Inc/The                                                                  | TJX COS INC                    | CUSIP: 872540AT6<br>LEI: V167QI9I69W364E2DY52 | Long             | DBT              | CORP              | US        |    10541000 | PA      | $10397254.54    | 0.00%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5553                      | CUSIP: 31418FE37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4999502 | PA      | $4999468.56     | 0.00%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8649                      | CUSIP: 36179XTE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      443804 | PA      | $453561.74      | 0.00%             | 2053-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                                   | CARMX 2023-2 A4                | CUSIP: 142921AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1313867.62     | 0.00%             | 2028-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   591619000 | PA      | $430056169.26   | 0.14%             | 2042-02-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAJ9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     4055000 | PA      | $3321787.18     | 0.00%             | 2043-04-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5181                      | CUSIP: 3140X8XK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7359214 | PA      | $6219033.02     | 0.00%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888772                      | CUSIP: 31410GMV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       58968 | PA      | $60706.13       | 0.00%             | 2037-10-01      | Floating      | 7.21%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786927                      | CUSIP: 3622ACSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11280218 | PA      | $11550266.03    | 0.00%             | 2053-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04817                      | CUSIP: 3128M6VJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      112762 | PA      | $114194.22      | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCA1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    11800000 | PA      | $8706101.78     | 0.00%             | 2051-03-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CH3<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3700179.52     | 0.00%             | 2028-09-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK4769                      | CUSIP: 3140HJJP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1864828 | PA      | $1866564.77     | 0.00%             | 2048-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4068                      | CUSIP: 36179SQV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12819485 | PA      | $11478479.85    | 0.00%             | 2046-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9516                      | CUSIP: 3140XDSE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42423962 | PA      | $35585966.07    | 0.01%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCE9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     8846000 | PA      | $6729992.11     | 0.00%             | 2049-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3443                      | CUSIP: 31418CZH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8101386 | PA      | $7646346.93     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DQ7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    17020000 | PA      | $17318264.40    | 0.01%             | 2028-06-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457BB5<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |      550000 | PA      | $622155.65      | 0.00%             | 2031-01-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECR4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    14600000 | PA      | $15108752.83    | 0.00%             | 2030-03-12      | Variable      | 5.69%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786862                      | CUSIP: 3622ACQP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    28989950 | PA      | $25459138.95    | 0.01%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004CG3<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     5458000 | PA      | $4844152.55     | 0.00%             | 2043-06-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CQ7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11253112.29    | 0.00%             | 2029-09-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-3 Owner Trust                                        | HAROT 2023-3 A4                | CUSIP: 43815QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      900000 | PA      | $910224.54      | 0.00%             | 2029-12-18      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EP4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    20000000 | PA      | $17649367.58    | 0.01%             | 2035-11-15      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| DBGS 2018-C1 Mortgage Trust                                                      | DBGS 2018-C1 A4                | CUSIP: 23307DBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5872500 | PA      | $5796441.73     | 0.00%             | 2051-10-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAX4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8977754.00     | 0.00%             | 2039-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DS2<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2532302.64     | 0.00%             | 2028-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B1BC0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    16530000 | PA      | $17028759.69    | 0.01%             | 2029-06-08      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14471                      | CUSIP: 3128MDFL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      334682 | PA      | $332362.73      | 0.00%             | 2027-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-3                                     | GMALT 2023-3 A3                | CUSIP: 379929AD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      876954 | PA      | $878475.93      | 0.00%             | 2026-11-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190357                      | CUSIP: 31368HME0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       68246 | PA      | $68995.89       | 0.00%             | 2035-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DZ0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    29726000 | PA      | $17597255.70    | 0.01%             | 2050-08-20      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545278                      | CUSIP: 31385HXF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3464 | PA      | $3656.60        | 0.00%             | 2031-11-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60536                      | CUSIP: 31335ASZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1962286 | PA      | $1884514.64     | 0.00%             | 2044-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2025-BNK49                                                                  | BANK 2025-BNK49 A5             | CUSIP: 05494FBT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9500000 | PA      | $9927478.15     | 0.00%             | 2058-03-15      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5775                      | CUSIP: 3132DTMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35294783 | PA      | $36361868.30    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6643                      | CUSIP: 31419HLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       81435 | PA      | $84561.69       | 0.00%             | 2040-10-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAT6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5155693.92     | 0.00%             | 2043-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0608                      | CUSIP: 3140W0VA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16286902 | PA      | $16286794.29    | 0.01%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKG5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   654459000 | PA      | $663406678.37   | 0.21%             | 2029-03-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBG5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    28230000 | PA      | $27957731.42    | 0.01%             | 2034-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AM9<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $6585939.93     | 0.00%             | 2050-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783121                      | CUSIP: 36241LPE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1812555 | PA      | $1752086.62     | 0.00%             | 2040-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404121AH8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10303578.64    | 0.00%             | 2026-09-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CF9<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    43392000 | PA      | $44659479.82    | 0.01%             | 2029-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AV2<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4512895.88     | 0.00%             | 2053-04-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Port of Morrow OR                                                                | PORT OF MORROW OR TRA          | CUSIP: 73474TAP5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      105000 | PA      | $90053.33       | 0.00%             | 2036-09-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37763                      | CUSIP: 31297TTU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16464 | PA      | $17036.05       | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPQC2<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    20410000 | PA      | $20534235.67    | 0.01%             | 2026-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCJ2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     5850000 | PA      | $5104866.62     | 0.00%             | 2032-11-02      | Variable      | 2.62%                 | No            |                  2 | On Loan: No      |
| World Omni Select Auto Trust 2023-A                                              | WOSAT 2023-A C                 | CUSIP: 98163UAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2150000 | PA      | $2180788.86     | 0.00%             | 2029-01-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748149AR2<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    88000000 | PA      | $77996976.26    | 0.02%             | 2031-04-21      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3903                      | CUSIP: 3140XKKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14287094 | PA      | $14443265.20    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4877                        | CUSIP: 36202FM29<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17216 | PA      | $17140.56       | 0.00%             | 2025-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAJ6<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5958542.46     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                         | MSC 2016-BNK2 A4               | CUSIP: 61690YBU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3650000 | PA      | $3557166.63     | 0.00%             | 2049-11-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJW0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    47505000 | PA      | $36469365.37    | 0.01%             | 2042-04-22      | Variable      | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545815                      | CUSIP: 31385JK49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45449 | PA      | $47799.71       | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 896113                      | CUSIP: 31410SSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7263 | PA      | $7584.25        | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TFT7<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     6960000 | PA      | $6826205.80     | 0.00%             | 2029-01-08      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AH0<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2659686.49     | 0.00%             | 2036-10-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAF9<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16404195.57    | 0.01%             | 2035-01-09      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KR7<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    12245000 | PA      | $12242172.22    | 0.00%             | 2034-05-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBH3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    10285000 | PA      | $9936048.98     | 0.00%             | 2033-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523BK5<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    18104000 | PA      | $13586886.84    | 0.00%             | 2047-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAQ7<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     2035000 | PA      | $2053641.49     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BJ2<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     3945000 | PA      | $3726261.58     | 0.00%             | 2028-06-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BF2<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4989402.81     | 0.00%             | 2033-03-03      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAH5<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5079544.86     | 0.00%             | 2034-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CF1<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     9340000 | PA      | $9004239.05     | 0.00%             | 2064-05-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8991                      | CUSIP: 3140XC7D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21020694 | PA      | $19738698.48    | 0.01%             | 2036-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAH1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    10850000 | PA      | $7609532.94     | 0.00%             | 2050-01-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8008                      | CUSIP: 3140XP3S6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33307162 | PA      | $33390209.89    | 0.01%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAU9<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     7120000 | PA      | $6907771.71     | 0.00%             | 2029-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GK3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     8370000 | PA      | $6076420.56     | 0.00%             | 2048-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 908852                      | CUSIP: 31411HWM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      102612 | PA      | $108097.65      | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9582                      | CUSIP: 3133KRUF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4061574 | PA      | $4202791.95     | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781288                      | CUSIP: 36225BND6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3111 | PA      | $3196.35        | 0.00%             | 2031-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BY0<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $8591434.04     | 0.00%             | 2035-05-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Alleghany Corp                                                                   | ALLEGHANY CORP                 | CUSIP: 017175AF7<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |    11750000 | PA      | $7883590.05     | 0.00%             | 2051-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8426                      | CUSIP: 36179XLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    89744981 | PA      | $83762337.89    | 0.03%             | 2052-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8174                      | CUSIP: 3132DWCK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7913782 | PA      | $6881979.90     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BGU8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    26443000 | PA      | $22640936.79    | 0.01%             | 2046-12-07      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress NC Storm Funding LLC                                        | DUKE ENERGY PROG               | CUSIP: 26444BAC8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3425000 | PA      | $2579669.48     | 0.00%             | 2043-07-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04587                      | CUSIP: 3128M6NC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      377122 | PA      | $390441.74      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAL3<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     1660000 | PA      | $1684218.69     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3353                      | CUSIP: 3132DQWN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4899241 | PA      | $4842562.70     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397B93<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     7465000 | PA      | $6787393.43     | 0.00%             | 2029-02-10      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08658                      | CUSIP: 3128MJWU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2695332 | PA      | $2407230.14     | 0.00%             | 2045-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735DA2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     8524000 | PA      | $8310893.29     | 0.00%             | 2032-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5330                      | CUSIP: 3140X84Q7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1711122 | PA      | $1646895.42     | 0.00%             | 2038-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GA5<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    14292000 | PA      | $12821833.75    | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 19416QEJ5<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     4045000 | PA      | $3398028.35     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 900527                      | CUSIP: 31410XPL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51248 | PA      | $53901.70       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023DB8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    20758000 | PA      | $20134045.83    | 0.01%             | 2028-02-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Airlines 2014-1 Class A Pass Through Trust                              | AM AIRLN 14-1 A                | CUSIP: 02377AAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2254716 | PA      | $2214238.15     | 0.00%             | 2028-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FP3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     4200000 | PA      | $4616061.28     | 0.00%             | 2033-11-17      | Fixed         | 6.82%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | EL PASO PIPELINE               | CUSIP: 28370TAD1<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1999546.95     | 0.00%             | 2040-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| UBS AG/London                                                                    | UBS AG LONDON                  | CUSIP: 902674ZW3<br>LEI: BFM8T61CT2L1QCEMIK50 | Long             | DBT              | CORP              | CH        |    17300000 | PA      | $18017181.57    | 0.01%             | 2028-09-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DV7<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    20420000 | PA      | $18305763.95    | 0.01%             | 2034-01-31      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735228                      | CUSIP: 31402QYZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      592256 | PA      | $610711.37      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAN7<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $1913761.29     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     8570000 | PA      | $8944080.34     | 0.00%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Bank of Australia/New York NY                                       | COMMONW BK AU NY               | CUSIP: 20271RAV2<br>LEI: MSFSBD3QN1GSN7Q6C537 | Long             | DBT              | CORP              | AU        |     9050000 | PA      | $9134606.40     | 0.00%             | 2028-03-14      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBD4<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    16996000 | PA      | $10033671.66    | 0.00%             | 2042-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5508                      | CUSIP: 31419GDN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60773 | PA      | $62942.17       | 0.00%             | 2040-12-01      | Floating      | 6.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C04306                      | CUSIP: 31292LYB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      934025 | PA      | $852006.59      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K101 A2                   | CUSIP: 3137FQ3Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16615000 | PA      | $15595390.62    | 0.00%             | 2029-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA8065                      | CUSIP: 3133A26A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2368593 | PA      | $2074948.30     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCH1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2416000 | PA      | $2484219.44     | 0.00%             | 2034-02-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC3014                      | CUSIP: 31417MK44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86182 | PA      | $89192.71       | 0.00%             | 2039-10-01      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CET4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   467875000 | PA      | $458206802.93   | 0.15%             | 2027-05-31      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GES9<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     3845000 | PA      | $3951343.63     | 0.00%             | 2027-01-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995050                      | CUSIP: 31416BL71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      916852 | PA      | $962844.50      | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAT2<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |    15700000 | PA      | $14180977.16    | 0.00%             | 2031-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI8186                      | CUSIP: 3138ANCY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      687315 | PA      | $663933.92      | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0967                      | CUSIP: 31418ACD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       83784 | PA      | $82825.18       | 0.00%             | 2041-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CT3<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    14900000 | PA      | $11409919.35    | 0.00%             | 2049-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1156                      | CUSIP: 36179NH92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4302322 | PA      | $3915079.04     | 0.00%             | 2043-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60038                      | CUSIP: 31335ABF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12037470 | PA      | $11284399.98    | 0.00%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5204                        | CUSIP: 36202FX92<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1604300 | PA      | $1587294.78     | 0.00%             | 2041-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FD0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    13305000 | PA      | $13002366.89    | 0.00%             | 2033-04-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50516                      | CUSIP: 3128KCSD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8495 | PA      | $8945.08        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1584                      | CUSIP: 3140XGXN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55590664 | PA      | $44373741.28    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8030                      | CUSIP: 3132DV4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   103057114 | PA      | $90345101.52    | 0.03%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BX7<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    66300000 | PA      | $60621866.69    | 0.02%             | 2046-02-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8763                      | CUSIP: 3140XQWZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16386857 | PA      | $16774750.78    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174467X1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    50940000 | PA      | $50960464.77    | 0.02%             | 2025-11-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AF5<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |      300000 | PA      | $310549.73      | 0.00%             | 2035-10-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKR1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   561153000 | PA      | $568561970.40   | 0.18%             | 2027-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBY7<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    26051000 | PA      | $26691790.93    | 0.01%             | 2032-02-24      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 766314                      | CUSIP: 31404EK39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15754 | PA      | $16188.77       | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7147                      | CUSIP: 3140XN5H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12727288 | PA      | $10731555.35    | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK17                                                                  | BANK 2019-BN17 A4              | CUSIP: 065403BC0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5070000 | PA      | $4927768.76     | 0.00%             | 2052-04-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBL1<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     9535000 | PA      | $8484354.08     | 0.00%             | 2044-12-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3676                      | CUSIP: 3140J8CN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6004195 | PA      | $5791317.13     | 0.00%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780747                      | CUSIP: 36225AZL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1687 | PA      | $1732.00        | 0.00%             | 2028-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EY0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4974619.62     | 0.00%             | 2028-09-10      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAF6<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2141613.19     | 0.00%             | 2029-07-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA0151                      | CUSIP: 3140E4EZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54093 | PA      | $50000.63       | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254407                      | CUSIP: 31371KR45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4124 | PA      | $4357.84        | 0.00%             | 2032-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607PHT4<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     6100000 | PA      | $6110147.69     | 0.00%             | 2027-09-11      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1520 A1                 | CUSIP: 3137FYTW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2807285 | PA      | $2376562.73     | 0.00%             | 2035-07-25      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6785                      | CUSIP: 31417DRF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      499103 | PA      | $489493.54      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2023-A                                              | FORDO 2023-A A4                | CUSIP: 344928AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075000 | PA      | $1080698.68     | 0.00%             | 2028-12-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCQ1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    12316000 | PA      | $9186347.38     | 0.00%             | 2042-01-14      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2806                      | CUSIP: 31418CDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29302036 | PA      | $26044772.28    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0428                      | CUSIP: 31417YPN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      442621 | PA      | $442196.94      | 0.00%             | 2030-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-2                                               | ALLYA 2024-2 A4                | CUSIP: 02007NAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      920000 | PA      | $917100.25      | 0.00%             | 2030-10-15      | Fixed         | 4.14%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BN3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8690000 | PA      | $7907399.91     | 0.00%             | 2048-04-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA2236                      | CUSIP: 31334YPV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2905093 | PA      | $2591236.77     | 0.00%             | 2046-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9017                      | CUSIP: 36179YAS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    27627600 | PA      | $27800548.48    | 0.01%             | 2053-07-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFX7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6369376.10     | 0.00%             | 2029-05-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| WRKCo Inc                                                                        | WRKCO INC                      | CUSIP: 92940PAD6<br>LEI: 549300JEB576INN13W07 | Long             | DBT              | CORP              | US        |    17990000 | PA      | $18221584.57    | 0.01%             | 2029-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CC2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    17696000 | PA      | $14401594.87    | 0.00%             | 2062-08-05      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAJ5<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2036875.84     | 0.00%             | 2027-10-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BT9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    19390000 | PA      | $12175505.30    | 0.00%             | 2050-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889983                      | CUSIP: 31410KXL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      896870 | PA      | $944488.96      | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7504                      | CUSIP: 3132DVKR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19198956 | PA      | $17554382.96    | 0.01%             | 2049-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772DA4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |    13025000 | PA      | $13010467.51    | 0.00%             | 2055-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BR7<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3506793.29     | 0.00%             | 2033-04-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03941                      | CUSIP: 3128M5WA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      185604 | PA      | $195970.30      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4519                        | CUSIP: 36202FAU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      523067 | PA      | $518231.47      | 0.00%             | 2039-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AW2<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |    10433000 | PA      | $6502495.45     | 0.00%             | 2051-12-10      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B24 Mortgage Trust                                                | BMARK 2021-B24 AS              | CUSIP: 08163CBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1250000 | PA      | $1062100.88     | 0.00%             | 2054-03-15      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 793379                      | CUSIP: 31405MM46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5470 | PA      | $5564.10        | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5851                      | CUSIP: 3132DTQC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    95221230 | PA      | $96850322.60    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18540                      | CUSIP: 3128MMS61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      931776 | PA      | $905504.93      | 0.00%             | 2030-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke University Health System Inc                                                | DUKE UNI HEALTH                | CUSIP: 26443CAA1<br>LEI: SYIJ9BNVFR17R33OPQ57 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $3798550.26     | 0.00%             | 2047-06-01      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Zoetis Inc                                                                       | ZOETIS INC                     | CUSIP: 98978VAS2<br>LEI: 549300HD9Q1LOC9KLJ48 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $6153914.46     | 0.00%             | 2030-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05347                      | CUSIP: 3128M7HY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45412 | PA      | $47076.18       | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848674                      | CUSIP: 31300LT70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45205 | PA      | $46902.96       | 0.00%             | 2042-02-01      | Floating      | 6.87%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4837                      | CUSIP: 36179TLS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32702776 | PA      | $30160750.34    | 0.01%             | 2047-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAU4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     1512000 | PA      | $1432286.79     | 0.00%             | 2053-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200JH5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1057166.08     | 0.00%             | 2046-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AD6<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     4195000 | PA      | $3012264.40     | 0.00%             | 2049-11-01      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BU0<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5022379.27     | 0.00%             | 2027-08-12      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K077 A2                   | CUSIP: 3137FG6X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12600000 | PA      | $12528608.40    | 0.00%             | 2028-05-25      | Variable      | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5244                      | CUSIP: 3140X8ZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      623474 | PA      | $579075.08      | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO8493                      | CUSIP: 3138M0NK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      210388 | PA      | $206829.37      | 0.00%             | 2027-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 626755                      | CUSIP: 36291FH84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1850 | PA      | $1860.10        | 0.00%             | 2035-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A47038                      | CUSIP: 3128K7ZB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19008 | PA      | $19253.63       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C58694                      | CUSIP: 31298VUT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12309 | PA      | $13006.04       | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E               | CUSIP: 546676AZ0<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2582133.23     | 0.00%             | 2033-04-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119DB2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18506404.94    | 0.01%             | 2035-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAQ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    25000000 | PA      | $24846864.21    | 0.01%             | 2028-03-24      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848353                      | CUSIP: 31300LH65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56201 | PA      | $58382.18       | 0.00%             | 2040-09-01      | Floating      | 7.49%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCZ3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11935000 | PA      | $9655689.34     | 0.00%             | 2047-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QBQ8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     9100000 | PA      | $7078274.16     | 0.00%             | 2046-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAJ3<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     5585000 | PA      | $3929261.44     | 0.00%             | 2049-09-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CZ8<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $10786371.71    | 0.00%             | 2031-04-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2021-C                                            | HART 2021-C A4                 | CUSIP: 44935FAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      582496 | PA      | $578550.88      | 0.00%             | 2027-12-15      | Fixed         | 1.03%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE HOLDINGS                  | CUSIP: 12503MAA6<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     4910000 | PA      | $4869468.80     | 0.00%             | 2027-01-12      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7523                      | CUSIP: 3132DVLC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63884004 | PA      | $54026229.04    | 0.02%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBF1<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    38230000 | PA      | $23489074.84    | 0.01%             | 2051-12-10      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802BA6<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3503165.39     | 0.00%             | 2031-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| BANK5 2024-5YR9                                                                  | BANK5 2024-5YR9 A3             | CUSIP: 06644VBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5510000 | PA      | $5704759.22     | 0.00%             | 2057-08-15      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBE3<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     3500000 | PA      | $3378801.09     | 0.00%             | 2026-12-02      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q13205                      | CUSIP: 3132HPR22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5767901 | PA      | $5286948.49     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EAR7<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     5208000 | PA      | $5830280.70     | 0.00%             | 2037-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Maryland Health & Higher Educational Facilities Authority                        | MD HLTH&HGR EDUCTNL-D          | CUSIP: 57421CAW4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2875000 | PA      | $1903727.83     | 0.00%             | 2050-07-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109AS3<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5106400.54     | 0.00%             | 2027-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535159                      | CUSIP: 31384VQL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6643 | PA      | $6986.81        | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EH7<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    54600000 | PA      | $54923091.21    | 0.02%             | 2028-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AM2<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    12460000 | PA      | $11340688.52    | 0.00%             | 2052-07-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJX1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    22330000 | PA      | $21522415.17    | 0.01%             | 2027-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKX2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5546371.66     | 0.00%             | 2026-08-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEZ0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    15667000 | PA      | $15479397.92    | 0.00%             | 2034-01-10      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AR5<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     6175000 | PA      | $6059400.56     | 0.00%             | 2027-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                  | CUSIP: 36262GAD3<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6092021.14     | 0.00%             | 2031-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CY3<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    13800000 | PA      | $13722794.41    | 0.00%             | 2035-09-11      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS3781                      | CUSIP: 3132A4FW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      923078 | PA      | $836900.25      | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBG4<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    16200000 | PA      | $14088174.37    | 0.00%             | 2030-10-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AP4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8995000 | PA      | $7928810.05     | 0.00%             | 2042-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | MEXICAN UTD STS                | CUSIP: 91086QAG3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    11390000 | PA      | $13464929.47    | 0.00%             | 2031-08-15      | Fixed         | 8.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78532                      | CUSIP: 31288HPR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3368 | PA      | $3469.61        | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V3 Mortgage Trust                                                 | BMARK 2023-V3 A3               | CUSIP: 08163VAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1100000 | PA      | $1152920.56     | 0.00%             | 2056-07-15      | Variable      | 6.36%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAH8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     5092000 | PA      | $5350933.21     | 0.00%             | 2039-07-08      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAH5<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7762772.01     | 0.00%             | 2027-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6458                      | CUSIP: 3140XNE83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20099590 | PA      | $20625616.70    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 A4               | CUSIP: 17326FAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8254000 | PA      | $8067589.19     | 0.00%             | 2050-10-12      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3495                      | CUSIP: 31418C3D4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5380877 | PA      | $5078643.40     | 0.00%             | 2048-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NED9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    10611000 | PA      | $10729731.96    | 0.00%             | 2029-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DK0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $10604591.17    | 0.00%             | 2030-07-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLA5<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7612212.56     | 0.00%             | 2027-03-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADU6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     6507000 | PA      | $6522860.90     | 0.00%             | 2055-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAR5<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    31347000 | PA      | $31017126.17    | 0.01%             | 2027-03-26      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3247                      | CUSIP: 31418CTD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5377882 | PA      | $5213575.07     | 0.00%             | 2033-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GN7<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     1232000 | PA      | $1194646.61     | 0.00%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0393                      | CUSIP: 3138EGNK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      530524 | PA      | $525181.68      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2414                      | CUSIP: 36179QVF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1295796 | PA      | $1268207.35     | 0.00%             | 2029-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15688                      | CUSIP: 3128MERH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      326539 | PA      | $322699.53      | 0.00%             | 2030-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BG9<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |    12300000 | PA      | $8087128.24     | 0.00%             | 2049-09-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner                                                    | NAROT 2025-A A4                | CUSIP: 65481GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      925000 | PA      | $934573.01      | 0.00%             | 2030-11-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214DK6<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    30390000 | PA      | $30053525.82    | 0.01%             | 2027-03-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4474                      | CUSIP: 31418D6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    71395963 | PA      | $61066709.30    | 0.02%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAY6<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     5000000 | PA      | $5025702.87     | 0.00%             | 2029-05-07      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAP7<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7037443.02     | 0.00%             | 2027-08-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AM1<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     9605000 | PA      | $9631960.58     | 0.00%             | 2028-06-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03832                      | CUSIP: 31292LHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      369308 | PA      | $365980.05      | 0.00%             | 2042-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BN0<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    10900000 | PA      | $8759597.76     | 0.00%             | 2049-05-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9801                      | CUSIP: 3140XR3K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18105861 | PA      | $18134031.88    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AY3<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4933439.29     | 0.00%             | 2026-11-19      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAX9<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $4602481.49     | 0.00%             | 2028-07-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AQ9<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $798904.71      | 0.00%             | 2042-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBZ2<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $4681646.58     | 0.00%             | 2063-02-10      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1540                      | CUSIP: 3140XGWA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5765089 | PA      | $5275565.50     | 0.00%             | 2042-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 C                | CUSIP: 36253PAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $673933.55      | 0.00%             | 2050-05-10      | Variable      | 4.32%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZW3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     4300000 | PA      | $4403008.47     | 0.00%             | 2034-02-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | SOUTH CAROL E&G                | CUSIP: 837004BV1<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     2525000 | PA      | $2793835.62     | 0.00%             | 2032-02-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141EC31<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9886215.15     | 0.00%             | 2044-07-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 570465                      | CUSIP: 36200RW24<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9555 | PA      | $9845.24        | 0.00%             | 2031-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 555687                      | CUSIP: 36213JJ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3259 | PA      | $3350.96        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CK0<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    10172000 | PA      | $10443790.45    | 0.00%             | 2055-05-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 555967                      | CUSIP: 31385XTY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      390479 | PA      | $401263.88      | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AP0<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4000612.55     | 0.00%             | 2029-02-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EK7<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6552307.47     | 0.00%             | 2032-01-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00562                      | CUSIP: 31292GTT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1257 | PA      | $1321.77        | 0.00%             | 2027-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4833                        | CUSIP: 36202FLN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4706449 | PA      | $4543492.19     | 0.00%             | 2040-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7114                      | CUSIP: 3140QS3Y5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4538778 | PA      | $4552931.53     | 0.00%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5412                      | CUSIP: 3140JAAN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1010694 | PA      | $986726.66      | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8111                      | CUSIP: 3132D6AL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33249084 | PA      | $30423477.15    | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Banco Bilbao Vizcaya Argentaria SA                                               | BANCO BILBAO VIZ               | CUSIP: 05946KAL5<br>LEI: K8MS7FD7N5Z2WQ51AZ71 | Long             | DBT              | CORP              | ES        |    10000000 | PA      | $10338028.74    | 0.00%             | 2028-09-14      | Variable      | 6.14%                 | No            |                  2 | On Loan: No      |
| American National Group Inc                                                      | AMERICAN NATL GR               | CUSIP: 025676AN7<br>LEI: 549300RK5RZQ740FPL83 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3482621.06     | 0.00%             | 2029-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC0395                      | CUSIP: 3140AMNM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      699053 | PA      | $685231.21      | 0.00%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EC3<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     6337000 | PA      | $5239444.86     | 0.00%             | 2048-06-29      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207AT2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     9006000 | PA      | $8358713.84     | 0.00%             | 2030-04-13      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAD8<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     8730000 | PA      | $8961650.98     | 0.00%             | 2029-06-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0217                      | CUSIP: 3140Y6G38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27131548 | PA      | $27727144.97    | 0.01%             | 2055-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172BD0<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     3529000 | PA      | $3230338.92     | 0.00%             | 2043-11-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2386                      | CUSIP: 31418BUL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      724958 | PA      | $646635.84      | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AU0<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $6453565.53     | 0.00%             | 2047-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04123                      | CUSIP: 3128M54G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19502 | PA      | $20572.90       | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5388                      | CUSIP: 31417B7A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      350787 | PA      | $337267.42      | 0.00%             | 2042-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3150                      | CUSIP: 31418CQC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1028562 | PA      | $1001278.29     | 0.00%             | 2047-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AE3<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     4731000 | PA      | $4847083.36     | 0.00%             | 2034-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3194                      | CUSIP: 31416YRQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       74539 | PA      | $73757.66       | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1275                      | CUSIP: 3140QLMZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45733801 | PA      | $38147940.23    | 0.01%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6783                      | CUSIP: 3138A8RD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4524291 | PA      | $4376630.10     | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0005                      | CUSIP: 3142GQAF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14676689 | PA      | $15196158.54    | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwest Gas Corp                                                               | SOUTHWEST GAS                  | CUSIP: 845011AB1<br>LEI: OQQR1IQTGBKH0UR88X59 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $1751951.50     | 0.00%             | 2049-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C77183                      | CUSIP: 31288F6U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3333 | PA      | $3366.83        | 0.00%             | 2033-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DS1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    38575000 | PA      | $41948892.55    | 0.01%             | 2034-05-01      | Fixed         | 6.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3357                      | CUSIP: 3132DQWS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5062895 | PA      | $5177992.73     | 0.00%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BJ0<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4642356.11     | 0.00%             | 2031-03-03      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                                                   | HART 2025-B A3                 | CUSIP: 44935XAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3019206.00     | 0.00%             | 2029-12-17      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264AAT2<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3811000 | PA      | $3813275.66     | 0.00%             | 2027-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AS4<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |    11045000 | PA      | $10017377.48    | 0.00%             | 2030-02-06      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCA5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    56357000 | PA      | $49378073.45    | 0.02%             | 2039-11-21      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAH0<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     9860000 | PA      | $9462685.54     | 0.00%             | 2053-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DB7<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     3269000 | PA      | $2217532.89     | 0.00%             | 2050-05-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAC0<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     9325000 | PA      | $9477292.52     | 0.00%             | 2027-06-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7311                      | CUSIP: 36179WDQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   159955535 | PA      | $130415650.79   | 0.04%             | 2051-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GE HealthCare Technologies Inc                                                   | GE HEALTHCARE                  | CUSIP: 36266GAA5<br>LEI: 549300OI9J7XOWZMUN85 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9128649.46     | 0.00%             | 2029-08-14      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                        | HAROT 2024-4 A4                | CUSIP: 43816DAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1307128.81     | 0.00%             | 2030-12-16      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $6937453.66     | 0.00%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5299                      | CUSIP: 3140X83H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7943484 | PA      | $7171202.55     | 0.00%             | 2050-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K743 A2                   | CUSIP: 3137H14B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6650000 | PA      | $6244533.54     | 0.00%             | 2028-05-25      | Fixed         | 1.77%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CT4<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3602834.09     | 0.00%             | 2031-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAE6<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     4925000 | PA      | $4889452.51     | 0.00%             | 2029-02-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q11218                      | CUSIP: 3132HMK75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      935355 | PA      | $877886.26      | 0.00%             | 2042-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 94974BFP0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    31354000 | PA      | $29735697.16    | 0.01%             | 2043-11-02      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4075                      | CUSIP: 3138LUQ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43330 | PA      | $42765.67       | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAL8<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |     8711000 | PA      | $7567142.37     | 0.00%             | 2044-06-10      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AP8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14546000 | PA      | $13725088.06    | 0.00%             | 2030-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8239                      | CUSIP: 3132DWEL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30898749 | PA      | $30485768.50    | 0.01%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5711                      | CUSIP: 36179UKY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4989237 | PA      | $4858598.52     | 0.00%             | 2049-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D83<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |      630000 | PA      | $634700.28      | 0.00%             | 2027-03-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785HM1<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    22528000 | PA      | $21945882.98    | 0.01%             | 2027-05-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-L2                                           | MSC 2019-L2 A4                 | CUSIP: 61768HAW6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6700000 | PA      | $6530415.63     | 0.00%             | 2052-03-15      | Fixed         | 4.07%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7944                      | CUSIP: 3128UGGC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      225391 | PA      | $234623.66      | 0.00%             | 2041-01-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAT4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     4473000 | PA      | $4505019.54     | 0.00%             | 2035-01-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 942599                      | CUSIP: 31413DUY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2585 | PA      | $2811.33        | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCJ3<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4576433.89     | 0.00%             | 2032-03-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAF4<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $3754547.94     | 0.00%             | 2031-06-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244AP4<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $5473553.69     | 0.00%             | 2028-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Health & Educational Facilities Authority of the State of Missouri               | MISSOURI HLTH & EDU-A          | CUSIP: 60636AVL4<br>LEI: 549300IWTBCMX5JB3277 | Long             | DBT              | MUN               | US        |     5730000 | PA      | $4022519.59     | 0.00%             | 2050-05-15      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M14 A2                | CUSIP: 3136B27L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8469791 | PA      | $8341123.07     | 0.00%             | 2028-08-25      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06729                      | CUSIP: 3128M8Y24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41305 | PA      | $42769.31       | 0.00%             | 2040-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2652                      | CUSIP: 3133KH5M4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3897639 | PA      | $3284024.62     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AL4<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5028961.75     | 0.00%             | 2032-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EP6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     1220000 | PA      | $1143581.87     | 0.00%             | 2053-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4461                      | CUSIP: 3140XK5X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5184825 | PA      | $5124842.94     | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFL0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   439284000 | PA      | $441343143.75   | 0.14%             | 2029-09-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJA9<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     8825000 | PA      | $7631588.88     | 0.00%             | 2030-07-22      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Arch Capital Finance LLC                                                         | ARCH CAPITAL FIN               | CUSIP: 03939CAA1<br>LEI: 549300XG4URFY0200M65 | Long             | DBT              | CORP              | US        |     4725000 | PA      | $4704059.32     | 0.00%             | 2026-12-15      | Fixed         | 4.01%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BQ0<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    21850000 | PA      | $21265977.90    | 0.01%             | 2027-11-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EB9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     6775000 | PA      | $4643366.81     | 0.00%             | 2051-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08660                      | CUSIP: 3128MJWW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3522621 | PA      | $3357655.52     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784297                      | CUSIP: 3622A2X23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1228702 | PA      | $1175409.62     | 0.00%             | 2046-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3689                      | CUSIP: 3140XKC32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7226688 | PA      | $7319231.79     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3683                      | CUSIP: 31418DCV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1141130 | PA      | $1081894.33     | 0.00%             | 2039-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QAV0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    29032000 | PA      | $27728248.15    | 0.01%             | 2040-01-11      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781844                      | CUSIP: 36241KBM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2614 | PA      | $2683.88        | 0.00%             | 2032-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust                                                   | CRVNA 2025-P1 A4               | CUSIP: 14689MAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $656581.97      | 0.00%             | 2031-04-10      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4209                      | CUSIP: 31418DVB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   103052758 | PA      | $77530794.09    | 0.02%             | 2050-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAW1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9817000 | PA      | $8229320.81     | 0.00%             | 2045-04-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA  CORP                      | CUSIP: 482480AJ9<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |    25025000 | PA      | $17346894.45    | 0.01%             | 2050-03-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAS2<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     7450000 | PA      | $7485663.85     | 0.00%             | 2034-12-01      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HJU5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3256487.53     | 0.00%             | 2044-02-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4834                        | CUSIP: 36202FLP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1914654 | PA      | $1895483.85     | 0.00%             | 2040-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 883204                      | CUSIP: 31410AGM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5890 | PA      | $6189.20        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M1 A2                 | CUSIP: 3136BKX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16650000 | PA      | $14179741.07    | 0.00%             | 2031-10-25      | Variable      | 1.72%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EJ0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5128034.23     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3982                      | CUSIP: 3140X7M89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58476862 | PA      | $53193652.98    | 0.02%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2147                      | CUSIP: 36179QL41<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1446907 | PA      | $1314343.78     | 0.00%             | 2044-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AQ9<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    20364000 | PA      | $17610475.47    | 0.01%             | 2030-08-15      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 771197                      | CUSIP: 31404KX23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8128 | PA      | $8671.52        | 0.00%             | 2034-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1157                      | CUSIP: 36179NJA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14964016 | PA      | $13916400.59    | 0.00%             | 2043-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE8573                      | CUSIP: 3133BJQ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3008578 | PA      | $2899861.37     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AQ6<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4060794.28     | 0.00%             | 2052-11-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887621                      | CUSIP: 31410FD28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1356 | PA      | $1428.19        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECJ8<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |     2325000 | PA      | $2100168.36     | 0.00%             | 2043-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAX3<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    11900000 | PA      | $11996164.84    | 0.00%             | 2035-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2804                      | CUSIP: 3140X6DJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16385624 | PA      | $14436157.64    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAB7<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    33455000 | PA      | $32192757.87    | 0.01%             | 2054-04-05      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2018-C12                                           | UBSCM 2018-C12 AS              | CUSIP: 90353DBC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4000000 | PA      | $3840414.40     | 0.00%             | 2051-08-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08479                      | CUSIP: 3128MJQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1226616 | PA      | $1154037.60     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CF4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    15895000 | PA      | $14548536.61    | 0.00%             | 2032-01-14      | Variable      | 3.73%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172AM1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    20418000 | PA      | $17769930.95    | 0.01%             | 2041-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2372                      | CUSIP: 36179QT50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1505725 | PA      | $1439772.92     | 0.00%             | 2044-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAC1<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    15050000 | PA      | $15848896.85    | 0.01%             | 2040-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AY2<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    19926000 | PA      | $14864003.40    | 0.00%             | 2040-07-09      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3364                      | CUSIP: 3140J7W27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1581580 | PA      | $1531813.76     | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K080 A2                   | CUSIP: 3137FHPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10165000 | PA      | $10127683.27    | 0.00%             | 2028-07-25      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4578                        | CUSIP: 36202FCP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      708846 | PA      | $718059.32      | 0.00%             | 2039-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AD6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     7896000 | PA      | $8558777.88     | 0.00%             | 2027-09-30      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 914725                      | CUSIP: 31411UHA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16571 | PA      | $17438.28       | 0.00%             | 2037-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     6955000 | PA      | $6551073.38     | 0.00%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCI 5 7/25                    | CUSIP: 01F050478<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31100000 | PA      | $31317435.65    | 0.01%             | 2025-07-17      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAF7<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4394197.02     | 0.00%             | 2047-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 617446HD4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $9211161.28     | 0.00%             | 2032-04-01      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3762                        | CUSIP: 36202EFB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11410 | PA      | $11952.92       | 0.00%             | 2035-09-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CQ2<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    25450000 | PA      | $21386137.19    | 0.01%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BU8<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    18461000 | PA      | $17922103.58    | 0.01%             | 2027-03-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBW4<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    24870000 | PA      | $19904542.78    | 0.01%             | 2040-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8077                      | CUSIP: 3138EQ6P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      761009 | PA      | $752086.49      | 0.00%             | 2029-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0536                      | CUSIP: 3132ACSZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37539158 | PA      | $34546461.59    | 0.01%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAL3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     6159000 | PA      | $6208010.12     | 0.00%             | 2029-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   516969000 | PA      | $452166129.38   | 0.14%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932666                      | CUSIP: 31412RFF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      707397 | PA      | $686195.26      | 0.00%             | 2040-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBC2<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10357369.04    | 0.00%             | 2029-07-06      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FG8<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $6549369.88     | 0.00%             | 2051-10-21      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255269                      | CUSIP: 31371LQW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39599 | PA      | $40803.01       | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6475                      | CUSIP: 36179VFQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15187960 | PA      | $13921948.97    | 0.00%             | 2050-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08788                      | CUSIP: 3128MJ2W9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8115629 | PA      | $7465609.00     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZK7591                      | CUSIP: 3131XBNG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1819314 | PA      | $1778952.13     | 0.00%             | 2028-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Sabine Pass Liquefaction LLC                                                     | SABINE PASS LIQU               | CUSIP: 785592AU0<br>LEI: 549300KJYBG7C6WJYZ11 | Long             | DBT              | CORP              | US        |    21100000 | PA      | $20994584.54    | 0.01%             | 2028-03-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS3                                            | GSMS 2016-GS3 A4               | CUSIP: 36251PAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7125000 | PA      | $6969913.69     | 0.00%             | 2049-10-10      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BX2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     2590000 | PA      | $2431587.07     | 0.00%             | 2029-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAA9<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     2665000 | PA      | $1906491.88     | 0.00%             | 2046-10-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2023-A                          | WOLS 2023-A A3                 | CUSIP: 981944AD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      686185 | PA      | $686512.31      | 0.00%             | 2026-09-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBV0<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    13096000 | PA      | $13415118.40    | 0.00%             | 2029-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744482BP4<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4445058.65     | 0.00%             | 2053-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ5065                      | CUSIP: 3138MLTX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      689783 | PA      | $626410.23      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6544                      | CUSIP: 3138EBHW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37553 | PA      | $37076.69       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397C35<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     5561000 | PA      | $5775176.84     | 0.00%             | 2027-11-04      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3045                      | CUSIP: 3140XJL35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3610299 | PA      | $3575302.32     | 0.00%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BS1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    11150000 | PA      | $10450752.20    | 0.00%             | 2030-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05671                      | CUSIP: 3128M7T48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      174181 | PA      | $180390.93      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ServiceNow Inc                                                                   | SERVICENOW INC                 | CUSIP: 81762PAE2<br>LEI: 549300HJTQM36M0E1G39 | Long             | DBT              | CORP              | US        |    15600000 | PA      | $13515190.26    | 0.00%             | 2030-09-01      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BZ7<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    20165000 | PA      | $20529293.33    | 0.01%             | 2035-07-23      | Variable      | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893523                      | CUSIP: 31410PVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2486 | PA      | $2611.29        | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525AK9<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    18120000 | PA      | $16509438.47    | 0.01%             | 2045-05-20      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4979                        | CUSIP: 36202FQ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3287105 | PA      | $3330513.37     | 0.00%             | 2041-03-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8084                      | CUSIP: 3132D56V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16116910 | PA      | $14807685.37    | 0.00%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7742                      | CUSIP: 3140XPS83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22623455 | PA      | $22637445.51    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dover Corp                                                                       | DOVER CORP                     | CUSIP: 260003AK4<br>LEI: 549300FMC2ALGA7N9E80 | Long             | DBT              | CORP              | US        |     2220000 | PA      | $2160170.58     | 0.00%             | 2041-03-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA8621                      | CUSIP: 31416SSK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      131234 | PA      | $130075.07      | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAQ4<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     4425000 | PA      | $4465984.48     | 0.00%             | 2036-02-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4583                      | CUSIP: 3140X8CV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22752835 | PA      | $18353811.08    | 0.01%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4195                      | CUSIP: 3138ELUV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26633 | PA      | $26482.98       | 0.00%             | 2027-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K091 A2                   | CUSIP: 3137FLN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3100000 | PA      | $3039871.16     | 0.00%             | 2029-03-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548DA7<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     6503000 | PA      | $6637286.93     | 0.00%             | 2035-04-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU               | CUSIP: 50076QAE6<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    11625000 | PA      | $10482704.76    | 0.00%             | 2042-06-04      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794824                      | CUSIP: 31405PAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2730 | PA      | $2817.33        | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JT8<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $4643105.50     | 0.00%             | 2051-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076BX9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    15173000 | PA      | $13008898.44    | 0.00%             | 2048-12-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| EIDP Inc                                                                         | EIDP                           | CUSIP: 263534CS6<br>LEI: GLU7INWNWH88J9XBXD45 | Long             | DBT              | CORP              | US        |     2225000 | PA      | $2267059.46     | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1035                      | CUSIP: 31418AEH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90147 | PA      | $88999.72       | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-4 A                 | CUSIP: 02589BAC4<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |     6820000 | PA      | $7043601.20     | 0.00%             | 2030-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8023                      | CUSIP: 3132DV4G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17699892 | PA      | $14880168.20    | 0.00%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0147                      | CUSIP: 3618N5EV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   120379104 | PA      | $120568400.62   | 0.04%             | 2055-01-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BZ2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    28205000 | PA      | $23972431.27    | 0.01%             | 2045-05-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5436                      | CUSIP: 3140JABE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9043485 | PA      | $8650436.40     | 0.00%             | 2045-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDU2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    97291000 | PA      | $57114345.97    | 0.02%             | 2056-11-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C26                              | JPMBB 2014-C26 AS              | CUSIP: 46643TBE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      116431 | PA      | $114973.24      | 0.00%             | 2048-01-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAH0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     6230000 | PA      | $6100194.01     | 0.00%             | 2029-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAL1<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     9625000 | PA      | $9527083.63     | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737286                      | CUSIP: 3620ARCX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      487867 | PA      | $482580.96      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8506                      | CUSIP: 3132DWNX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   181631057 | PA      | $181629858.02   | 0.06%             | 2055-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4371                      | CUSIP: 3138WD2D2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2400053 | PA      | $2226868.63     | 0.00%             | 2045-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AL5<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     7606000 | PA      | $7653122.22     | 0.00%             | 2027-06-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A A4                 | CUSIP: 65479XAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1519687.50     | 0.00%             | 2029-02-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8785                      | CUSIP: 3140XCXP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19796156 | PA      | $16636295.85    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61744YAR9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |      831000 | PA      | $769068.69      | 0.00%             | 2039-04-22      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137AU1<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |    11090000 | PA      | $9980295.48     | 0.00%             | 2049-03-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFA8<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    87250000 | PA      | $88772961.56    | 0.03%             | 2029-02-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4850                      | CUSIP: 31418EL81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17581051 | PA      | $17787941.27    | 0.01%             | 2037-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                              | JPMBB 2015-C32 A5              | CUSIP: 46590JAW7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3575000 | PA      | $3540568.10     | 0.00%             | 2048-11-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5242                      | CUSIP: 3132DSZF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22252477 | PA      | $22405316.17    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5014                      | CUSIP: 3140X8SC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7312600 | PA      | $7107199.15     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6599                      | CUSIP: 36179VKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    57989637 | PA      | $51416117.34    | 0.02%             | 2050-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747AZ0<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     3761000 | PA      | $3576936.71     | 0.00%             | 2029-06-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q60864                      | CUSIP: 3132VL6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8349 | PA      | $8106.36        | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128286T2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   371560000 | PA      | $353446450.00   | 0.11%             | 2029-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RESOURC               | CUSIP: 25746UAN9<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     8175000 | PA      | $8757921.63     | 0.00%             | 2033-03-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 943458                      | CUSIP: 31413ETP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1394 | PA      | $1515.13        | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAX0<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5153676.49     | 0.00%             | 2028-12-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RJZ6<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    55097000 | PA      | $43212565.55    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781530                      | CUSIP: 36225BVX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46726 | PA      | $48162.50       | 0.00%             | 2032-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7555                      | CUSIP: 3132DVMC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16101137 | PA      | $14150295.95    | 0.00%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1012                      | CUSIP: 36179NDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10455494 | PA      | $9682420.16     | 0.00%             | 2043-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2753                      | CUSIP: 3132DQBW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10074088 | PA      | $10177910.84    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 48126BAA1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3582602.67     | 0.00%             | 2042-01-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCL2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     3230000 | PA      | $3291939.74     | 0.00%             | 2030-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Financial Inc                                                  | FIDELITY NATL FI               | CUSIP: 31620RAK1<br>LEI: 549300CAZYIH39SYQ287 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6075157.27     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0304                      | CUSIP: 3618N5KS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    37563946 | PA      | $34095268.61    | 0.01%             | 2055-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08670                      | CUSIP: 3128MJW89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12687103 | PA      | $11330988.44    | 0.00%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAZ8<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    16640000 | PA      | $18798420.57    | 0.01%             | 2033-11-07      | Fixed         | 6.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA6290                      | CUSIP: 36178D7B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      141200 | PA      | $127711.38      | 0.00%             | 2043-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBN6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    11875000 | PA      | $11965612.05    | 0.00%             | 2029-02-01      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     5812000 | PA      | $6045035.32     | 0.00%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EQ8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    14600000 | PA      | $14719888.40    | 0.00%             | 2029-03-03      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334LB5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    23803000 | PA      | $24138793.37    | 0.01%             | 2035-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BQ2<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $3987569.03     | 0.00%             | 2048-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAE6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2475000 | PA      | $2019020.39     | 0.00%             | 2044-11-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BD6<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $2974285.81     | 0.00%             | 2052-01-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7691                      | CUSIP: 36181BRL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2132524 | PA      | $1928807.56     | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAC4<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |       60000 | PA      | $38118.82       | 0.00%             | 2119-02-15      | Fixed         | 3.61%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4800                        | CUSIP: 36202FKM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2503387 | PA      | $2416598.03     | 0.00%             | 2040-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sharp HealthCare                                                                 | SHARP HEALTHCARE               | CUSIP: 819892AL4<br>LEI: 549300DEPBQ9WUW1K512 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $1807927.12     | 0.00%             | 2050-08-01      | Fixed         | 2.68%                 | No            |                  2 | On Loan: No      |
| California State University                                                      | CALIFORNIA ST UNIV-B           | CUSIP: 13077DKU5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6395000 | PA      | $4279803.87     | 0.00%             | 2051-11-01      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1408                      | CUSIP: 3138EHR61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27573 | PA      | $27337.41       | 0.00%             | 2027-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3736                      | CUSIP: 36179SEH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17745731 | PA      | $16394061.75    | 0.01%             | 2046-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAN1<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $11516590.83    | 0.00%             | 2031-03-12      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAN0<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     5180000 | PA      | $5036725.86     | 0.00%             | 2036-02-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAL0<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2976714.19     | 0.00%             | 2032-05-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2516                      | CUSIP: 3140XHYN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3590483 | PA      | $3360761.31     | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A34913                      | CUSIP: 31297QN62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18963 | PA      | $19620.54       | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10500000 | PA      | $7844403.57     | 0.00%             | 2041-12-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0204                      | CUSIP: 3618N5GN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   118721116 | PA      | $116626364.95   | 0.04%             | 2055-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BU9<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $8879369.89     | 0.00%             | 2044-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A19793                      | CUSIP: 31296U3A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      118290 | PA      | $121945.10      | 0.00%             | 2034-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AR3<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |    23750000 | PA      | $23695387.44    | 0.01%             | 2029-09-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0461                      | CUSIP: 36179MQN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1163125 | PA      | $1062003.02     | 0.00%             | 2042-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BB1<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     9663000 | PA      | $8811582.84     | 0.00%             | 2030-04-30      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7741                      | CUSIP: 3138WHS78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10142886 | PA      | $9394498.07     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1404                      | CUSIP: 3140QLR24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17595534 | PA      | $15529612.09    | 0.00%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3073                      | CUSIP: 31418CMX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3256517 | PA      | $3173187.40     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DS4<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    21700000 | PA      | $12666257.12    | 0.00%             | 2050-11-13      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893260                      | CUSIP: 31410PMH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3361 | PA      | $3538.99        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AB7<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |    14957000 | PA      | $12409770.42    | 0.00%             | 2114-07-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890565                      | CUSIP: 31410LMN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4153701 | PA      | $3781435.79     | 0.00%             | 2043-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4722                      | CUSIP: 3140X8G84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6036003 | PA      | $5291467.09     | 0.00%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAK4<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $2050154.38     | 0.00%             | 2050-11-15      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $11131391.25    | 0.00%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 751007                      | CUSIP: 36230KDL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      518450 | PA      | $512486.03      | 0.00%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1778                      | CUSIP: 3132AD6P8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1285514 | PA      | $1246593.51     | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAW7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     4155000 | PA      | $4293338.20     | 0.00%             | 2032-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Jackson Financial Inc                                                            | JACKSON FIN INC                | CUSIP: 46817MAS6<br>LEI: 213800WXW2KG1N4CO374 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4080452.33     | 0.00%             | 2032-06-08      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2018-C8                               | JPMDB 2018-C8 AS               | CUSIP: 46591ABE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1525000 | PA      | $1491389.61     | 0.00%             | 2051-06-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $8351918.15     | 0.00%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848758                      | CUSIP: 31300LWT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32498 | PA      | $33776.30       | 0.00%             | 2042-03-01      | Floating      | 7.33%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CH4<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10459227.56    | 0.00%             | 2035-11-01      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5256                      | CUSIP: 3132DSZV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22227944 | PA      | $22241690.13    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 310104                      | CUSIP: 31374CNV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2769347 | PA      | $2852484.72     | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBW4<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    11100000 | PA      | $11017125.09    | 0.00%             | 2032-03-16      | Fixed         | 4.74%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEG7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   107685000 | PA      | $111840798.42   | 0.04%             | 2030-04-22      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HBA5<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    16000000 | PA      | $14121928.13    | 0.00%             | 2031-05-11      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A36882                      | CUSIP: 31297SUF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8894 | PA      | $9193.33        | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAJ3<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     3731000 | PA      | $3532955.13     | 0.00%             | 2030-01-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3664                      | CUSIP: 31418DCA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9958 | PA      | $9386.13        | 0.00%             | 2049-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | PARAMOUNT GLOB                 | CUSIP: 925524AV2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    12922000 | PA      | $12475111.86    | 0.00%             | 2033-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | BB&T CORPORATION               | CUSIP: 05531GAB7<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     6609000 | PA      | $6456597.18     | 0.00%             | 2029-03-19      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AR0<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     6135000 | PA      | $6007297.78     | 0.00%             | 2053-07-31      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5166                      | CUSIP: 31418EW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3671269 | PA      | $3743256.97     | 0.00%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAP3<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    16231000 | PA      | $16871789.24    | 0.01%             | 2066-12-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BJ9<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    16325000 | PA      | $15714214.38    | 0.00%             | 2035-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital/The                                                         | MT SINAI HOSP                  | CUSIP: 623115AD4<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $1914456.95     | 0.00%             | 2048-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AD0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $16706900.72    | 0.01%             | 2053-08-02      | Fixed         | 7.08%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCB9<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     8600000 | PA      | $8836723.48     | 0.00%             | 2029-04-05      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8506                      | CUSIP: 3132D6NX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24677036 | PA      | $22780408.18    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7663                      | CUSIP: 3140QTQR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24401558 | PA      | $25753392.24    | 0.01%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784494                      | CUSIP: 3622A27F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3377803 | PA      | $3137840.52     | 0.00%             | 2045-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01342                      | CUSIP: 31292HP32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2844 | PA      | $3035.29        | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5047                      | CUSIP: 3132DSTC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16354475 | PA      | $16466803.71    | 0.01%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2022-M3 A2                 | CUSIP: 3136BLW22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5400000 | PA      | $4600714.14     | 0.00%             | 2031-11-25      | Variable      | 1.76%                 | No            |                  2 | On Loan: No      |
| COMM 2019-GC44 Mortgage Trust                                                    | COMM 2019-GC44 A5              | CUSIP: 12655TBM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    34465000 | PA      | $32088876.06    | 0.01%             | 2057-08-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932836                      | CUSIP: 31412RLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30169 | PA      | $29998.58       | 0.00%             | 2025-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94605                      | CUSIP: 312943DJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      632168 | PA      | $612863.12      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3370                      | CUSIP: 3140XJW82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14721513 | PA      | $12371666.44    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KA8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    34810000 | PA      | $34832280.94    | 0.01%             | 2027-09-29      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2625                      | CUSIP: 3142GS4K1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28491212 | PA      | $28553348.42    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0783                      | CUSIP: 36179M2Q2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5226845 | PA      | $4864914.10     | 0.00%             | 2043-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Private Export Funding Corp                                                      | PRIVATE EXPT FDG               | CUSIP: 742651DZ2<br>LEI: CYQE6SAYPFKNQJ6FMH60 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4139429.42     | 0.00%             | 2027-10-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LJ8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    22802000 | PA      | $23130816.50    | 0.01%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8367                      | CUSIP: 3132DWJL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    94892379 | PA      | $95040021.81    | 0.03%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024-B                                                    | JDOT 2024-B A3                 | CUSIP: 47786WAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3900000 | PA      | $3961596.21     | 0.00%             | 2029-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cintas Corp No 2                                                                 | CINTAS CORP NO.2               | CUSIP: 17252MAN0<br>LEI: 549300QVUQTTKMTE0G41 | Long             | DBT              | CORP              | US        |    15559000 | PA      | $15445245.58    | 0.00%             | 2027-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DW4<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7109991.62     | 0.00%             | 2030-05-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KG8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    17000000 | PA      | $16915446.01    | 0.01%             | 2027-08-27      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BE2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7483190.01     | 0.00%             | 2031-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255580                      | CUSIP: 31371L2M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      192430 | PA      | $198392.63      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AV5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $9224677.47     | 0.00%             | 2048-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2601                      | CUSIP: 36179Q3J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5502539 | PA      | $5080580.93     | 0.00%             | 2045-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YBE9<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $3188475.58     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BC0<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    16552000 | PA      | $15889156.39    | 0.01%             | 2029-06-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3142                      | CUSIP: 3140XJP49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8046134 | PA      | $7621856.71     | 0.00%             | 2050-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7120                      | CUSIP: 3132DU4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15875814 | PA      | $16266493.50    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 834668                      | CUSIP: 31407MJM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21203 | PA      | $21886.69       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6493                      | CUSIP: 3140XNGB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5993433 | PA      | $5517497.69     | 0.00%             | 2051-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04385                      | CUSIP: 3128M6F29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      478338 | PA      | $496094.82      | 0.00%             | 2038-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0794                      | CUSIP: 3132AC3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3874467 | PA      | $3786221.34     | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCD0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    23450000 | PA      | $24194010.31    | 0.01%             | 2033-07-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167DR1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     7666000 | PA      | $7483759.08     | 0.00%             | 2026-08-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4261                      | CUSIP: 31418DWX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19056002 | PA      | $17478251.23    | 0.01%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mileage Plus Holdings LLC / Mileage Plus Intellectual Property Assets Ltd        | MILEAGE PLUS HLD               | CUSIP: 599191AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5999862 | PA      | $6012392.19     | 0.00%             | 2027-06-20      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3272                      | CUSIP: 3140X6T68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6343652 | PA      | $5982541.27     | 0.00%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                  | CUSIP: 169905AH9<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9830147.80     | 0.00%             | 2034-08-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP6                              | JPMCC 2017-JP6 A5              | CUSIP: 48128KAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8800000 | PA      | $8524249.36     | 0.00%             | 2050-07-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AL9<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    17200000 | PA      | $16987927.38    | 0.01%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2021-4                                                   | CARMX 2021-4 A4                | CUSIP: 14317JAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1075000 | PA      | $1058630.76     | 0.00%             | 2027-04-15      | Fixed         | 0.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 844809                      | CUSIP: 31407YR68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      292762 | PA      | $296135.57      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6045                      | CUSIP: 3138ENWF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3269697 | PA      | $3139860.05     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKS7<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2109991.87     | 0.00%             | 2026-09-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHG7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9887560.31     | 0.00%             | 2029-03-05      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Chevron Corp                                                                     | CHEVRON CORP                   | CUSIP: 166764BY5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    18468000 | PA      | $16869971.23    | 0.01%             | 2030-05-11      | Fixed         | 2.24%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RK6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   274140000 | PA      | $192915317.09   | 0.06%             | 2045-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Agilent Technologies Inc                                                         | AGILENT TECH INC               | CUSIP: 00846UAK7<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6597238.19     | 0.00%             | 2026-09-22      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KQ9<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8128578.65     | 0.00%             | 2029-05-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7623                      | CUSIP: 3140XBPH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32519562 | PA      | $27328792.47    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCG8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1819941.23     | 0.00%             | 2030-03-10      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF3                                   | CF 2019-CF3 A4                 | CUSIP: 12529TAX1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6235000 | PA      | $5785131.66     | 0.00%             | 2053-01-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650EC0<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     8515000 | PA      | $8849255.26     | 0.00%             | 2031-06-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| American Financial Group Inc/OH                                                  | AMER FINL GROUP                | CUSIP: 025932AL8<br>LEI: 549300AFOM7IVKIU1G39 | Long             | DBT              | CORP              | US        |     6893000 | PA      | $5587317.86     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 902613AY4<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |    14580000 | PA      | $13106889.31    | 0.00%             | 2045-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHX2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   184713200 | PA      | $188349741.13   | 0.06%             | 2028-08-31      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| TR FINANCE LLC                                                                   | TR FINANCE LLC                 | CUSIP: 87268LAE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3075000 | PA      | $3113606.69     | 0.00%             | 2035-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Diageo Investment Corp                                                           | GRAND METRO INV                | CUSIP: 386088AH1<br>LEI: S4G8DPIPDVCF6CB81Z61 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1723235.07     | 0.00%             | 2035-04-15      | Fixed         | 7.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2817                      | CUSIP: 31418CDX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1526735 | PA      | $1401757.03     | 0.00%             | 2036-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAC3<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $10500492.45    | 0.00%             | 2027-02-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Empire State Development Corp                                                    | NYS URBAN DEV CORP             | CUSIP: 650035TD0<br>LEI: 54930039Y2EMGXN6LM88 | Long             | DBT              | MUN               | US        |     5485000 | PA      | $5659628.69     | 0.00%             | 2039-03-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BL4<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     2155000 | PA      | $2137172.87     | 0.00%             | 2030-05-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494AY9<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |      625000 | PA      | $569030.19      | 0.00%             | 2044-08-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JQ8<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    25000000 | PA      | $24119575.77    | 0.01%             | 2026-10-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    45600000 | PA      | $45178782.38    | 0.01%             | 2045-10-23      | Fixed         | 6.48%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AR2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     4006000 | PA      | $3313067.60     | 0.00%             | 2049-01-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBN5<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4054132.63     | 0.00%             | 2035-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4040                        | CUSIP: 36202EPZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      483400 | PA      | $509045.24      | 0.00%             | 2037-10-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AT6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     1046000 | PA      | $966485.61      | 0.00%             | 2029-12-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0EL8<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    31025000 | PA      | $31662223.79    | 0.01%             | 2033-09-13      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Israel Government AID Bond                                                       | AID-ISRAEL                     | CUSIP: 46513EFG2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     5150000 | PA      | $5498909.73     | 0.00%             | 2033-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GG7<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    11124000 | PA      | $11306327.83    | 0.00%             | 2035-02-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1414                      | CUSIP: 3140X4SC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1024671 | PA      | $993648.25      | 0.00%             | 2049-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FT6<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    11374000 | PA      | $9282527.78     | 0.00%             | 2045-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Icon Investments Six DAC                                                         | ICON INVESTMENTS               | CUSIP: 45115AAC8<br>LEI: 635400FQ1M7J2CHLAS59 | Long             | DBT              | CORP              | IE        |     6538000 | PA      | $6667872.88     | 0.00%             | 2034-05-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4679                        | CUSIP: 36202FFU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      862399 | PA      | $873659.35      | 0.00%             | 2040-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AW6<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5234112.48     | 0.00%             | 2028-10-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255898                      | CUSIP: 31371MGF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63979 | PA      | $64703.23       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4058                      | CUSIP: 3140QPQL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12700732 | PA      | $11931790.66    | 0.00%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YB0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   288941200 | PA      | $266074211.40   | 0.08%             | 2029-08-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 649512                      | CUSIP: 36292HR96<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1740 | PA      | $1756.55        | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CZ0<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2828778.12     | 0.00%             | 2035-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 293791AF6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     5843000 | PA      | $6578345.55     | 0.00%             | 2033-03-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| PG&E Energy Recovery Funding LLC                                                 | PG&E ENERGY RECO               | CUSIP: 71710TAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6760000 | PA      | $5434844.19     | 0.00%             | 2038-01-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ0974                      | CUSIP: 3140H2CL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1223514 | PA      | $1124060.95     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4074                      | CUSIP: 31418DQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14679880 | PA      | $13514914.15    | 0.00%             | 2035-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAD6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     7625000 | PA      | $7637330.26     | 0.00%             | 2028-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AW3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $9529386.53     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BF3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |     1612000 | PA      | $1637484.39     | 0.00%             | 2033-06-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813CV9<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |    10495000 | PA      | $6696647.22     | 0.00%             | 2051-12-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR9938                      | CUSIP: 3138W8BG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4260918 | PA      | $3871556.04     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C1 Commercial Mortgage Trust                                          | CSAIL 2015-C1 AS               | CUSIP: 126281BD5<br>LEI: 549300UFJ8EKD81Y8R30 | Long             | ABS-MBS          | CORP              | US        |     1107902 | PA      | $1098429.34     | 0.00%             | 2050-04-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K517 A2                   | CUSIP: 3137HC2C5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8500000 | PA      | $8815741.00     | 0.00%             | 2029-01-25      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0354                      | CUSIP: 3138EGMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53734 | PA      | $55041.87       | 0.00%             | 2036-07-01      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   440064100 | PA      | $436041636.89   | 0.14%             | 2053-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2966                      | CUSIP: 3140QAJL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4392764 | PA      | $4395481.81     | 0.00%             | 2049-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAF1<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |    14018000 | PA      | $13293771.58    | 0.00%             | 2030-04-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD1259                      | CUSIP: 3133AXMG4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19177935 | PA      | $15368198.06    | 0.00%             | 2051-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBD0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $5563792.59     | 0.00%             | 2038-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271BC2<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     7800000 | PA      | $7645789.28     | 0.00%             | 2036-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Eastern Gas Transmission & Storage Inc                                           | EASTERN GAS TRAN               | CUSIP: 276480AH3<br>LEI: H2VQBNB3NSKRM5QWBI71 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4718087.42     | 0.00%             | 2029-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 05348EAY5<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4666871.90     | 0.00%             | 2026-10-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CF7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $6957137.97     | 0.00%             | 2031-03-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CK4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7326000 | PA      | $7528650.58     | 0.00%             | 2028-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AW9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $4897153.05     | 0.00%             | 2032-05-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AL9<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     3435000 | PA      | $2882279.55     | 0.00%             | 2043-01-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                        | GMCAR 2024-1 A4                | CUSIP: 36268GAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $657622.36      | 0.00%             | 2029-06-18      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHH7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   444308000 | PA      | $444811316.55   | 0.14%             | 2026-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5260                      | CUSIP: 31418EZ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6910300 | PA      | $7391662.78     | 0.00%             | 2054-01-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2553000 | PA      | $2540203.43     | 0.00%             | 2030-06-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8134                      | CUSIP: 3132DWBB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   184935661 | PA      | $147446502.33   | 0.05%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 510086                      | CUSIP: 36211DUK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3637 | PA      | $3734.12        | 0.00%             | 2029-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0527                      | CUSIP: 31418MSR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      176577 | PA      | $182855.39      | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAV2<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |    11262000 | PA      | $11263856.74    | 0.00%             | 2028-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CND9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   656938600 | PA      | $657990726.58   | 0.21%             | 2028-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4882                      | CUSIP: 3140H6M89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1904211 | PA      | $1744667.38     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YEH4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $17522205.59    | 0.01%             | 2032-10-20      | Variable      | 2.51%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AY9<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7087649.65     | 0.00%             | 2031-05-10      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBL5<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     3240000 | PA      | $3183220.47     | 0.00%             | 2026-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBT7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $13480214.58    | 0.00%             | 2032-04-15      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5672                      | CUSIP: 31418FJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      689888 | PA      | $676247.64      | 0.00%             | 2055-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   433712000 | PA      | $413466458.29   | 0.13%             | 2043-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAK7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    23200000 | PA      | $22780820.32    | 0.01%             | 2028-02-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECT                  | CUSIP: 94106BAG6<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     4400000 | PA      | $4442862.37     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1443                      | CUSIP: 3142GRS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14940804 | PA      | $15520980.33    | 0.00%             | 2054-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14781                      | CUSIP: 3128PUJ29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36837 | PA      | $36659.83       | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Trustees of the University of Pennsylvania/The                                   | UNI OF PENNSYLVA               | CUSIP: 91481CAD2<br>LEI: 549300FG60YK9HZ7DS75 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $2167058.94     | 0.00%             | 2050-10-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AE0<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     4637000 | PA      | $4156618.75     | 0.00%             | 2030-08-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5133                      | CUSIP: 31418EV31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13207354 | PA      | $13158522.55    | 0.00%             | 2038-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3310                      | CUSIP: 3140QAVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5603019 | PA      | $5300565.12     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CB3<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     9668000 | PA      | $9044799.57     | 0.00%             | 2055-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HAS4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    32500000 | PA      | $33036986.31    | 0.01%             | 2027-08-18      | Fixed         | 5.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2736                      | CUSIP: 3142GTBE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18799679 | PA      | $18586597.54    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07079                      | CUSIP: 3128M9FU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      274642 | PA      | $289344.76      | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1N1625                      | CUSIP: 3128QHYW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       67892 | PA      | $68619.42       | 0.00%             | 2037-06-01      | Floating      | 5.98%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PBW5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     5223000 | PA      | $5964946.77     | 0.00%             | 2032-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDF4<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    52500000 | PA      | $52894193.02    | 0.02%             | 2027-01-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| First-Citizens Bank & Trust Co                                                   | FIRST-CITIZENS                 | CUSIP: 125581GX0<br>LEI: L9VVX1KT5TFTKS0MLF66 | Long             | DBT              | CORP              | US        |     4210000 | PA      | $4369730.28     | 0.00%             | 2028-03-09      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBW6<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    11065000 | PA      | $11206335.24    | 0.00%             | 2035-03-14      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AK6<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    29539000 | PA      | $25780965.07    | 0.01%             | 2048-12-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2232                      | CUSIP: 3140QMPS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13109390 | PA      | $12069055.09    | 0.00%             | 2036-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAR2<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    13575000 | PA      | $11943868.90    | 0.00%             | 2031-01-28      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5652                      | CUSIP: 36179UH54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    21106002 | PA      | $20553362.79    | 0.01%             | 2048-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2625                      | CUSIP: 3140XH4K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5184696 | PA      | $4170947.65     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGB4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $10014339.29    | 0.00%             | 2051-03-22      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC                 | CUSIP: 68233DAT4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     4420000 | PA      | $4975152.24     | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BR2619                      | CUSIP: 3140L04D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15063337 | PA      | $12113339.09    | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7214                      | CUSIP: 3140XPAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9413490 | PA      | $9765057.95     | 0.00%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J32715                      | CUSIP: 31307PAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       90795 | PA      | $88685.83       | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20 Commercial Mortgage Trust                                         | CSAIL 2021-C20 A3              | CUSIP: 22945EAU5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    12575000 | PA      | $11309009.36    | 0.00%             | 2054-03-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98388MAC1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $2773698.68     | 0.00%             | 2031-11-15      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8662                      | CUSIP: 3140QUTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14148232 | PA      | $14011083.54    | 0.00%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ0351                      | CUSIP: 3138ARL93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      190485 | PA      | $184304.55      | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4841                      | CUSIP: 31418ELX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32663105 | PA      | $32162748.31    | 0.01%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FL ST BRD ADMIN FIN-A          | CUSIP: 341271AH7<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    14500000 | PA      | $14877601.75    | 0.00%             | 2034-07-01      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EM7<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5500000 | PA      | $5569951.64     | 0.00%             | 2028-11-19      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 813788                      | CUSIP: 31406MCZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1744 | PA      | $1854.42        | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZS2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   286412000 | PA      | $269417474.75   | 0.09%             | 2027-05-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160AT1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     3797000 | PA      | $4147481.09     | 0.00%             | 2038-07-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KP5<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $5143311.13     | 0.00%             | 2051-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4678                        | CUSIP: 36202FFT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      900203 | PA      | $891418.51      | 0.00%             | 2040-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAQ4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10121131.65    | 0.00%             | 2030-04-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| UDR Inc                                                                          | UDR INC                        | CUSIP: 90265EAS9<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Long             | DBT              | CORP              | US        |     3335000 | PA      | $2812925.05     | 0.00%             | 2034-11-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6190                      | CUSIP: 3138WF2Y1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1481696 | PA      | $1369591.48     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| San Diego County Regional Transportation Commission                              | SAN DIEGO CO TRANS             | CUSIP: 797400FN3<br>LEI: W4FR340A6EQ2SSI17B56 | Long             | DBT              | MUN               | US        |     3170000 | PA      | $3195040.15     | 0.00%             | 2048-04-01      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18682                      | CUSIP: 3128MMXL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      445052 | PA      | $438232.34      | 0.00%             | 2033-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18572                      | CUSIP: 3128MMT60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1666712 | PA      | $1627979.03     | 0.00%             | 2030-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4701                      | CUSIP: 31418EGK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    57875442 | PA      | $55567051.20    | 0.02%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AQ9<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     7390000 | PA      | $6904800.08     | 0.00%             | 2043-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                     | JACOBS ENGIN GRP               | CUSIP: 469814AB3<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4732242.76     | 0.00%             | 2028-08-18      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885135                      | CUSIP: 31410CLQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      221590 | PA      | $231521.58      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDR7<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $14778671.72    | 0.00%             | 2032-11-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748TAC5<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     8668000 | PA      | $8936849.84     | 0.00%             | 2032-07-01      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Turnpike Commission                                                 | PA TPK-BABS-B                  | CUSIP: 709223A27<br>LEI: 549300J8LLBYEYEXZJ24 | Long             | DBT              | MUN               | US        |     3720000 | PA      | $3689222.21     | 0.00%             | 2045-12-01      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| University of Minnesota                                                          | UNIV OF MINNESOTA MN           | CUSIP: 914460WT3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1416000 | PA      | $1140872.19     | 0.00%             | 2052-04-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Patterson-UTI Energy Inc                                                         | PATTERSON-UTI                  | CUSIP: 703481AD3<br>LEI: 254900XGFBKIXD6G0697 | Long             | DBT              | CORP              | US        |     4385000 | PA      | $4489474.68     | 0.00%             | 2033-10-01      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4835                        | CUSIP: 36202FLQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      863014 | PA      | $874298.51      | 0.00%             | 2040-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9618                      | CUSIP: 3140XRVL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15652088 | PA      | $13545329.71    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558AS2<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     5610000 | PA      | $5713916.43     | 0.00%             | 2041-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8373                      | CUSIP: 3132DWJS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    70889337 | PA      | $72068914.71    | 0.02%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AD6<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $5743852.65     | 0.00%             | 2044-04-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0115                      | CUSIP: 31417YDV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      213831 | PA      | $213361.31      | 0.00%             | 2029-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DX5<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8177173.45     | 0.00%             | 2031-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738017                      | CUSIP: 3620AR4A6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      281582 | PA      | $272018.07      | 0.00%             | 2041-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VAM5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     3330000 | PA      | $3956593.52     | 0.00%             | 2038-04-15      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4671                      | CUSIP: 3132A5FL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7275905 | PA      | $6473923.87     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3451                      | CUSIP: 3138WCZR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      981312 | PA      | $939847.50      | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| University of Notre Dame du Lac                                                  | UNIV OF NOTRE DA               | CUSIP: 914748AA6<br>LEI: XV74408A6JGDG5126L34 | Long             | DBT              | CORP              | US        |     2710000 | PA      | $2001965.72     | 0.00%             | 2048-02-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Huntsman International LLC                                                       | HUNTSMAN INT LLC               | CUSIP: 44701QBE1<br>LEI: 3YTEJFW18LGIUQ2N5J61 | Long             | DBT              | CORP              | US        |     6479000 | PA      | $6143189.95     | 0.00%             | 2029-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                | CUSIP: 25731VAB0<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $7026252.64     | 0.00%             | 2053-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5420                      | CUSIP: 31418FAW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27858387 | PA      | $27858203.28    | 0.01%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAN6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    11870000 | PA      | $9369322.03     | 0.00%             | 2049-01-23      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09071                      | CUSIP: 31292SCG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      291846 | PA      | $279231.67      | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AZ8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $10462003.45    | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2017-H1                                           | MSC 2017-H1 A5                 | CUSIP: 61691JAV6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6750000 | PA      | $6625277.55     | 0.00%             | 2050-06-15      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BZ6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     4514000 | PA      | $3931690.82     | 0.00%             | 2030-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61746BCY0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    15996000 | PA      | $16317246.71    | 0.01%             | 2026-08-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAL3<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    12285000 | PA      | $9524856.22     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5513                      | CUSIP: 3140XMDT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9897801 | PA      | $10172301.60    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Emerson Electric Co                                                              | EMERSON ELECTRIC               | CUSIP: 291011BD5<br>LEI: FGLT0EWZSUIRRITFOA30 | Long             | DBT              | CORP              | US        |      440000 | PA      | $443598.96      | 0.00%             | 2039-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06817                      | CUSIP: 3128M84A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      549794 | PA      | $570137.88      | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2025-1                        | GMCAR 2025-1 A4                | CUSIP: 362955AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $762113.25      | 0.00%             | 2030-08-16      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAC0<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     2579000 | PA      | $2613408.19     | 0.00%             | 2030-04-07      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6431                      | CUSIP: 3138WGED2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2025986 | PA      | $1956811.56     | 0.00%             | 2031-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AZ3482                      | CUSIP: 36197F2P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1125344 | PA      | $1030297.35     | 0.00%             | 2047-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4469                        | CUSIP: 36202E6E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1062101 | PA      | $1075828.48     | 0.00%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CC3<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     3145000 | PA      | $2791308.56     | 0.00%             | 2031-03-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CB3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |      840000 | PA      | $924161.82      | 0.00%             | 2036-06-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BQ2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3520228.81     | 0.00%             | 2030-06-30      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552570                      | CUSIP: 36213E2B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2959 | PA      | $3047.84        | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| National Grid PLC                                                                | NATL GRID PLC                  | CUSIP: 636274AE2<br>LEI: 8R95QZMKZLJX5Q2XR704 | Long             | DBT              | CORP              | GB        |    13623000 | PA      | $14327462.78    | 0.00%             | 2033-06-12      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255004                      | CUSIP: 31371LGM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8419 | PA      | $8992.61        | 0.00%             | 2033-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8035                      | CUSIP: 3132D54U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13452164 | PA      | $12715829.19    | 0.00%             | 2035-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370DB3<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |      510000 | PA      | $509170.08      | 0.00%             | 2032-08-19      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Hackensack Meridian Health Inc                                                   | HACKENSACK MERID               | CUSIP: 404530AC1<br>LEI: 5493001CB3OCWTEJY668 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $3425872.80     | 0.00%             | 2041-09-01      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES INC               | CUSIP: 257469AJ5<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6041988.79     | 0.00%             | 2033-08-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477DA8<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3273985.41     | 0.00%             | 2028-04-24      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3365                      | CUSIP: 3140X6W31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2430369 | PA      | $2129065.98     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBP3<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    14000000 | PA      | $14351962.01    | 0.00%             | 2028-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3                                     | GMALT 2024-3 A4                | CUSIP: 38012QAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1600000 | PA      | $1595634.24     | 0.00%             | 2028-10-20      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCH6<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    13773000 | PA      | $13306541.95    | 0.00%             | 2027-11-02      | Variable      | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4929                      | CUSIP: 31418EPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6149122 | PA      | $6505633.80     | 0.00%             | 2053-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FB8<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    14319000 | PA      | $15286167.35    | 0.00%             | 2039-04-01      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABF1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   147772000 | PA      | $143479600.46   | 0.05%             | 2030-04-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAK4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     9510000 | PA      | $8255345.25     | 0.00%             | 2030-08-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08862                      | CUSIP: 3128MJ5Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1217346 | PA      | $1149685.83     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256022                      | CUSIP: 31371MLB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      493656 | PA      | $509916.02      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C67999                      | CUSIP: 31287T3G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3961 | PA      | $4192.47        | 0.00%             | 2032-06-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMB4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   649633000 | PA      | $654226106.70   | 0.21%             | 2027-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DQ6<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     4204000 | PA      | $3436005.87     | 0.00%             | 2052-09-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK13                                                                  | BANK 2018-BN13 A4              | CUSIP: 06539LBA7<br>LEI: 549300664283JRAXM588 | Long             | ABS-MBS          | CORP              | US        |     2235000 | PA      | $2195684.79     | 0.00%             | 2061-08-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAB8<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $973817.78      | 0.00%             | 2026-09-16      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2600                      | CUSIP: 36179Q3H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5010600 | PA      | $4527497.11     | 0.00%             | 2045-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAU8<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     6100000 | PA      | $5424929.29     | 0.00%             | 2045-08-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4453                      | CUSIP: 36179S5N3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1513935 | PA      | $1481390.39     | 0.00%             | 2047-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DZ8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     7650000 | PA      | $7765730.33     | 0.00%             | 2026-10-23      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9056                      | CUSIP: 3140XDB21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20224693 | PA      | $17502465.27    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAQ9<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     1171000 | PA      | $1177373.67     | 0.00%             | 2027-03-12      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WF Card Issuance Trust                                                           | WFCIT 2024-A2 A                | CUSIP: 92970QAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5500000 | PA      | $5525852.75     | 0.00%             | 2029-10-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BY9<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    51038000 | PA      | $50531791.73    | 0.02%             | 2027-02-06      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FB0<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     1675000 | PA      | $1285435.12     | 0.00%             | 2047-10-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC5503                      | CUSIP: 31417SDH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      102216 | PA      | $101473.68      | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K518 A2                   | CUSIP: 3137HC2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29400000 | PA      | $30549804.60    | 0.01%             | 2029-01-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8132                      | CUSIP: 3132D6A91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22959365 | PA      | $20986684.93    | 0.01%             | 2036-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB INTL FIN                   | CUSIP: 50247VAC3<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     9500000 | PA      | $8035443.39     | 0.00%             | 2044-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BR7<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $4919044.40     | 0.00%             | 2051-12-14      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2769                      | CUSIP: 3140XJCF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8819748 | PA      | $7031856.32     | 0.00%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3584                      | CUSIP: 3132DQ6V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22095302 | PA      | $22708081.55    | 0.01%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAC5<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     4380000 | PA      | $4506657.03     | 0.00%             | 2035-06-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCD6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     6683000 | PA      | $4169723.76     | 0.00%             | 2050-05-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDN3<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2030086.33     | 0.00%             | 2046-07-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EL3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    10765000 | PA      | $11332895.07    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783517                      | CUSIP: 36241L4A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       95106 | PA      | $94376.65       | 0.00%             | 2027-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02507                      | CUSIP: 3128M4DL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       72026 | PA      | $75819.60       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CT3<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $3620204.58     | 0.00%             | 2054-10-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06367                      | CUSIP: 3128M8MQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      621239 | PA      | $655579.06      | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Suzano Austria GmbH                                                              | SUZANO AUSTRIA                 | CUSIP: 86964WAJ1<br>LEI: 254900287ZNSGVP1R341 | Long             | DBT              | CORP              | AT        |    13400000 | PA      | $12535366.83    | 0.00%             | 2031-01-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | MIDAMERICAN ENER               | CUSIP: 59562VAP2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     3292000 | PA      | $3506657.49     | 0.00%             | 2037-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLK5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   723239000 | PA      | $719735811.09   | 0.23%             | 2029-08-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     1600000 | PA      | $1610974.12     | 0.00%             | 2028-07-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783310                      | CUSIP: 36241LVB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      253303 | PA      | $265763.43      | 0.00%             | 2039-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7665                      | CUSIP: 3133KPQS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29500800 | PA      | $27613320.78    | 0.01%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4961                      | CUSIP: 36179TQN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12109178 | PA      | $10815986.41    | 0.00%             | 2048-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2020-COR7                             | JPMDB 2020-COR7 A5             | CUSIP: 46652JAW2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2750000 | PA      | $2289755.60     | 0.00%             | 2053-05-13      | Fixed         | 2.18%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397ZR7<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    29423000 | PA      | $28772483.81    | 0.01%             | 2029-05-03      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5121                      | CUSIP: 3133KYVN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13798436 | PA      | $11828470.93    | 0.00%             | 2041-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAM6<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $6122033.37     | 0.00%             | 2029-06-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCC7<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $4005887.46     | 0.00%             | 2028-03-27      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| DR Horton Inc                                                                    | D.R. HORTON                    | CUSIP: 23331ABU2<br>LEI: 529900ZIUEYVSB8QDD25 | Long             | DBT              | CORP              | US        |    15423000 | PA      | $15703640.88    | 0.00%             | 2035-10-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K117 A2                   | CUSIP: 3137FX3Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13350000 | PA      | $11671233.50    | 0.00%             | 2030-08-25      | Fixed         | 1.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743730                      | CUSIP: 31403BHF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17857 | PA      | $18322.13       | 0.00%             | 2033-11-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB1093                      | CUSIP: 3132CXGA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16892956 | PA      | $16108685.62    | 0.01%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAD6<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     5204000 | PA      | $3296757.60     | 0.00%             | 2119-09-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Global Holding Co Ltd                                         | TRANE TECH GLOB                | CUSIP: 45687AAP7<br>LEI: 549300UCF0D858BIOV83 | Long             | DBT              | CORP              | US        |    10050000 | PA      | $9936943.74     | 0.00%             | 2028-08-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 647406                      | CUSIP: 36292FGP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       19938 | PA      | $20141.00       | 0.00%             | 2035-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392GB8<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6393588.23     | 0.00%             | 2033-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAM5<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    18500000 | PA      | $19004580.65    | 0.01%             | 2031-02-26      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3521                      | CUSIP: 36179R4E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8529509 | PA      | $7879827.08     | 0.00%             | 2046-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | EXELON GENERATIO               | CUSIP: 30161MAN3<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |     9048000 | PA      | $8876032.41     | 0.00%             | 2042-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBN9<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     8960000 | PA      | $8928482.08     | 0.00%             | 2027-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4516                      | CUSIP: 31418EAS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    61725746 | PA      | $56422238.60    | 0.02%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3755                      | CUSIP: 3140QPE52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39764321 | PA      | $35861075.55    | 0.01%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA BABS                | CUSIP: 13063BJC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    20835000 | PA      | $25123405.55    | 0.01%             | 2040-11-01      | Fixed         | 7.60%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBQ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    11618000 | PA      | $6174000.76     | 0.00%             | 2050-10-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DQ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4501650.13     | 0.00%             | 2041-05-05      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 835306                      | CUSIP: 31407NAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3277 | PA      | $3385.11        | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DR7<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    10060000 | PA      | $10513436.28    | 0.00%             | 2035-04-25      | Variable      | 5.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18568                      | CUSIP: 3128MMT29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1117353 | PA      | $1082895.67     | 0.00%             | 2030-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD2419                      | CUSIP: 3140F9VM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      221825 | PA      | $209989.02      | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5123                      | CUSIP: 3140X8VR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5503985 | PA      | $5150799.75     | 0.00%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dallas Area Rapid Transit                                                        | DALLAS AREA RAPID              | CUSIP: 235241LW4<br>LEI: 75YWM81F2R6UQGJIEW47 | Long             | DBT              | MUN               | US        |     3485000 | PA      | $3146192.83     | 0.00%             | 2048-12-01      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FW3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5065369.92     | 0.00%             | 2026-11-10      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CX5<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3611314.95     | 0.00%             | 2053-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAF0<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3093551.48     | 0.00%             | 2030-10-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JG6<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     6495000 | PA      | $5497162.30     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAV2<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4326000.06     | 0.00%             | 2030-11-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDW8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    37622000 | PA      | $21153324.01    | 0.01%             | 2063-11-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 961205                      | CUSIP: 31414BKS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4666 | PA      | $4919.13        | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-C                                         | WOART 2023-C A3                | CUSIP: 98164FAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2070368 | PA      | $2079404.76     | 0.00%             | 2028-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-C                                         | WOART 2024-C A3                | CUSIP: 98164NAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2475000 | PA      | $2484521.33     | 0.00%             | 2029-12-17      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08080                      | CUSIP: 3128MJCS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      459387 | PA      | $475114.11      | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893541                      | CUSIP: 31410PWA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1787 | PA      | $1932.38        | 0.00%             | 2036-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4060                      | CUSIP: 3140X7QN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7644358 | PA      | $7255599.41     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370DA5<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    27765000 | PA      | $23411554.50    | 0.01%             | 2032-02-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0022                      | CUSIP: 3618N5AY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33483014 | PA      | $30391172.66    | 0.01%             | 2054-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4636                      | CUSIP: 3140XLEJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4122684 | PA      | $4185785.83     | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782288                      | CUSIP: 36241KRH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6599 | PA      | $6884.31        | 0.00%             | 2037-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08368                      | CUSIP: 3128MJMS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       96092 | PA      | $95363.38       | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3468                      | CUSIP: 31418C2A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3565850 | PA      | $3460118.22     | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2E1<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    21880000 | PA      | $21469964.98    | 0.01%             | 2032-06-08      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAM3<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     9772000 | PA      | $9821123.91     | 0.00%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2624                      | CUSIP: 3132DP4H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13837642 | PA      | $12652316.07    | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZA6548                      | CUSIP: 31329QHZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      323471 | PA      | $304897.74      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EP4<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     5492000 | PA      | $5438096.26     | 0.00%             | 2028-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JBB3<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2726456.08     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBZ0<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |    16925000 | PA      | $17153393.50    | 0.01%             | 2030-03-23      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-5 A1A                | CUSIP: 92348KBZ5<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2205048.34     | 0.00%             | 2028-09-08      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CY3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    47193000 | PA      | $47021197.49    | 0.01%             | 2028-11-16      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVD8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     8380000 | PA      | $7767469.41     | 0.00%             | 2030-01-09      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CB8<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2615820.62     | 0.00%             | 2029-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4176                      | CUSIP: 31418DUA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3095896 | PA      | $2672126.80     | 0.00%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BP3<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |    11383000 | PA      | $11559486.98    | 0.00%             | 2034-03-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PARTNERRE FIN B                | CUSIP: 70213BAB7<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4462000.49     | 0.00%             | 2029-07-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LGV2<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    25400000 | PA      | $25992567.92    | 0.01%             | 2028-02-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8257                      | CUSIP: 3132DWE66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    69032273 | PA      | $66251922.59    | 0.02%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8348                      | CUSIP: 36179XHZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    61269804 | PA      | $60504660.23    | 0.02%             | 2052-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5044                      | CUSIP: 3140X8TA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12112690 | PA      | $9706478.91     | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAQ2<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    13175000 | PA      | $11884662.13    | 0.00%             | 2045-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBF5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    18784000 | PA      | $18876788.93    | 0.01%             | 2028-11-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 878204                      | CUSIP: 31409TU55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43823 | PA      | $46076.29       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3586                      | CUSIP: 3138A46Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2531560 | PA      | $2448855.88     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8419                      | CUSIP: 3132DWK85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    40725167 | PA      | $39948590.84    | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Telefonica Europe BV                                                             | TELEFONICA EUROP               | CUSIP: 879385AD4<br>LEI: 7245007FZS0M65WUGP67 | Long             | DBT              | CORP              | NL        |     8362000 | PA      | $9669277.27     | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AngloGold Ashanti Holdings PLC                                                   | ANGLOGOLD HOLDS                | CUSIP: 03512TAE1<br>LEI: 213800745ZIXC4L6A131 | Long             | DBT              | CORP              | IM        |     7481000 | PA      | $7013666.89     | 0.00%             | 2030-10-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| National Fuel Gas Co                                                             | NATIONAL FUEL GA               | CUSIP: 636180BT7<br>LEI: 8JB38FFW1Y3C1HM8E841 | Long             | DBT              | CORP              | US        |     2270000 | PA      | $2331972.06     | 0.00%             | 2030-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0316                      | CUSIP: 3140XFK67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6833694 | PA      | $5637219.92     | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBQ7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $6350268.76     | 0.00%             | 2047-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDS6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     6800000 | PA      | $7006984.79     | 0.00%             | 2030-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 716850                      | CUSIP: 3620A2L79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      591240 | PA      | $585054.82      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAG0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $3922182.92     | 0.00%             | 2028-11-03      | Variable      | 3.82%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAQ5<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $9691890.10     | 0.00%             | 2032-08-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8086                      | CUSIP: 31417E6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         946 | PA      | $990.15         | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154BN8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |      425000 | PA      | $420558.36      | 0.00%             | 2026-08-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC3824                      | CUSIP: 3140ARHA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8093946 | PA      | $7941502.38     | 0.00%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2460                      | CUSIP: 3140XHWW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30895196 | PA      | $27200155.36    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | HARRIS CORP                    | CUSIP: 413875AT2<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |     5970000 | PA      | $5571054.13     | 0.00%             | 2045-04-27      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2781                      | CUSIP: 31418CCT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3509108 | PA      | $3008200.92     | 0.00%             | 2046-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BZ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    15500000 | PA      | $15176678.45    | 0.00%             | 2029-08-05      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 893526DJ9<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    12134000 | PA      | $12596256.42    | 0.00%             | 2040-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Amcor Finance USA Inc                                                            | AMCOR FIN USA                  | CUSIP: 02343UAJ4<br>LEI: 549300ZMT7FVT8R77U18 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8291081.52     | 0.00%             | 2033-05-26      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AT2<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     7700000 | PA      | $7211257.07     | 0.00%             | 2030-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AU1<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6060234.95     | 0.00%             | 2034-10-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-B                                                       | CNH 2022-B A4                  | CUSIP: 12663JAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      575000 | PA      | $571822.78      | 0.00%             | 2028-03-15      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257163                      | CUSIP: 31371NTU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46170 | PA      | $46292.54       | 0.00%             | 2028-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4737                      | CUSIP: 31418EHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48400715 | PA      | $47753810.37    | 0.02%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAT6<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    11000000 | PA      | $10420838.14    | 0.00%             | 2030-01-10      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B9 Mortgage Trust                                                 | BMARK 2019-B9 A5               | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6509000 | PA      | $6335852.14     | 0.00%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCC3<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    15790000 | PA      | $15644764.58    | 0.00%             | 2032-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400ES8<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     5655000 | PA      | $5796908.95     | 0.00%             | 2034-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEE8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    17380000 | PA      | $12768534.08    | 0.00%             | 2041-05-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680AZ6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     8210000 | PA      | $6311662.60     | 0.00%             | 2049-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEG3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6341487.20     | 0.00%             | 2027-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8510                      | CUSIP: 3132D6N30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8914656 | PA      | $8190491.85     | 0.00%             | 2036-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 5 7/25                    | CUSIP: 01F050676<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    67240000 | PA      | $65889928.38    | 0.02%             | 2025-07-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                                      | JDOT 2023-A A4                 | CUSIP: 47800CAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      850000 | PA      | $856768.72      | 0.00%             | 2029-12-17      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAX0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12265986.62    | 0.00%             | 2031-07-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBE1<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9189814.80     | 0.00%             | 2029-08-16      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK21                                                                  | BANK 2019-BN21 A5              | CUSIP: 06540BBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2570000 | PA      | $2369978.70     | 0.00%             | 2052-10-17      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C76970                      | CUSIP: 31288FW75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6588 | PA      | $6764.68        | 0.00%             | 2033-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4932                      | CUSIP: 3140XLPS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19910312 | PA      | $20406497.03    | 0.01%             | 2053-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2020-GSA2                                           | GSMS 2020-GSA2 A5              | CUSIP: 36264KAV2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5175000 | PA      | $4506970.64     | 0.00%             | 2053-12-12      | Fixed         | 2.01%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCG8<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5271092.06     | 0.00%             | 2028-08-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642BB8<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5459056.62     | 0.00%             | 2032-11-22      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4452                      | CUSIP: 36179S5M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    28270443 | PA      | $26710527.61    | 0.01%             | 2047-05-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ascension Health                                                                 | ASCENSION HEALTH               | CUSIP: 04352EAB1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9450000 | PA      | $7383901.92     | 0.00%             | 2039-11-15      | Fixed         | 3.11%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     3890000 | PA      | $3334144.08     | 0.00%             | 2049-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CU1<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    17800000 | PA      | $18976665.69    | 0.01%             | 2029-11-20      | Variable      | 6.82%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CB4<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    32690000 | PA      | $32225658.99    | 0.01%             | 2027-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Province of Saskatchewan Canada                                                  | SASKATCHEWAN CDA               | CUSIP: 803854KW7<br>LEI: 549300FKDIB7OJMBSP83 | Long             | DBT              | NUSS              | CA        |    10956000 | PA      | $11241978.90    | 0.00%             | 2030-01-28      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1520                      | CUSIP: 3142GRVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25106365 | PA      | $25755577.86    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Children's Hospital of Philadelphia/The                                          | CHILDREN'S HOSP                | CUSIP: 16877PAA8<br>LEI: 254900N2KNSY5WTR1Q61 | Long             | DBT              | CORP              | US        |     7025000 | PA      | $4253519.21     | 0.00%             | 2050-07-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1J1516                      | CUSIP: 3128NHVH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32937 | PA      | $34044.67       | 0.00%             | 2037-02-01      | Floating      | 6.60%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JF1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4793117.28     | 0.00%             | 2026-09-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 69047QAB8<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     7472000 | PA      | $7683165.45     | 0.00%             | 2028-05-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABK7<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     7085000 | PA      | $7224062.97     | 0.00%             | 2030-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3726                      | CUSIP: 3140QPD87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18025361 | PA      | $17465213.45    | 0.01%             | 2037-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5907                      | CUSIP: 3140XMR57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26609350 | PA      | $26950106.65    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3697                      | CUSIP: 3140X7DB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2901020 | PA      | $2810468.99     | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CP2<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    10611000 | PA      | $10842322.05    | 0.00%             | 2028-06-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6933                      | CUSIP: 36179VV23<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2445894 | PA      | $2242013.81     | 0.00%             | 2050-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Louisville Gas and Electric Co                                                   | LOUISVILLE G & E               | CUSIP: 546676AY3<br>LEI: KO3GRIB3RPH1XDX50U72 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $7885958.34     | 0.00%             | 2049-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC4409                      | CUSIP: 3140EY3T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77067 | PA      | $75067.56       | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AD5<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     3025000 | PA      | $2404489.81     | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AJ2<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     2150000 | PA      | $2319983.97     | 0.00%             | 2029-03-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHM6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   357307000 | PA      | $359163320.63   | 0.11%             | 2026-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187AW9<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4338513.56     | 0.00%             | 2037-10-09      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0219                      | CUSIP: 36179MG46<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2175661 | PA      | $1988023.48     | 0.00%             | 2042-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CY9<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    72330000 | PA      | $73659445.81    | 0.02%             | 2030-05-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDK9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1440000 | PA      | $1500399.51     | 0.00%             | 2033-09-14      | Variable      | 5.72%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCF0<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     4400000 | PA      | $4314564.07     | 0.00%             | 2030-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05253                      | CUSIP: 3128M7E28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      753073 | PA      | $762649.13      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBN4<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     8020000 | PA      | $9017361.98     | 0.00%             | 2040-06-21      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FIN PL               | CUSIP: 76720AAT3<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |     1038000 | PA      | $1055779.91     | 0.00%             | 2032-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07977                      | CUSIP: 3128MAFS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3722113 | PA      | $3694111.95     | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ER4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     5066000 | PA      | $4954477.20     | 0.00%             | 2053-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Holdings Ltd                                                       | RENAISSANCERE                  | CUSIP: 75968NAD3<br>LEI: EK6GB9U3U58PDI411C94 | Long             | DBT              | CORP              | BM        |      900000 | PA      | $870885.32      | 0.00%             | 2029-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QW1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   118000000 | PA      | $94164921.58    | 0.03%             | 2042-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCZ2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    15950000 | PA      | $10966481.97    | 0.00%             | 2050-02-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5138                      | CUSIP: 3133KYV71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31403368 | PA      | $26846679.77    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AM4<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     4305000 | PA      | $4482409.76     | 0.00%             | 2043-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAU4<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5372057.93     | 0.00%             | 2029-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CG6<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5865341.94     | 0.00%             | 2034-11-21      | Variable      | 6.12%                 | No            |                  2 | On Loan: No      |
| Ralph Lauren Corp                                                                | RALPH LAUREN                   | CUSIP: 731572AB9<br>LEI: HO1QNWM0IXBZ0QSMMO20 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7478651.41     | 0.00%             | 2030-06-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $15480776.09    | 0.00%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890289                      | CUSIP: 31410LC26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      793507 | PA      | $785921.81      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CQ4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5680000 | PA      | $5800740.36     | 0.00%             | 2029-06-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90924                      | CUSIP: 3128P7AZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1562 | PA      | $1559.07        | 0.00%             | 2025-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5989                      | CUSIP: 3140XMUP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23663196 | PA      | $18962452.17    | 0.01%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAH3<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |    21254000 | PA      | $20046612.93    | 0.01%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YBD0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     8036000 | PA      | $7280057.12     | 0.00%             | 2048-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DX2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7171787.91     | 0.00%             | 2035-05-07      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EJ8<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |     9275000 | PA      | $8319354.61     | 0.00%             | 2038-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q37252                      | CUSIP: 3132QUBW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6064801 | PA      | $5613156.10     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAN4<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     8727000 | PA      | $8964240.68     | 0.00%             | 2035-03-17      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BU7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16447000 | PA      | $14665151.37    | 0.00%             | 2031-04-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9492                      | CUSIP: 36179YRM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1912588 | PA      | $1977995.77     | 0.00%             | 2054-02-20      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1972                      | CUSIP: 3140XHFN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10036494 | PA      | $8623781.17     | 0.00%             | 2042-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                      | CGCMT 2018-C5 A4               | CUSIP: 17291DAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1190000 | PA      | $1175101.08     | 0.00%             | 2051-06-10      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM AUTH-BABS             | CUSIP: 649902T37<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     3170000 | PA      | $3224569.33     | 0.00%             | 2040-03-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2666                      | CUSIP: 3132DP6B9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8495785 | PA      | $8397499.59     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAR4<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     5133000 | PA      | $5200444.84     | 0.00%             | 2034-09-02      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K098 A2                   | CUSIP: 3137FPHK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18565000 | PA      | $17419337.14    | 0.01%             | 2029-08-25      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust 2024-1                                       | VALET 2024-1 A4                | CUSIP: 92868RAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1150000 | PA      | $1160424.64     | 0.00%             | 2031-06-20      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15336                      | CUSIP: 3128MEEH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1550462 | PA      | $1508157.34     | 0.00%             | 2029-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 826770                      | CUSIP: 31407CQX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       78315 | PA      | $79198.64       | 0.00%             | 2035-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3071                      | CUSIP: 31418CMV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3964587 | PA      | $3858363.23     | 0.00%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CU4<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $7763523.93     | 0.00%             | 2052-04-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-C32                                   | WFCM 2016-C32 A4               | CUSIP: 94989YAZ6<br>LEI: 549300VOKB4Z9J8DIM89 | Long             | ABS-MBS          | CORP              | US        |     4200000 | PA      | $4168608.36     | 0.00%             | 2059-01-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7049                      | CUSIP: 3138EPZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      558030 | PA      | $550316.82      | 0.00%             | 2045-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783278                      | CUSIP: 36241LUB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      624039 | PA      | $632232.64      | 0.00%             | 2041-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698474                      | CUSIP: 36296Q6K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3147989 | PA      | $3115454.45     | 0.00%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AP6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     9035000 | PA      | $9656713.53     | 0.00%             | 2039-02-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4003                      | CUSIP: 36179SNU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17809581 | PA      | $15946577.45    | 0.01%             | 2046-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAB3<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4589132.83     | 0.00%             | 2030-01-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CE0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     4317000 | PA      | $3896821.67     | 0.00%             | 2048-11-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4368                        | CUSIP: 36202EZ93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2122879 | PA      | $2103699.78     | 0.00%             | 2039-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256476                      | CUSIP: 31371M2H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27353 | PA      | $28732.70       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     9657000 | PA      | $9442936.87     | 0.00%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Regions Financial Corp                                                           | REGIONS FINL                   | CUSIP: 7591EPAT7<br>LEI: CW05CS5KW59QTC0DG824 | Long             | DBT              | CORP              | US        |     7245000 | PA      | $6695239.27     | 0.00%             | 2028-08-12      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5682                      | CUSIP: 3133KMJ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    67191309 | PA      | $53759624.96    | 0.02%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AU2<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     7875000 | PA      | $7020682.32     | 0.00%             | 2031-08-23      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5111                      | CUSIP: 3133KYVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26990312 | PA      | $23175417.86    | 0.01%             | 2041-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDK4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5910685.49     | 0.00%             | 2027-04-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Smurfit Westrock Financing DAC                                                   | SMURFIT WESTROCK               | CUSIP: 83272YAB8<br>LEI: 6354005S6ZLHLVX7VT12 | Long             | DBT              | CORP              | IE        |     6250000 | PA      | $6328660.39     | 0.00%             | 2035-01-15      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41989                      | CUSIP: 3128K2F61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86466 | PA      | $89439.95       | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAM2<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $4532589.59     | 0.00%             | 2041-10-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29278NAD5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |     5790000 | PA      | $5818051.72     | 0.00%             | 2038-06-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| UBS Group AG                                                                     | UBS GROUP                      | CUSIP: 225401AC2<br>LEI: 549300SZJ9VS8SGXAN81 | Long             | DBT              | CORP              | CH        |     5700000 | PA      | $5673415.48     | 0.00%             | 2028-01-09      | Fixed         | 4.28%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4408                      | CUSIP: 31418D3S9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13415677 | PA      | $11878358.12    | 0.00%             | 2041-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-B                                          | HDMOT 2023-B A3                | CUSIP: 41285YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5183591 | PA      | $5224008.16     | 0.00%             | 2028-08-15      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8932                      | CUSIP: 3140XC4S4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24662833 | PA      | $23772554.22    | 0.01%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCH7<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    16125000 | PA      | $15254496.70    | 0.00%             | 2029-08-05      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Direct Lending Fund                                               | MORGAN STANLEY D               | CUSIP: 61774AAG8<br>LEI: 549300QEX22T2J8IB029 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6028878.07     | 0.00%             | 2030-05-19      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFT3<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    11200000 | PA      | $11235694.39    | 0.00%             | 2027-10-22      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4021                      | CUSIP: 31418DPF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8019704 | PA      | $7295147.38     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PBH7<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |     6642000 | PA      | $6050572.36     | 0.00%             | 2031-03-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN5381                      | CUSIP: 3140JM6T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2848690 | PA      | $2685124.00     | 0.00%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:71577453                                               | GMCAR 2024-2 A4                | CUSIP: 379931AE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3125000 | PA      | $3183087.19     | 0.00%             | 2029-09-17      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAX0<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    16378000 | PA      | $14475359.78    | 0.00%             | 2031-02-09      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AE7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2455232.98     | 0.00%             | 2053-12-01      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT ENVRN-A          | CUSIP: 54627RAP5<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     9065000 | PA      | $8606764.25     | 0.00%             | 2039-08-01      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Costco Wholesale Corp                                                            | COSTCO COMPANIES               | CUSIP: 22160KAQ8<br>LEI: 29DX7H14B9S6O3FD6V18 | Long             | DBT              | CORP              | US        |    19150000 | PA      | $16385642.84    | 0.01%             | 2032-04-20      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AU9<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $5237940.99     | 0.00%             | 2028-01-25      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BMO 2024-5C4 Mortgage Trust                                                      | BMO 2024-5C4 A3                | CUSIP: 09660SAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9550000 | PA      | $10137508.36    | 0.00%             | 2057-05-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KDJ6<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $13826002.59    | 0.00%             | 2030-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00650                      | CUSIP: 31292GWK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2462 | PA      | $2589.45        | 0.00%             | 2028-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569959                      | CUSIP: 36200RE81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9220 | PA      | $9506.71        | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK27                                                                  | BANK 2020-BN27 AS              | CUSIP: 06539XAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1950000 | PA      | $1688731.59     | 0.00%             | 2063-04-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RS80<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     4838000 | PA      | $4907262.36     | 0.00%             | 2029-01-31      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3217                      | CUSIP: 3140X6SF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5749547 | PA      | $5242669.56     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAH0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     7136000 | PA      | $5366561.89     | 0.00%             | 2069-11-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00874                      | CUSIP: 31292G6K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3404 | PA      | $3580.52        | 0.00%             | 2029-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13273                      | CUSIP: 3128PST64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84348 | PA      | $84085.87       | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B24 Mortgage Trust                                                | BMARK 2021-B24 A5              | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5775000 | PA      | $5069075.55     | 0.00%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5467                      | CUSIP: 36179UCC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11211561 | PA      | $10935515.91    | 0.00%             | 2048-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2005                      | CUSIP: 3140J6GP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2838637 | PA      | $2687179.51     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-2                                    | SDART 2022-2 C                 | CUSIP: 80286MAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2125000 | PA      | $2110282.89     | 0.00%             | 2029-07-16      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5144                        | CUSIP: 36202FWD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      458364 | PA      | $429783.13      | 0.00%             | 2041-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5875                      | CUSIP: 36179UQ47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11449527 | PA      | $10509449.78    | 0.00%             | 2049-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4899                      | CUSIP: 36179TNQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22299528 | PA      | $19918065.29    | 0.01%             | 2047-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHV4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     6065000 | PA      | $5773783.75     | 0.00%             | 2030-07-23      | Variable      | 3.19%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UCZ0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2543113.54     | 0.00%             | 2049-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BV4<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     3775000 | PA      | $3350853.85     | 0.00%             | 2043-10-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888275                      | CUSIP: 31410F2G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      439765 | PA      | $453051.04      | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hong Kong Government International Bond                                          | HONG KONG                      | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | HK        |     8587000 | PA      | $7330733.92     | 0.00%             | 2031-11-24      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C34                      | MSBAM 2017-C34 A3              | CUSIP: 61767EAD6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3600000 | PA      | $3511213.56     | 0.00%             | 2052-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| eBay Inc                                                                         | EBAY INC                       | CUSIP: 278642AU7<br>LEI: OML71K8X303XQONU6T67 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $10138802.95    | 0.00%             | 2027-06-05      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8084                      | CUSIP: 3132DV6V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8303153 | PA      | $7265991.66     | 0.00%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9658                      | CUSIP: 3140QVWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25048909 | PA      | $25393166.09    | 0.01%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAV5<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     1210000 | PA      | $1199280.34     | 0.00%             | 2027-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAE5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2179000 | PA      | $2368711.96     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAY1<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    21500000 | PA      | $18946340.53    | 0.01%             | 2033-10-29      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBV4<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    17940000 | PA      | $17158580.23    | 0.01%             | 2029-07-31      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781765                      | CUSIP: 36225B6A1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       86684 | PA      | $87496.63       | 0.00%             | 2034-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8202                      | CUSIP: 36179XDF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    74890729 | PA      | $73838469.13    | 0.02%             | 2052-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636222                      | CUSIP: 36291RYT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12549 | PA      | $13025.49       | 0.00%             | 2035-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE0199                      | CUSIP: 3140FKGH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6886475 | PA      | $6631969.72     | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60506                      | CUSIP: 31335AR34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3316189 | PA      | $3067160.14     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| State of Illinois                                                                | IL ST TXB-PENSION              | CUSIP: 452151LF8<br>LEI: 54930048FV8RWPR02D67 | Long             | DBT              | MUN               | US        |    76461471 | PA      | $76689685.17    | 0.02%             | 2033-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    41471000 | PA      | $40912789.79    | 0.01%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AW9<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3470588.50     | 0.00%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AG1<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4808441.12     | 0.00%             | 2029-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3188                      | CUSIP: 3140XJRJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7599972 | PA      | $7206346.27     | 0.00%             | 2051-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAD8<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $5528487.90     | 0.00%             | 2054-12-15      | Variable      | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B4681                      | CUSIP: 3128JQCT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24730 | PA      | $25662.16       | 0.00%             | 2040-05-01      | Floating      | 6.84%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDA0<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    30956000 | PA      | $31643438.32    | 0.01%             | 2035-08-03      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04468                      | CUSIP: 3128M6JM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      396176 | PA      | $401184.79      | 0.00%             | 2038-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AG4<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3960744.63     | 0.00%             | 2027-04-14      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAT7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     1450000 | PA      | $1228855.87     | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CX8<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11243927.16    | 0.00%             | 2033-08-10      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7805                      | CUSIP: 3138EQU75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      950919 | PA      | $868883.21      | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1254                      | CUSIP: 31427NMC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38235913 | PA      | $39200739.13    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 736520                      | CUSIP: 3620AQG56<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1549336 | PA      | $1531887.49     | 0.00%             | 2040-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAV5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    23289000 | PA      | $17193548.23    | 0.01%             | 2046-09-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHQ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9846687.13     | 0.00%             | 2030-02-07      | Variable      | 3.97%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701297                      | CUSIP: 36296UDA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10425 | PA      | $10320.71       | 0.00%             | 2039-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Alcan Inc                                                              | RIO TINTO ALCAN                | CUSIP: 013716AW5<br>LEI: 2138007ZSQ7B17SKOX77 | Long             | DBT              | CORP              | CA        |     5935000 | PA      | $6283337.52     | 0.00%             | 2035-06-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KT7<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    22968000 | PA      | $23163454.76    | 0.01%             | 2033-05-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FJ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    37930000 | PA      | $41269617.78    | 0.01%             | 2029-08-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FR4<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     5075000 | PA      | $3864931.70     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KDH0<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |    30000000 | PA      | $30499043.48    | 0.01%             | 2029-07-02      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAV6<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    30586000 | PA      | $30683549.54    | 0.01%             | 2029-06-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3937                      | CUSIP: 31418DLT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31483815 | PA      | $27600311.29    | 0.01%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5988                      | CUSIP: 3140X9UN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28100891 | PA      | $22492245.33    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67712                      | CUSIP: 3132XCR98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10733836 | PA      | $10234522.03    | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BE5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     6855000 | PA      | $6993731.12     | 0.00%             | 2032-04-15      | Fixed         | 4.82%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568BD1<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |    12055000 | PA      | $11987027.73    | 0.00%             | 2028-01-07      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4031                      | CUSIP: 31418DPR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1470236 | PA      | $1423884.90     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AT2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4699506.94     | 0.00%             | 2031-01-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2593                      | CUSIP: 3132DP3A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11617287 | PA      | $11784208.48    | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RS64<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2871684.31     | 0.00%             | 2028-08-10      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BL5<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4425622.28     | 0.00%             | 2052-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RC2480                      | CUSIP: 3133L8XH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2857951 | PA      | $2631149.88     | 0.00%             | 2037-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475CA1<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    79325000 | PA      | $79519430.39    | 0.03%             | 2032-10-21      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CN7<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6459149.24     | 0.00%             | 2040-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6949                      | CUSIP: 3138A8WK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33546 | PA      | $33356.30       | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-2                                    | SDART 2023-2 B                 | CUSIP: 80287JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      824376 | PA      | $825881.60      | 0.00%             | 2028-05-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAR6<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $6736009.87     | 0.00%             | 2030-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4063                      | CUSIP: 31418DQR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      294491 | PA      | $285206.52      | 0.00%             | 2050-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-158 A2                  | CUSIP: 3137HAGS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45550000 | PA      | $44275492.78    | 0.01%             | 2033-07-25      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M10 A2                | CUSIP: 3136B2HA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2790175 | PA      | $2736377.41     | 0.00%             | 2028-07-25      | Variable      | 3.47%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD6 Mortgage Trust                                                       | CD 2017-CD6 A5                 | CUSIP: 125039AF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4715000 | PA      | $4584056.43     | 0.00%             | 2050-11-13      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46279                      | CUSIP: 3128K66Q8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      105036 | PA      | $106374.27      | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Spectra Energy Partners LP                                                       | SPECTRA PARTNERS               | CUSIP: 84756NAE9<br>LEI: 2HKVXE7U4NF5B6UGSU72 | Long             | DBT              | CORP              | US        |     3140000 | PA      | $3084451.60     | 0.00%             | 2043-09-25      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0706                      | CUSIP: 31417YYC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      421759 | PA      | $421590.79      | 0.00%             | 2031-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3332                      | CUSIP: 31418CV27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8497629 | PA      | $7785659.47     | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C43                                   | WFCM 2018-C43 AS               | CUSIP: 95001LAX0<br>LEI: 549300RVQJTKIK3XGD11 | Long             | ABS-MBS          | CORP              | US        |     2125000 | PA      | $2074112.84     | 0.00%             | 2051-03-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Interstate Power and Light Co                                                    | INTERSTATE P&L                 | CUSIP: 461070AW4<br>LEI: EF9UQIIO4KY2BWOK3P26 | Long             | DBT              | CORP              | US        |     3844000 | PA      | $3681331.42     | 0.00%             | 2054-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AZ6<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $9580723.94     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5878                      | CUSIP: 3138ENQ85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3276643 | PA      | $3238215.02     | 0.00%             | 2029-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82961                       | CUSIP: 36225FJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       97395 | PA      | $98690.88       | 0.00%             | 2041-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BQ8<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     4961000 | PA      | $4028140.24     | 0.00%             | 2049-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAY0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     4000000 | PA      | $3976683.93     | 0.00%             | 2028-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBH7<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $13615312.84    | 0.00%             | 2030-06-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9201                      | CUSIP: 3140XDGK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20898430 | PA      | $17608340.27    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448DP0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    15075000 | PA      | $11249929.97    | 0.00%             | 2046-10-06      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6219                      | CUSIP: 36179U4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18510541 | PA      | $16967572.36    | 0.01%             | 2049-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448EZ7<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    16520000 | PA      | $14656227.34    | 0.00%             | 2030-05-01      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Woodside Finance Ltd                                                             | WOODSIDE FINANCE               | CUSIP: 980236AX1<br>LEI: 254900AIZKU6TGRRNZ98 | Long             | DBT              | CORP              | AU        |     6720000 | PA      | $6761226.31     | 0.00%             | 2028-05-19      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Textron Inc                                                                      | TEXTRON INC                    | CUSIP: 883203CD1<br>LEI: 3PPKBHUG1HD6BO7RNR87 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $7354278.71     | 0.00%             | 2033-11-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Barclays Dryrock Issuance Trust                                                  | DROCK 2023-1 A                 | CUSIP: 06742LAX1<br>LEI: 213800R4G3N2G68CHU37 | Long             | ABS-CBDO         | CORP              | US        |    16875000 | PA      | $16916898.94    | 0.01%             | 2029-02-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8206                      | CUSIP: 3132DWDK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    92574387 | PA      | $80200737.36    | 0.03%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAL0<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |     6608000 | PA      | $6644215.34     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ8066                      | CUSIP: 3138E06C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      306856 | PA      | $288969.32      | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27698                      | CUSIP: 31297FRT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7418 | PA      | $7510.04        | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAY7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    28000000 | PA      | $24431176.07    | 0.01%             | 2031-07-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 675211                      | CUSIP: 36295NDQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60531 | PA      | $63490.47       | 0.00%             | 2038-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M12 A2                | CUSIP: 3136B5NV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24011352 | PA      | $22935669.58    | 0.01%             | 2029-06-25      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    22809000 | PA      | $23314316.01    | 0.01%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7468                      | CUSIP: 3140XPJN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12974087 | PA      | $13128068.37    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7989                      | CUSIP: 36179W2W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    48869706 | PA      | $44647212.33    | 0.01%             | 2052-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8114                      | CUSIP: 3132DWAP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18868113 | PA      | $15762045.92    | 0.01%             | 2050-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CJ4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    11800000 | PA      | $10782066.09    | 0.00%             | 2030-05-05      | Fixed         | 2.46%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBG6<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    31490000 | PA      | $26140238.94    | 0.01%             | 2050-03-19      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 743836                      | CUSIP: 31403BLR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1139 | PA      | $1170.74        | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734412                      | CUSIP: 31402N3V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7923 | PA      | $7987.51        | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08779                      | CUSIP: 3128MJ2M1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31888286 | PA      | $29334200.02    | 0.01%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAC0<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     9100000 | PA      | $8998606.97     | 0.00%             | 2054-05-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A75317                      | CUSIP: 3128L84A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39842 | PA      | $41252.61       | 0.00%             | 2038-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3889                      | CUSIP: 3140XKKB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21362473 | PA      | $17245612.63    | 0.01%             | 2052-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8571                      | CUSIP: 36179XQY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    57518394 | PA      | $58783045.51    | 0.02%             | 2053-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0650                      | CUSIP: 3140QKWL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      185122 | PA      | $177626.75      | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6996                      | CUSIP: 36179VXZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22938937 | PA      | $20331484.26    | 0.01%             | 2050-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023BA2<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     6105000 | PA      | $6091638.36     | 0.00%             | 2040-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CE2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    21700000 | PA      | $21576744.21    | 0.01%             | 2028-04-19      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9221                      | CUSIP: 3140XDG75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15408930 | PA      | $14432687.81    | 0.00%             | 2051-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6994                      | CUSIP: 36179VXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   135262480 | PA      | $110282800.44   | 0.04%             | 2050-11-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAK8<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    26288000 | PA      | $24110576.29    | 0.01%             | 2030-05-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B3 Mortgage Trust                                                 | BMARK 2018-B3 A5               | CUSIP: 08161BAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10250000 | PA      | $10086574.00    | 0.00%             | 2051-04-10      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CD8<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     3044000 | PA      | $2790599.00     | 0.00%             | 2030-05-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255230                      | CUSIP: 31371LPP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       91006 | PA      | $91965.53       | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essential Utilities Inc                                                          | ESSENTIAL UTIL                 | CUSIP: 29670GAE2<br>LEI: 549300ILTEOF3E3QY357 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3304028.82     | 0.00%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3133XGAY0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    21150000 | PA      | $23012299.80    | 0.01%             | 2036-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCY0<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    14781000 | PA      | $13066984.27    | 0.00%             | 2050-05-15      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAD8<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $10779695.38    | 0.00%             | 2027-10-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9306                      | CUSIP: 36179YKT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    62346160 | PA      | $63600060.03    | 0.02%             | 2053-11-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UAW3<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3284140.77     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3936                      | CUSIP: 31417ALS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      264354 | PA      | $248553.59      | 0.00%             | 2041-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JM0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    29000000 | PA      | $28303132.37    | 0.01%             | 2030-07-01      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1029                      | CUSIP: 31418AEB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6212487 | PA      | $6088629.65     | 0.00%             | 2032-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AT5<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6153946.01     | 0.00%             | 2030-05-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    25100000 | PA      | $24650796.28    | 0.01%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K130 A2                   | CUSIP: 3137H1YS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8050000 | PA      | $7000812.11     | 0.00%             | 2031-06-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38247                      | CUSIP: 31297UEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21780 | PA      | $22060.72       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBM1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    10335000 | PA      | $9654934.04     | 0.00%             | 2029-11-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAN7<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |    11338000 | PA      | $11221191.86    | 0.00%             | 2027-06-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DQ0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    26210000 | PA      | $27016571.45    | 0.01%             | 2030-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0022                      | CUSIP: 3138W9AY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8344111 | PA      | $7796405.65     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Se                                                   | WOLS 2025-A A4                 | CUSIP: 98164PAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1505852.40     | 0.00%             | 2030-05-15      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7543                      | CUSIP: 3138WHLZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6400326 | PA      | $5928081.59     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA INC                    | CUSIP: 205887AX0<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |     4010000 | PA      | $4673323.99     | 0.00%             | 2030-09-15      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737413                      | CUSIP: 3620ARGW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1173 | PA      | $1169.88        | 0.00%             | 2025-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828Y95<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    82000000 | PA      | $80177422.08    | 0.03%             | 2026-07-31      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2023-A                                               | VWALT 2023-A A3                | CUSIP: 92867UAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4812470 | PA      | $4833345.66     | 0.00%             | 2026-10-20      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8850                      | CUSIP: 3140XCZQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7655612 | PA      | $6781584.47     | 0.00%             | 2041-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DR0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    14925000 | PA      | $8012633.20     | 0.00%             | 2121-07-28      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3663                      | CUSIP: 36179SB89<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    19230534 | PA      | $17765768.83    | 0.01%             | 2046-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2023-2                                                   | CARMX 2023-2 A3                | CUSIP: 142921AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3369798 | PA      | $3381890.65     | 0.00%             | 2028-01-18      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8328                      | CUSIP: 3132D6HD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4463973 | PA      | $4544128.65     | 0.00%             | 2039-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01837                      | CUSIP: 3128LXBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1362496 | PA      | $1379474.54     | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3857                      | CUSIP: 3138A5JB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      172531 | PA      | $170611.74      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EY5<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    16843000 | PA      | $14913957.85    | 0.00%             | 2030-05-28      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AJ3<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     7240000 | PA      | $6056991.12     | 0.00%             | 2048-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BJ8<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     7495000 | PA      | $7708103.57     | 0.00%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2660                      | CUSIP: 3132DP5V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10537103 | PA      | $10370254.99    | 0.00%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AZ9<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    32525000 | PA      | $21263088.12    | 0.01%             | 2050-07-09      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGY4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    36200000 | PA      | $35282411.67    | 0.01%             | 2035-02-15      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AE7714                      | CUSIP: 36181BSB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      492444 | PA      | $445050.42      | 0.00%             | 2043-08-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KeyCorp                                                                          | KEYCORP                        | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |    16905000 | PA      | $18032793.16    | 0.01%             | 2035-03-06      | Variable      | 6.40%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGM7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   891999000 | PA      | $860012468.90   | 0.27%             | 2033-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CT7<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $13174424.76    | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889190                      | CUSIP: 31410G2X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42480 | PA      | $44790.86       | 0.00%             | 2038-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    37000000 | PA      | $37779668.43    | 0.01%             | 2030-01-16      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAC5<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |    12900000 | PA      | $11131609.70    | 0.00%             | 2032-01-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CC5<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10210161.56    | 0.00%             | 2034-05-18      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594078                      | CUSIP: 36201U6P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       41406 | PA      | $41164.54       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61422                      | CUSIP: 31335BSK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4204210 | PA      | $4091374.60     | 0.00%             | 2048-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAC6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |    19085000 | PA      | $17948738.39    | 0.01%             | 2027-08-03      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XEX0<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11161597.09    | 0.00%             | 2027-07-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AJ9<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4845545.44     | 0.00%             | 2029-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HBF5<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10169072.24    | 0.00%             | 2027-07-06      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15660                      | CUSIP: 3128PVJD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18055 | PA      | $17984.05       | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1221                      | CUSIP: 3138EHLB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      116983 | PA      | $121983.46      | 0.00%             | 2039-12-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5178                      | CUSIP: 31417BXG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7646409 | PA      | $7192699.37     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BT8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12117266.81    | 0.00%             | 2029-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AS3<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     4950000 | PA      | $4806578.57     | 0.00%             | 2032-05-08      | Variable      | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786597                      | CUSIP: 3622ACGE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14648543 | PA      | $14297028.98    | 0.00%             | 2051-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3105                      | CUSIP: 36179RNW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12048035 | PA      | $11130351.80    | 0.00%             | 2045-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Mortgage Corp                                                  | FREDDIE MAC                    | CUSIP: 3134A4KX1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | DBT              | USGSE             | US        |    60678000 | PA      | $68790709.28    | 0.02%             | 2032-07-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8343                      | CUSIP: 3132DWHU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    60911242 | PA      | $62105620.44    | 0.02%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5542                      | CUSIP: 3140QREQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15822142 | PA      | $15906092.22    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAC0<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4266084.50     | 0.00%             | 2027-07-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AU4<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     3965000 | PA      | $3433046.01     | 0.00%             | 2046-12-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A54193                      | CUSIP: 3128KGUS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18614 | PA      | $19623.31       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN CO GAS                | CUSIP: 8426EPAC2<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |    13495000 | PA      | $10976223.63    | 0.00%             | 2047-05-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bank NA                                                              | FIFTH THIRD BANK               | CUSIP: 31677QBR9<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3297613.43     | 0.00%             | 2027-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| NVIDIA Corp                                                                      | NVIDIA CORP                    | CUSIP: 67066GAJ3<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | DBT              | CORP              | US        |     3507000 | PA      | $2577427.71     | 0.00%             | 2060-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Export Development Canada                                                        | EXPORT DEV CAN                 | CUSIP: 30216BKF8<br>LEI: Z6MHCSLXHKYG4B6PHW02 | Long             | DBT              | NUSS              | CA        |    10080000 | PA      | $10441648.58    | 0.00%             | 2034-06-05      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1132                      | CUSIP: 3132DNHH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1690120 | PA      | $1584098.06     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9964                      | CUSIP: 36180AB93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36771426 | PA      | $36134110.98    | 0.01%             | 2054-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                                    | FITAT 2023-1 A3                | CUSIP: 31680EAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5693538 | PA      | $5738012.73     | 0.00%             | 2028-08-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03428                      | CUSIP: 3128M5D98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      311664 | PA      | $329024.03      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3655                      | CUSIP: 3132E0BY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32632180 | PA      | $32540199.70    | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER DANIELS                 | CUSIP: 039483AU6<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |     2395000 | PA      | $2489661.25     | 0.00%             | 2035-09-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DF3<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    11429000 | PA      | $11529855.11    | 0.00%             | 2034-05-01      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN3309                      | CUSIP: 3140JKVB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1845998 | PA      | $1790107.96     | 0.00%             | 2048-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AS1<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5806701.82     | 0.00%             | 2034-06-30      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012725AD9<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     3240000 | PA      | $2707313.20     | 0.00%             | 2044-12-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBF3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    11855000 | PA      | $10908914.38    | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| MGIC Investment Corp                                                             | MGIC INVT CORP                 | CUSIP: 552848AG8<br>LEI: 254900S8483WM4M98R28 | Long             | DBT              | CORP              | US        |     1755000 | PA      | $1754994.97     | 0.00%             | 2028-08-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AE6<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |     4150000 | PA      | $4099130.43     | 0.00%             | 2027-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CSAIL 2017-CX10 Commercial Mortgage Trust                                        | CSAIL 2017-CX10 A5             | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5925000 | PA      | $5736222.39     | 0.00%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO0800                      | CUSIP: 3138LQ3J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      654302 | PA      | $645752.39      | 0.00%             | 2027-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CV1<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8492554.24     | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL3233                      | CUSIP: 3138EKSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      455684 | PA      | $469796.65      | 0.00%             | 2043-03-01      | Floating      | 6.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4158                      | CUSIP: 3140XKTQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9338342 | PA      | $8755460.77     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-4                                       | EART 2023-4A B                 | CUSIP: 30166TAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      209858 | PA      | $210182.18      | 0.00%             | 2027-10-15      | Fixed         | 6.31%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 785931AB2<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     5328000 | PA      | $5318582.33     | 0.00%             | 2035-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753084                      | CUSIP: 31403MUH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38548 | PA      | $38937.01       | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CL4<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     5150000 | PA      | $5135706.73     | 0.00%             | 2034-06-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CL2<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7189321.79     | 0.00%             | 2029-11-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BQ2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $9304271.05     | 0.00%             | 2027-03-25      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8784                      | CUSIP: 3138WJXN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16330605 | PA      | $14515267.04    | 0.00%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3234                      | CUSIP: 3140QNSY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22187202 | PA      | $19374160.18    | 0.01%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-A Owner Trust                                       | NAROT 2023-A A3                | CUSIP: 65480WAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4746055 | PA      | $4755897.85     | 0.00%             | 2027-11-15      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C23                              | JPMBB 2014-C23 A5              | CUSIP: 46643ABE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       17997 | PA      | $17879.11       | 0.00%             | 2047-09-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAG4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5542018.55     | 0.00%             | 2054-02-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA3084                      | CUSIP: 3140QANA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4240 | PA      | $3998.80        | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAM2<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     3902000 | PA      | $2496710.29     | 0.00%             | 2049-12-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBH0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     4235000 | PA      | $3673608.11     | 0.00%             | 2031-08-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl/ JBS USA Food Co/ JBS Lux Co Sarl                       | JBS HLD/FD/LUX                 | CUSIP: 46590XAN6<br>LEI: N/A                  | Long             | DBT              | CORP              | LU        |     3057000 | PA      | $2906427.61     | 0.00%             | 2029-02-02      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2017-C5                               | JPMDB 2017-C5 A5               | CUSIP: 46590TAE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    13400000 | PA      | $13046218.56    | 0.00%             | 2050-03-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BH6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5884551.81     | 0.00%             | 2028-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06209                      | CUSIP: 3128M8GS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36452 | PA      | $37801.13       | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9282                      | CUSIP: 36184HJ39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3618363 | PA      | $3241594.69     | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAS3<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |    15325000 | PA      | $15641480.93    | 0.00%             | 2029-04-20      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BN2<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    23500000 | PA      | $24435901.75    | 0.01%             | 2053-09-01      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | VIACOMCBS INC                  | CUSIP: 92556HAB3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    21640000 | PA      | $21033675.74    | 0.01%             | 2031-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3363                      | CUSIP: 31418CWZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2136118 | PA      | $2069308.04     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734848                      | CUSIP: 31402QL58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8298 | PA      | $8535.25        | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8L9<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    15800000 | PA      | $16092483.54    | 0.01%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1652                      | CUSIP: 31418AZS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5250591 | PA      | $5126411.63     | 0.00%             | 2033-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCA1<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $4947672.51     | 0.00%             | 2044-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AL9<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     1339000 | PA      | $1297489.60     | 0.00%             | 2029-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 988902                      | CUSIP: 31415TRX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13502 | PA      | $13393.00       | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comerica Inc                                                                     | COMERICA INC                   | CUSIP: 200340AW7<br>LEI: I9Q57JVPWHHZ3ZGBW498 | Long             | DBT              | CORP              | US        |    10235000 | PA      | $10481846.80    | 0.00%             | 2030-01-30      | Variable      | 5.98%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140AT7<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    18500000 | PA      | $15727771.93    | 0.01%             | 2045-07-29      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6822                      | CUSIP: 3138A8SL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       66099 | PA      | $65699.78       | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CL1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    27174000 | PA      | $25742499.07    | 0.01%             | 2028-09-22      | Variable      | 2.01%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8176                      | CUSIP: 31418WCN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1818 | PA      | $1812.21        | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2D4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2705000 | PA      | $2696502.33     | 0.00%             | 2029-01-24      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECX1<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    11480000 | PA      | $11624764.44    | 0.00%             | 2029-02-25      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   941892000 | PA      | $827430044.05   | 0.26%             | 2032-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 A5              | CUSIP: 060352AF8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9658000 | PA      | $9478705.02     | 0.00%             | 2060-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EE9<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    14146000 | PA      | $14098031.56    | 0.00%             | 2028-06-26      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DJ5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    28047000 | PA      | $28597161.35    | 0.01%             | 2034-02-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEA6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    11490000 | PA      | $6897519.62     | 0.00%             | 2060-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QBY0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     2313000 | PA      | $2109947.97     | 0.00%             | 2043-08-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAK1<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |    13493000 | PA      | $13422496.54    | 0.00%             | 2032-04-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50652                      | CUSIP: 3128KCWM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16869 | PA      | $17775.02       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BS1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3742776.40     | 0.00%             | 2035-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD9156                      | CUSIP: 31418XE61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3422 | PA      | $3410.37        | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2015-M10 A2                | CUSIP: 3136AN6U6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1790946 | PA      | $1757929.27     | 0.00%             | 2027-04-25      | Variable      | 3.09%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAX3<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1099000 | PA      | $775599.66      | 0.00%             | 2050-05-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2894                      | CUSIP: 36179RGB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2822950 | PA      | $2785678.53     | 0.00%             | 2045-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2021-1                                  | COPAR 2021-1 A3                | CUSIP: 14044CAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |       54497 | PA      | $54409.41       | 0.00%             | 2026-09-15      | Fixed         | 0.77%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B0TY5<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    22000000 | PA      | $22339680.00    | 0.01%             | 2027-04-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAT0<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     4317000 | PA      | $4331441.07     | 0.00%             | 2035-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFH4<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3065000 | PA      | $3083171.17     | 0.00%             | 2027-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735591                      | CUSIP: 31402RF87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1790274 | PA      | $1809468.21     | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARM                  | CUSIP: 78081BAQ6<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $4080115.58     | 0.00%             | 2029-09-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH OF NEW YORK          | CUSIP: 73358W3L6<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     4300000 | PA      | $2742723.61     | 0.00%             | 2069-08-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBQ2<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5028835.46     | 0.00%             | 2027-06-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BQ7<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |    16800000 | PA      | $15337174.63    | 0.00%             | 2079-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256555                      | CUSIP: 31371M5Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8042 | PA      | $8066.15        | 0.00%             | 2027-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96108                      | CUSIP: 312944YD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      566901 | PA      | $548603.81      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AL1<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |     8429000 | PA      | $7740382.65     | 0.00%             | 2030-03-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAS7<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    14308000 | PA      | $13204091.28    | 0.00%             | 2045-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BG5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    16280000 | PA      | $12444763.53    | 0.00%             | 2049-08-10      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Vontier Corp                                                                     | VONTIER CORP                   | CUSIP: 928881AD3<br>LEI: 549300VVSQLG4P5K4639 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4714989.99     | 0.00%             | 2028-04-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Mount Sinai Hospital/The                                                         | MT SINAI HOSP                  | CUSIP: 623115AE2<br>LEI: 549300IJEDK5LH7YPT15 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $3422120.45     | 0.00%             | 2049-07-01      | Fixed         | 3.74%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2995                      | CUSIP: 31418CKH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8130793 | PA      | $7696969.65     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EP1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    26800000 | PA      | $25281533.27    | 0.01%             | 2032-08-08      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08848                      | CUSIP: 3128MJ5J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5642559 | PA      | $5478777.90     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4180                      | CUSIP: 3138ELUE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49938 | PA      | $49475.93       | 0.00%             | 2028-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XAV1<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $11183219.60    | 0.00%             | 2033-03-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| BAT International Finance PLC                                                    | BAT INTL FINANCE               | CUSIP: 05530QAP5<br>LEI: 21380041YBGOQDFAC823 | Long             | DBT              | CORP              | GB        |    10500000 | PA      | $10521110.03    | 0.00%             | 2028-03-16      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Ohio State University/The                                                        | OH UNIV-TXB-C-BABS             | CUSIP: 677632MV0<br>LEI: JFC10ZULKO4X2E3HBY86 | Long             | DBT              | MUN               | US        |     2945000 | PA      | $2866388.23     | 0.00%             | 2040-06-01      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BY7<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     9190000 | PA      | $9262078.04     | 0.00%             | 2027-11-08      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ9169                      | CUSIP: 3140HBFK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      681745 | PA      | $644092.16      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5324                      | CUSIP: 3133KY4H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7086629 | PA      | $7102087.53     | 0.00%             | 2044-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722092                      | CUSIP: 31401YF91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11153 | PA      | $11250.01       | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9542                      | CUSIP: 36179YS70<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    29960399 | PA      | $30504443.75    | 0.01%             | 2054-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DL6<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    14262000 | PA      | $14066323.23    | 0.00%             | 2046-03-15      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5127                      | CUSIP: 31418EVV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    47573912 | PA      | $44255065.47    | 0.01%             | 2053-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8871                      | CUSIP: 3140QG2D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10686412 | PA      | $9264726.81     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0143                      | CUSIP: 3618N5ER6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9046187 | PA      | $8210856.35     | 0.00%             | 2055-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G0Q22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    30435000 | PA      | $29682220.71    | 0.01%             | 2026-09-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5586                      | CUSIP: 31418FF44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17422171 | PA      | $17422056.43    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: 05565QDH8<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    12825000 | PA      | $12621494.93    | 0.00%             | 2028-11-28      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334BJ2<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     5050000 | PA      | $4938284.53     | 0.00%             | 2040-06-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8231                      | CUSIP: 3140XQED5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17933929 | PA      | $18654151.90    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CR4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1520000 | PA      | $1037872.34     | 0.00%             | 2059-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5627                      | CUSIP: 3138A7HD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84123 | PA      | $87597.45       | 0.00%             | 2041-03-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5018                        | CUSIP: 36202FSF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1396431 | PA      | $1414854.50     | 0.00%             | 2041-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08711                      | CUSIP: 3128MJYH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7767815 | PA      | $7174782.86     | 0.00%             | 2046-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAR6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    11935000 | PA      | $9061351.47     | 0.00%             | 2047-09-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 949746NL1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |     2025000 | PA      | $2075382.22     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4179                      | CUSIP: 31418DUD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    37890093 | PA      | $34812166.64    | 0.01%             | 2035-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCN3<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    11520000 | PA      | $11020482.85    | 0.00%             | 2030-03-01      | Variable      | 3.27%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAW5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3553531.00     | 0.00%             | 2029-12-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL0429                      | CUSIP: 31427MPP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6774314 | PA      | $7135811.31     | 0.00%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBP9<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    24475000 | PA      | $22485831.83    | 0.01%             | 2035-09-23      | Variable      | 3.56%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 719233                      | CUSIP: 3620A5BA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      104010 | PA      | $102838.41      | 0.00%             | 2040-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 848491                      | CUSIP: 31408DUQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12408 | PA      | $12821.54       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CN2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7949518.86     | 0.00%             | 2026-09-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA7256                      | CUSIP: 3133A2BZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7441361 | PA      | $6523475.22     | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0510                      | CUSIP: 3140XFR86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19481849 | PA      | $18287615.40    | 0.01%             | 2037-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV9854                      | CUSIP: 3138XM5Q9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      143009 | PA      | $136908.10      | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New York and Presbyterian Hospital/The                                           | NY & PRES HOSP                 | CUSIP: 649322AH7<br>LEI: 19EOSPKL8HML7MY3UE63 | Long             | DBT              | CORP              | US        |     2475000 | PA      | $1700486.26     | 0.00%             | 2040-08-01      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C50                                   | WFCM 2019-C50 A5               | CUSIP: 95001XBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6075000 | PA      | $5830064.51     | 0.00%             | 2052-05-15      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Ingredion Inc                                                                    | INGREDION INC                  | CUSIP: 457187AD4<br>LEI: PKSTQ48QDN0XSVS7YK88 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1210350.29     | 0.00%             | 2050-06-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| City of Houston TX                                                               | HOUSTON REF-TXB-A-PEN          | CUSIP: 442331QM9<br>LEI: 549300C64URYS0WQQY42 | Long             | DBT              | MUN               | US        |     7705000 | PA      | $8121101.59     | 0.00%             | 2032-03-01      | Fixed         | 6.29%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7254                      | CUSIP: 36179WBX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   199060877 | PA      | $162299189.88   | 0.05%             | 2051-03-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0728                      | CUSIP: 3132DMYZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9583404 | PA      | $8038728.13     | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAA2<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $4549840.83     | 0.00%             | 2111-11-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1113                      | CUSIP: 3140QLGX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21432883 | PA      | $17068031.31    | 0.01%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4418                      | CUSIP: 31418D4C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22326177 | PA      | $20421854.26    | 0.01%             | 2036-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBJ8<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    13469000 | PA      | $13048239.89    | 0.00%             | 2029-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2931                      | CUSIP: 31418CHH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1426087 | PA      | $1385685.79     | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q50589                      | CUSIP: 3132XSUP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1046493 | PA      | $962674.64      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EG9<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    11800000 | PA      | $11944398.64    | 0.00%             | 2028-02-03      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CT9<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2456514.61     | 0.00%             | 2045-11-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| County of Miami-Dade FL Aviation Revenue                                         | MIAMI-DADE CNTY FL AV          | CUSIP: 59333P3W6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     6155000 | PA      | $5502636.47     | 0.00%             | 2041-10-01      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2018-C45                                   | WFCM 2018-C45 A4               | CUSIP: 95001NAY4<br>LEI: 5493006021R83VCLAO08 | Long             | ABS-MBS          | CORP              | US        |    12975000 | PA      | $12840682.80    | 0.00%             | 2051-06-15      | Fixed         | 4.18%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAJ5<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |    10330000 | PA      | $8883842.98     | 0.00%             | 2032-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3375                      | CUSIP: 36179RXC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2592123 | PA      | $2323399.28     | 0.00%             | 2046-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Solventum Corp                                                                   | SOLVENTUM CORP                 | CUSIP: 83444MAN1<br>LEI: 254900I70403OSGY4M28 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15243270.73    | 0.00%             | 2027-02-25      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q56064                      | CUSIP: 3132XYW29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      777090 | PA      | $735113.38      | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KA8<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     2555000 | PA      | $2170030.92     | 0.00%             | 2043-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308KC0<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $937786.77      | 0.00%             | 2032-03-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8026                      | CUSIP: 3132D54K5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9506221 | PA      | $8985875.82     | 0.00%             | 2035-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AX2<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |    12715000 | PA      | $13729384.40    | 0.00%             | 2032-11-02      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887BX6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    17745000 | PA      | $15223330.80    | 0.00%             | 2047-06-06      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3561                      | CUSIP: 3140XJ5X7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9299617 | PA      | $8867873.96     | 0.00%             | 2038-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAB3<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     6193000 | PA      | $6260612.81     | 0.00%             | 2029-02-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 694491                      | CUSIP: 31400QRL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51486 | PA      | $52832.07       | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776696AJ5<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    11400000 | PA      | $11251656.78    | 0.00%             | 2034-10-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAA0<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     8088000 | PA      | $8615484.62     | 0.00%             | 2036-10-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FB9<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4918858.34     | 0.00%             | 2029-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4633                      | CUSIP: 3140H6EF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      770304 | PA      | $705764.78      | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AV1<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2590137.04     | 0.00%             | 2028-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556DA7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     9300000 | PA      | $9546375.24     | 0.00%             | 2029-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1354                      | CUSIP: 3138EHQG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1436636 | PA      | $1420920.25     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1980                      | CUSIP: 31418BFW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      943707 | PA      | $876421.61      | 0.00%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BA3<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    14550000 | PA      | $9199000.56     | 0.00%             | 2050-05-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI1886                      | CUSIP: 3138AFCY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      634206 | PA      | $627580.66      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5096                      | CUSIP: 3133KYUV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9292373 | PA      | $8267461.96     | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BN1<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    13910000 | PA      | $12455254.40    | 0.00%             | 2030-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ohio Power Co                                                                    | OHIO POWER CO                  | CUSIP: 677415CT6<br>LEI: 06ZODLC132CY1O2Y7D77 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4243774.80     | 0.00%             | 2031-01-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCL5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10582961.44    | 0.00%             | 2036-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     2075000 | PA      | $2057008.61     | 0.00%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNK3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  3000000000 | PA      | $3011250000.00  | 0.96%             | 2030-06-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Transcontinental Gas Pipe Line Co LLC                                            | TRANSCONT GAS PL               | CUSIP: 893574AF0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2923000 | PA      | $2486419.53     | 0.00%             | 2042-08-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9591                      | CUSIP: 3138ERUR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5825371 | PA      | $5667930.22     | 0.00%             | 2031-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State of Mississippi                                                             | MS ST-TXB-F-BAB                | CUSIP: 6055805X3<br>LEI: 549300JRWW5RFQUB7P94 | Long             | DBT              | MUN               | US        |     3220000 | PA      | $3252382.90     | 0.00%             | 2034-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1948                      | CUSIP: 3138EJEW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3424878 | PA      | $3305432.31     | 0.00%             | 2042-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08263                      | CUSIP: 3128MJJH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      422380 | PA      | $437996.31      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKB4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    31750000 | PA      | $20506488.17    | 0.01%             | 2052-07-21      | Variable      | 2.97%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DE5<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    23475000 | PA      | $22481164.61    | 0.01%             | 2055-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFM1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    16996000 | PA      | $15428354.10    | 0.00%             | 2030-03-01      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8547                      | CUSIP: 3140QUP91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9634132 | PA      | $9988629.05     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAP8<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |    33445000 | PA      | $33929938.01    | 0.01%             | 2034-06-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A33545                      | CUSIP: 31297N5E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2154 | PA      | $2228.64        | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| COPT Defense Properties LP                                                       | COPT DEFENSE LP                | CUSIP: 22003BAM8<br>LEI: H0TWO5VRNEP6CQAWPX27 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4511966.72     | 0.00%             | 2031-04-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737377                      | CUSIP: 3620ARFS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      351784 | PA      | $355624.58      | 0.00%             | 2040-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5137                      | CUSIP: 36179TV69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    51340584 | PA      | $48427477.77    | 0.02%             | 2048-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6416                      | CUSIP: 3140QEDW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6169669 | PA      | $5425997.12     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368BGS1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    18390000 | PA      | $17912187.47    | 0.01%             | 2032-12-15      | Variable      | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3737                      | CUSIP: 36179SEJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2076323 | PA      | $1968892.29     | 0.00%             | 2046-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82678                       | CUSIP: 36225E6Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       23874 | PA      | $24332.56       | 0.00%             | 2040-11-20      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JH0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    17010000 | PA      | $14534998.62    | 0.00%             | 2030-09-23      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C4                                          | CFCRE 2016-C4 AM               | CUSIP: 12531YAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3600000 | PA      | $3552803.64     | 0.00%             | 2058-05-10      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAM6<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     4800000 | PA      | $4357671.52     | 0.00%             | 2031-06-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9107                      | CUSIP: 36179YDL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12077314 | PA      | $12327760.17    | 0.00%             | 2053-08-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3912                      | CUSIP: 36179SKZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1010564 | PA      | $974380.34      | 0.00%             | 2031-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8378                      | CUSIP: 3132DWJX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16459037 | PA      | $17355429.56    | 0.01%             | 2053-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAH5<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     8395000 | PA      | $6994241.49     | 0.00%             | 2044-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Principal Financial Group Inc                                                    | PRINCIPAL FINL                 | CUSIP: 74251VAT9<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2054151.10     | 0.00%             | 2033-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 912120                      | CUSIP: 31411NK97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64976 | PA      | $67908.73       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QX9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   147528000 | PA      | $112818579.94   | 0.04%             | 2042-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5315                      | CUSIP: 3132DS3Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18221397 | PA      | $18232664.72    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BT8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9696954.25     | 0.00%             | 2053-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5990                      | CUSIP: 3140X9UQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28009502 | PA      | $23573640.22    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BQ9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     5900000 | PA      | $5107072.78     | 0.00%             | 2031-08-12      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2403                      | CUSIP: 3132DPU48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14273368 | PA      | $14584470.05    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RAR3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4428622.03     | 0.00%             | 2037-01-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH TX           | CUSIP: 2350368N3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2925000 | PA      | $2075353.61     | 0.00%             | 2046-11-01      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAY4<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |     5510000 | PA      | $5288310.07     | 0.00%             | 2040-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA4670                      | CUSIP: 31346YFK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      249605 | PA      | $248589.38      | 0.00%             | 2049-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1173                      | CUSIP: 3140XGJT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20197699 | PA      | $18330292.08    | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0923                      | CUSIP: 3132DNAY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4226532 | PA      | $3550572.95     | 0.00%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97626                      | CUSIP: 312946PK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      905369 | PA      | $917165.94      | 0.00%             | 2041-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CB6<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $11774266.78    | 0.00%             | 2031-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAV0<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    18000000 | PA      | $17829788.82    | 0.01%             | 2029-06-18      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority                                                       | MICHIGAN ST FIN AUTH           | CUSIP: 59447TXX6<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |     6105000 | PA      | $4993180.60     | 0.00%             | 2040-12-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4445                      | CUSIP: 31418D5F5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26836134 | PA      | $22153856.22    | 0.01%             | 2041-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AE0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $16139637.86    | 0.01%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CCA1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $8451156.72     | 0.00%             | 2053-09-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU7032                      | CUSIP: 3138X6Y66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7104078 | PA      | $6837097.81     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 784114                      | CUSIP: 3622A2SB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5115342 | PA      | $4725712.60     | 0.00%             | 2046-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KH3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3450847.16     | 0.00%             | 2027-03-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18677                      | CUSIP: 3128MMXF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2955170 | PA      | $2866561.13     | 0.00%             | 2033-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |     6725000 | PA      | $6545529.59     | 0.00%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9362                      | CUSIP: 3138MRML2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1470989 | PA      | $1441920.17     | 0.00%             | 2028-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3277                      | CUSIP: 31418CUB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6643198 | PA      | $6276290.50     | 0.00%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2024-1                                               | ALLYA 2024-1 A3                | CUSIP: 02008FAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     7500000 | PA      | $7540404.00     | 0.00%             | 2028-12-15      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAT2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $6293183.10     | 0.00%             | 2055-03-31      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735383                      | CUSIP: 31402Q6U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      665588 | PA      | $672866.10      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256851                      | CUSIP: 31371NH40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      185591 | PA      | $201266.85      | 0.00%             | 2037-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VAK6<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    10525000 | PA      | $10472872.30    | 0.00%             | 2027-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| United Airlines 2014-2 Class A Pass Through Trust                                | UNTD AIR 14-2 A                | CUSIP: 90932QAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1227606 | PA      | $1206955.55     | 0.00%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   675619000 | PA      | $677941440.31   | 0.22%             | 2027-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECT6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11713111.38    | 0.00%             | 2026-11-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3F8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    77905000 | PA      | $80451255.25    | 0.03%             | 2034-07-25      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    53247000 | PA      | $52709944.94    | 0.02%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CJ6<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     1940000 | PA      | $1861636.80     | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8342                      | CUSIP: 3132D6HT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       89042 | PA      | $87094.96       | 0.00%             | 2039-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8189                      | CUSIP: 3132D6C24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6551165 | PA      | $6430410.34     | 0.00%             | 2037-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0025                      | CUSIP: 36179MA26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      782954 | PA      | $793183.26      | 0.00%             | 2042-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CX7<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3256422.71     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERGL9<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     7000000 | PA      | $7143766.00     | 0.00%             | 2028-06-07      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-2                                    | SDART 2024-2 A3                | CUSIP: 80286YAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12500000 | PA      | $12565585.00    | 0.00%             | 2028-11-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BL1<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    12010000 | PA      | $12281203.57    | 0.00%             | 2034-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB86<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    70100000 | PA      | $69031137.59    | 0.02%             | 2045-11-19      | Variable      | 5.56%                 | No            |                  2 | On Loan: No      |
| AstraZeneca PLC                                                                  | ASTRAZENECA PLC                | CUSIP: 046353AG3<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | DBT              | CORP              | GB        |    15126000 | PA      | $12819852.18    | 0.00%             | 2042-09-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82960                       | CUSIP: 36225FJE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      324058 | PA      | $328373.10      | 0.00%             | 2041-10-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group Trust                                                          | KITE REALTY GROU               | CUSIP: 76131VAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2991370.55     | 0.00%             | 2030-09-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BE2<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    16100000 | PA      | $16152179.27    | 0.01%             | 2030-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4858                      | CUSIP: 3140X8MG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7930900 | PA      | $7713089.13     | 0.00%             | 2049-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HH9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    12250000 | PA      | $12053146.63    | 0.00%             | 2027-06-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAH4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   411980000 | PA      | $384605861.19   | 0.12%             | 2027-08-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AL2<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     3200000 | PA      | $3256837.31     | 0.00%             | 2028-03-01      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7473                      | CUSIP: 31417EJT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1238997 | PA      | $1127382.88     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAV1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     6021000 | PA      | $4373342.63     | 0.00%             | 2049-10-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1101                      | CUSIP: 3138WAGK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2966778 | PA      | $2844919.65     | 0.00%             | 2043-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AT3<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |      490000 | PA      | $388695.69      | 0.00%             | 2048-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AS5<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $2408501.98     | 0.00%             | 2050-09-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7534                      | CUSIP: 3132DVLP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    42436878 | PA      | $35994645.67    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413AU6<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |      975000 | PA      | $760303.41      | 0.00%             | 2047-11-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| BANK 2021-BNK33                                                                  | BANK 2021-BN33 A5              | CUSIP: 06541CBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9971000 | PA      | $8843847.25     | 0.00%             | 2064-05-15      | Fixed         | 2.56%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BD7<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    13579000 | PA      | $8598326.68     | 0.00%             | 2060-07-09      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    26520075 | PA      | $27991552.14    | 0.01%             | 2034-10-28      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| CubeSmart LP                                                                     | CUBESMART LP                   | CUSIP: 22966RAD8<br>LEI: 549300MPHKO3I3FJRA97 | Long             | DBT              | CORP              | US        |     5425000 | PA      | $5334998.76     | 0.00%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBQ6<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15572965.51    | 0.00%             | 2033-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189WAL4<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     7040000 | PA      | $6983661.11     | 0.00%             | 2028-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AK7<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4410138.76     | 0.00%             | 2027-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Kansas Development Finance Authority                                             | KS DEV FIN AUTH-K-TXB          | CUSIP: 48542RSV7<br>LEI: 549300WTL7BL8KBDPR87 | Long             | DBT              | MUN               | US        |     4000000 | PA      | $2685274.00     | 0.00%             | 2051-05-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCN9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     2011000 | PA      | $2009020.22     | 0.00%             | 2035-01-31      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CS6<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    20800000 | PA      | $21837833.79    | 0.01%             | 2029-01-18      | Variable      | 6.72%                 | No            |                  2 | On Loan: No      |
| Timken Co/The                                                                    | TIMKEN CO                      | CUSIP: 887389AK0<br>LEI: B0I35MLPFXZSE70ASS73 | Long             | DBT              | CORP              | US        |     7320000 | PA      | $7338222.23     | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Truist Financial Corp                                                            | TRUIST FINANCIAL               | CUSIP: 89788MAE2<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |     9425000 | PA      | $8769383.41     | 0.00%             | 2029-06-07      | Variable      | 1.89%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CC4<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    25650000 | PA      | $20475348.63    | 0.01%             | 2040-04-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HEWLETT-PACK CO                | CUSIP: 428236BR3<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     9170000 | PA      | $9247329.25     | 0.00%             | 2041-09-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83592                      | CUSIP: 3132L87D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3793677 | PA      | $3489823.40     | 0.00%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7680                      | CUSIP: 3138E0RA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2622470 | PA      | $2468308.29     | 0.00%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2022-4                        | GMCAR 2022-4 A4                | CUSIP: 36265QAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1307270.90     | 0.00%             | 2028-08-16      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2025-A                                               | VWALT 2025-A A3                | CUSIP: 92868WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3300000 | PA      | $3322952.82     | 0.00%             | 2028-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AW8<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     4259000 | PA      | $4475934.81     | 0.00%             | 2028-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-NXS2                                  | WFCM 2015-NXS2 A5              | CUSIP: 94989MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      619505 | PA      | $615427.72      | 0.00%             | 2058-07-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAF2<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     8000000 | PA      | $8087418.21     | 0.00%             | 2032-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90938                      | CUSIP: 3128P7BF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2851 | PA      | $2846.42        | 0.00%             | 2025-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CX0<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     2700000 | PA      | $2092816.83     | 0.00%             | 2048-08-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    11609000 | PA      | $11694517.63    | 0.00%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | MSBAM 2016-C28 A4              | CUSIP: 61766LBS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6940038.00     | 0.00%             | 2049-01-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8507                      | CUSIP: 3132DWNY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    57348357 | PA      | $58293658.27    | 0.02%             | 2055-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | GMAC LLC                       | CUSIP: 370425RZ5<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2542765.21     | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DZ0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    27348000 | PA      | $26170430.86    | 0.01%             | 2055-01-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01527                      | CUSIP: 31292HVU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      257217 | PA      | $264484.31      | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0088                      | CUSIP: 36179MCZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12413814 | PA      | $11582925.51    | 0.00%             | 2042-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930612                      | CUSIP: 31412N3V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      901011 | PA      | $893453.16      | 0.00%             | 2039-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55088                      | CUSIP: 3132XXUN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       56815 | PA      | $55307.45       | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31398AFD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |     3396000 | PA      | $3724872.04     | 0.00%             | 2037-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5703                      | CUSIP: 3140QRKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19555232 | PA      | $20067012.43    | 0.01%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BY6<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |    11800000 | PA      | $11500407.00    | 0.00%             | 2053-04-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08554                      | CUSIP: 3128MJTL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1351462 | PA      | $1261599.47     | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BV9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    10782000 | PA      | $10547402.85    | 0.00%             | 2029-03-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BBD1<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     2829000 | PA      | $2857127.76     | 0.00%             | 2028-03-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3372                      | CUSIP: 31418CXA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2175212 | PA      | $2175902.87     | 0.00%             | 2033-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEN7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   406460000 | PA      | $399219931.25   | 0.13%             | 2027-04-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Columbia Pipeline Group Inc                                                      | COLUMBIA PIPELIN               | CUSIP: 198280AH2<br>LEI: 549300SRP1TQM9JJBG80 | Long             | DBT              | CORP              | US        |     4535000 | PA      | $4386040.95     | 0.00%             | 2045-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAF6<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |     2400000 | PA      | $2279699.07     | 0.00%             | 2030-05-28      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-2                                                   | CARMX 2022-2 A3                | CUSIP: 14317HAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      896547 | PA      | $894487.69      | 0.00%             | 2027-02-16      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368L3L8<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |    10500000 | PA      | $10977236.42    | 0.00%             | 2031-06-04      | Fixed         | 5.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3926                      | CUSIP: 3140J8LG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1916116 | PA      | $1840602.67     | 0.00%             | 2037-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BM1<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    11259000 | PA      | $9175808.79     | 0.00%             | 2050-03-25      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RCA8<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |     6530000 | PA      | $6510245.49     | 0.00%             | 2055-02-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 43358BAA1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    23210000 | PA      | $23901023.73    | 0.01%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783213                      | CUSIP: 36241LSA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7869 | PA      | $8067.72        | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CX2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     7300000 | PA      | $4568548.30     | 0.00%             | 2071-03-12      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1996                      | CUSIP: 36179QGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2037973 | PA      | $1950891.28     | 0.00%             | 2044-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91222                      | CUSIP: 3128P7LB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       52164 | PA      | $52406.02       | 0.00%             | 2028-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3504                      | CUSIP: 3132DQ3M6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20885956 | PA      | $21360767.19    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Corp                                                                | TOYOTA MTR CORP                | CUSIP: 892331AP4<br>LEI: 5493006W3QUS5LMH6R84 | Long             | DBT              | CORP              | JP        |     3070000 | PA      | $3099547.74     | 0.00%             | 2026-07-13      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAM7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    10242000 | PA      | $9038097.65     | 0.00%             | 2052-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CW8<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    12100000 | PA      | $8817787.58     | 0.00%             | 2040-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QZ4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   204159000 | PA      | $164021022.11   | 0.05%             | 2043-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5079                      | CUSIP: 3132DSUC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      360574 | PA      | $354711.97      | 0.00%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 94106BAE1<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4565286.99     | 0.00%             | 2032-06-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJG6<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    10550000 | PA      | $10418523.88    | 0.00%             | 2033-07-22      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAR8<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     5245000 | PA      | $4889922.62     | 0.00%             | 2030-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Dominion Energy South Carolina Inc                                               | DOMINION ENERGY                | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3065730.09     | 0.00%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4865345.12     | 0.00%             | 2035-10-01      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2224                      | CUSIP: 36179QPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22287760 | PA      | $21321762.10    | 0.01%             | 2044-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| TELUS Corp                                                                       | TELUS CORP                     | CUSIP: 87971MBH5<br>LEI: L2TEUTQ8OSHMJWVLCE40 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4171631.70     | 0.00%             | 2048-11-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBS4<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $6998233.82     | 0.00%             | 2028-03-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TLZ6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    15200000 | PA      | $15614311.80    | 0.00%             | 2031-03-21      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Hubbell Inc                                                                      | HUBBELL INC                    | CUSIP: 443510AJ1<br>LEI: 54930088VDQ6840Y6597 | Long             | DBT              | CORP              | US        |     4645000 | PA      | $4553463.90     | 0.00%             | 2028-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C80391                      | CUSIP: 31335GNG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          87 | PA      | $86.94          | 0.00%             | 2026-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCU8<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |    16199000 | PA      | $13166088.65    | 0.00%             | 2046-04-01      | Fixed         | 4.55%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BP3421                      | CUSIP: 3140KAYT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28640731 | PA      | $22807985.65    | 0.01%             | 2051-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CU8<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     5980000 | PA      | $5653179.08     | 0.00%             | 2064-03-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEM9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   403525000 | PA      | $391198570.25   | 0.12%             | 2029-04-30      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50524                      | CUSIP: 3128KCSM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24990 | PA      | $26200.03       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Pharmacia LLC                                                                    | PHARMACIA CORP                 | CUSIP: 71713UAW2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5248000 | PA      | $5633493.06     | 0.00%             | 2028-12-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                                            | BANK5 2024-5YR6 AS             | CUSIP: 066043AG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    19500000 | PA      | $20697313.65    | 0.01%             | 2057-05-15      | Variable      | 6.79%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DS4<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    50810000 | PA      | $37788526.49    | 0.01%             | 2041-05-07      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2491                      | CUSIP: 3138Y3XV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      553187 | PA      | $529322.83      | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Co                                                                    | FORD MOTOR CO                  | CUSIP: 345370CQ1<br>LEI: 20S05OYHG0MQM4VUIC57 | Long             | DBT              | CORP              | US        |    42323000 | PA      | $32556430.38    | 0.01%             | 2043-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BF3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     2625000 | PA      | $2449137.05     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBE8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     2021000 | PA      | $1979944.46     | 0.00%             | 2027-11-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA/NY                                                      | COOP RAB UA/NY                 | CUSIP: 21688ABH4<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    13250000 | PA      | $13391931.65    | 0.00%             | 2029-10-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5199                      | CUSIP: 31417BX51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1317364 | PA      | $1268862.48     | 0.00%             | 2042-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3306                      | CUSIP: 31418CU85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10084109 | PA      | $9527157.50     | 0.00%             | 2048-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0822                      | CUSIP: 31419A4G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1144612 | PA      | $1133682.92     | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Koninklijke KPN NV                                                               | KPN NV                         | CUSIP: 780641AH9<br>LEI: 549300YO0JZHAL7FVP81 | Long             | DBT              | CORP              | NL        |     5000000 | PA      | $5858817.79     | 0.00%             | 2030-10-01      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8172                      | CUSIP: 31418WCJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4373 | PA      | $4359.03        | 0.00%             | 2025-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2022-1                                  | COPAR 2022-1 A3                | CUSIP: 14043QAC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1188704 | PA      | $1183468.45     | 0.00%             | 2027-04-15      | Fixed         | 3.17%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6615                      | CUSIP: 3138EPK52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      151971 | PA      | $150876.64      | 0.00%             | 2027-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI2128                      | CUSIP: 3138AFLJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      119438 | PA      | $124153.06      | 0.00%             | 2041-05-01      | Floating      | 6.58%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                                                      | PNC BANK NA                    | CUSIP: 69353RFG8<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |      275000 | PA      | $268276.28      | 0.00%             | 2027-10-25      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FA6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     5535000 | PA      | $5683624.47     | 0.00%             | 2040-06-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9838                      | CUSIP: 31417G4Y9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1979244 | PA      | $1849351.02     | 0.00%             | 2043-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556BG6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     4390000 | PA      | $4261521.06     | 0.00%             | 2044-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02482                      | CUSIP: 3128M4CT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      505525 | PA      | $533238.01      | 0.00%             | 2032-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BT6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    10830000 | PA      | $9948379.03     | 0.00%             | 2028-08-12      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7511                      | CUSIP: 3132DVKY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5171149 | PA      | $4737887.26     | 0.00%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 458481                      | CUSIP: 36208RJ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6535 | PA      | $6709.44        | 0.00%             | 2028-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91148                      | CUSIP: 3128P7HZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       26852 | PA      | $27109.31       | 0.00%             | 2028-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5279                      | CUSIP: 3140XL2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34024767 | PA      | $28964831.63    | 0.01%             | 2041-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LT8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    26574000 | PA      | $26496452.87    | 0.01%             | 2028-05-05      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AK6<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |     3790000 | PA      | $4129409.45     | 0.00%             | 2040-03-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLC3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   748031000 | PA      | $755043790.63   | 0.24%             | 2029-07-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2022-A                                                   | BMWOT 2022-A A4                | CUSIP: 05602RAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      425000 | PA      | $422799.82      | 0.00%             | 2028-12-26      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690DK72<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    22955000 | PA      | $23310648.49    | 0.01%             | 2029-01-12      | Variable      | 5.02%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBW8<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    17557000 | PA      | $16201139.74    | 0.01%             | 2054-10-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18472                      | CUSIP: 3128MMQ22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9579677 | PA      | $9368462.68     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K735 A2                   | CUSIP: 3137FMU67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15536431 | PA      | $15336120.23    | 0.00%             | 2026-05-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4767                      | CUSIP: 3140XLJM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7838406 | PA      | $6601937.38     | 0.00%             | 2051-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CES6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   416385000 | PA      | $401518752.21   | 0.13%             | 2029-05-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAA9<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |    13070000 | PA      | $12246912.12    | 0.00%             | 2033-02-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA1911                      | CUSIP: 3140Q9DR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      380051 | PA      | $369138.71      | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4143                      | CUSIP: 3140X7S91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17930989 | PA      | $17300249.96    | 0.01%             | 2035-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8493                      | CUSIP: 3132DWNJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   101987788 | PA      | $101987114.69   | 0.03%             | 2054-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745087                      | CUSIP: 31403CXQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       97182 | PA      | $100431.17      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518CZ7<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     3325000 | PA      | $2434302.45     | 0.00%             | 2046-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAH2<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $3598211.21     | 0.00%             | 2047-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9145                      | CUSIP: 3140QVET7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24208704 | PA      | $24367413.38    | 0.01%             | 2054-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2021-3                                       | EART 2021-3A D                 | CUSIP: 30166AAF1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1993291 | PA      | $1959186.72     | 0.00%             | 2027-06-15      | Fixed         | 1.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14203                      | CUSIP: 3128MC3L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       29030 | PA      | $28932.90       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8151                      | CUSIP: 3132DWBU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29822622 | PA      | $24810709.59    | 0.01%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GEN5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5235000 | PA      | $5470417.75     | 0.00%             | 2042-02-07      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8090                      | CUSIP: 3132DV7B5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43612707 | PA      | $34853548.13    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AC5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     7603000 | PA      | $6691292.34     | 0.00%             | 2031-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K135 A2                   | CUSIP: 3137H4R36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6275000 | PA      | $5541605.61     | 0.00%             | 2031-10-25      | Variable      | 2.15%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AN1<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $5694040.86     | 0.00%             | 2050-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893767                      | CUSIP: 31410P6C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49380 | PA      | $51963.65       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital PLC                                                      | GLAXOSMITHKLINE                | CUSIP: 377373AM7<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |     5866000 | PA      | $5900815.09     | 0.00%             | 2027-03-12      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3856                      | CUSIP: 3132E0H96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12903042 | PA      | $13337500.10    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | AXA EQUITABLE HO               | CUSIP: 054561AJ4<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |    15650000 | PA      | $15615732.44    | 0.00%             | 2028-04-20      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RCB1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    66153000 | PA      | $67516525.39    | 0.02%             | 2031-02-11      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DK2<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     9825000 | PA      | $6945698.23     | 0.00%             | 2041-06-29      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Trust 2021-C10                                                             | BBCMS 2021-C10 A5              | CUSIP: 05551VBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7500000 | PA      | $6708513.00     | 0.00%             | 2054-07-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAH3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     5190000 | PA      | $4288009.44     | 0.00%             | 2042-03-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8319                      | CUSIP: 3132D6G46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17632722 | PA      | $17949338.52    | 0.01%             | 2039-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651787                      | CUSIP: 36292LCY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12287 | PA      | $12415.62       | 0.00%             | 2036-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114DB1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10204160.53    | 0.00%             | 2029-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6542                      | CUSIP: 3132DUHT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30932975 | PA      | $26111455.45    | 0.01%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBC1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2274531.45     | 0.00%             | 2053-04-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMC2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   366660000 | PA      | $378118125.00   | 0.12%             | 2031-12-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCM4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    10055000 | PA      | $8930536.10     | 0.00%             | 2052-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADF9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    11311000 | PA      | $11457199.65    | 0.00%             | 2034-04-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Foundation/The                                                              | FORD FOUNDATION                | CUSIP: 34531XAB0<br>LEI: 54930013YZ3DULPNNT44 | Long             | DBT              | CORP              | US        |     2745000 | PA      | $1612354.26     | 0.00%             | 2050-06-01      | Fixed         | 2.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2371                      | CUSIP: 36179QT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2683454 | PA      | $2478198.82     | 0.00%             | 2044-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BM7<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     3546000 | PA      | $2877830.77     | 0.00%             | 2047-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91905                      | CUSIP: 3128P8DJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11994422 | PA      | $11397982.31    | 0.00%             | 2036-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AE3<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $15654077.91    | 0.00%             | 2052-05-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDW6<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    39629000 | PA      | $38541107.24    | 0.01%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q14875                      | CUSIP: 3132HRMY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1167717 | PA      | $1065861.52     | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50520                      | CUSIP: 3128KCSH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11275 | PA      | $11798.38       | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA TOLL-F-2              | CUSIP: 072024ND0<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |    17518000 | PA      | $18421284.14    | 0.01%             | 2049-04-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5134                      | CUSIP: 3133KYV30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13440798 | PA      | $11088046.67    | 0.00%             | 2041-11-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4141                      | CUSIP: 3140QBS74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2552146 | PA      | $2253291.35     | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | AMERICOLD REALT                | CUSIP: 03063UAB7<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     3720000 | PA      | $3736783.05     | 0.00%             | 2032-05-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1585                      | CUSIP: 3138WAXP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      422167 | PA      | $416269.45      | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932135                      | CUSIP: 31412QSY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      353832 | PA      | $357924.40      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAJ3<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $4307234.81     | 0.00%             | 2028-09-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8299                      | CUSIP: 3132DWGG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16718981 | PA      | $16427079.09    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3357                      | CUSIP: 31418CWT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1474827 | PA      | $1393371.45     | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barings Private Credit Corp                                                      | BARINGS PRIVATE                | CUSIP: 06763AAA9<br>LEI: 549300K2GGNA2FQFQL45 | Long             | DBT              | CORP              | US        |     8175000 | PA      | $8082723.04     | 0.00%             | 2030-06-11      | Fixed         | 6.15%                 | Yes           |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GZ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     2636000 | PA      | $2672891.16     | 0.00%             | 2065-03-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| International Flavors & Fragrances Inc                                           | INTERNATIONAL FL               | CUSIP: 459506AL5<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |     6516000 | PA      | $5615123.72     | 0.00%             | 2048-09-26      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5154                      | CUSIP: 3133KYWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33520619 | PA      | $29582325.11    | 0.01%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NYU Langone Hospitals                                                            | NYU HOSPITALS                  | CUSIP: 62952EAC1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3925000 | PA      | $3547652.92     | 0.00%             | 2044-07-01      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735036                      | CUSIP: 31402QSZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      893129 | PA      | $920466.04      | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBQ3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    14092000 | PA      | $12141316.21    | 0.00%             | 2045-08-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AE5<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     2630000 | PA      | $2779062.36     | 0.00%             | 2035-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00641                      | CUSIP: 31292GWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4298 | PA      | $4520.27        | 0.00%             | 2028-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PDH6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    88700000 | PA      | $89210922.74    | 0.03%             | 2033-07-25      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT FOODS GROU               | CUSIP: 50076QAR7<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8859598.47     | 0.00%             | 2039-01-26      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DM6<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6024534.55     | 0.00%             | 2031-02-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2784                      | CUSIP: 3140XJCW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6111511 | PA      | $5288906.15     | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AB7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     6575000 | PA      | $6570301.74     | 0.00%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55963                      | CUSIP: 3132XYTV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32287 | PA      | $31390.35       | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBJ6<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10068962.08    | 0.00%             | 2026-08-06      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2728                      | CUSIP: 3138WCA60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      328240 | PA      | $323020.25      | 0.00%             | 2044-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0753                      | CUSIP: 3140XFZT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24487977 | PA      | $20540946.50    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2488                      | CUSIP: 3140QMXS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1895566 | PA      | $1693462.30     | 0.00%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 831115                      | CUSIP: 31407HK47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      308361 | PA      | $311910.46      | 0.00%             | 2035-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBU0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    14550000 | PA      | $14647512.09    | 0.00%             | 2029-11-22      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAJ9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6852002.90     | 0.00%             | 2029-02-27      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Alphabet Inc                                                                     | ALPHABET INC                   | CUSIP: 02079KAJ6<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |     7403000 | PA      | $6950461.88     | 0.00%             | 2027-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18626                      | CUSIP: 3128MMVU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14445175 | PA      | $13904250.64    | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K109 A2                   | CUSIP: 3137FTFY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9275000 | PA      | $8257735.62     | 0.00%             | 2030-04-25      | Fixed         | 1.56%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5996                      | CUSIP: 3140XMUW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    64708568 | PA      | $65977405.74    | 0.02%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV2302                      | CUSIP: 3138XDRY8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      303803 | PA      | $299715.60      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAF5<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     7365000 | PA      | $7583678.90     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BM1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    13815000 | PA      | $14077732.04    | 0.00%             | 2035-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4399                      | CUSIP: 3140X73H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2880405 | PA      | $2327108.99     | 0.00%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD0813                      | CUSIP: 31418M3X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      915078 | PA      | $925681.47      | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222BD5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     3525000 | PA      | $3613330.80     | 0.00%             | 2035-06-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2754                      | CUSIP: 36179RBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11277541 | PA      | $10402375.65    | 0.00%             | 2045-04-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WESTINGHOUSE AIR               | CUSIP: 960386AT7<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    13600000 | PA      | $13799704.86    | 0.00%             | 2035-05-29      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Technology Finance Corp                                                 | BLUE OWL TECHNOL               | CUSIP: 095924AA4<br>LEI: 254900G5EZJSOD3UKL16 | Long             | DBT              | CORP              | US        |    10446000 | PA      | $10498051.17    | 0.00%             | 2028-03-15      | Fixed         | 6.10%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A45728                      | CUSIP: 3128K6LH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30591 | PA      | $30980.94       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017BT5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    24798000 | PA      | $21961852.01    | 0.01%             | 2042-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CS6<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     6225000 | PA      | $6235298.38     | 0.00%             | 2034-02-08      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| BANK 2023-BNK45                                                                  | BANK 2023-BNK45 AS             | CUSIP: 06541BBS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1825000 | PA      | $1850444.52     | 0.00%             | 2056-02-15      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   329955000 | PA      | $323510566.41   | 0.10%             | 2027-07-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JH1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |     6960000 | PA      | $4988277.79     | 0.00%             | 2040-08-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1490                      | CUSIP: 31418AUQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5601319 | PA      | $5391869.86     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-1                        | GMCAR 2024-1 A3                | CUSIP: 36268GAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1105496.81     | 0.00%             | 2028-12-18      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0541                      | CUSIP: 3132ACS68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17700878 | PA      | $16817283.86    | 0.01%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2247                      | CUSIP: 3132DPP85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18037386 | PA      | $18228914.58    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A2              | CUSIP: 06035RAP1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1994232 | PA      | $1972664.44     | 0.00%             | 2060-09-15      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3659                      | CUSIP: 3140XKB58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15032015 | PA      | $15172841.04    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AB2881                      | CUSIP: 36178NFW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1559709 | PA      | $1459218.23     | 0.00%             | 2042-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08858                      | CUSIP: 3128MJ5U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12001 | PA      | $11652.41       | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9314                      | CUSIP: 3138WKK46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      262859 | PA      | $248833.89      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254726                      | CUSIP: 31371K4K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      204614 | PA      | $210148.64      | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3891                        | CUSIP: 36202EKC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       36112 | PA      | $37915.46       | 0.00%             | 2036-08-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BE1<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     6205000 | PA      | $5360084.44     | 0.00%             | 2044-10-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03120                      | CUSIP: 3128M4YR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61371 | PA      | $64683.72       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAU2<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |    13600000 | PA      | $9997571.47     | 0.00%             | 2041-05-11      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| CSAIL 2015-C3 Commercial Mortgage Trust                                          | CSAIL 2015-C3 A4               | CUSIP: 12635FAT1<br>LEI: 549300ZAGI6FKGY8O078 | Long             | ABS-MBS          | CORP              | US        |     2099311 | PA      | $2091036.98     | 0.00%             | 2048-08-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5609                      | CUSIP: 3138ENGT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      812692 | PA      | $797467.65      | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023AS4<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1080533.59     | 0.00%             | 2038-02-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US ULTRA BOND CBT Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         636 | NC      | $1382419.36     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GG8<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    25500000 | PA      | $25580588.13    | 0.01%             | 2034-01-29      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAZ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8975000 | PA      | $7163722.43     | 0.00%             | 2046-08-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SAU7<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    15784000 | PA      | $15474311.15    | 0.00%             | 2026-09-16      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2847                      | CUSIP: 3140QNEV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38936887 | PA      | $31055979.17    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5670                      | CUSIP: 31417CJQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      726843 | PA      | $681084.17      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8079                      | CUSIP: 3132D56Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7304093 | PA      | $6710759.25     | 0.00%             | 2035-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAE3<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     3821000 | PA      | $3894169.39     | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    26330000 | PA      | $25818557.73    | 0.01%             | 2028-02-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A69303                      | CUSIP: 3128L1KQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         410 | PA      | $432.70         | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A51101                      | CUSIP: 3128KDGJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6576 | PA      | $6933.00        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7988                      | CUSIP: 36179W2V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    60632102 | PA      | $53612196.39    | 0.02%             | 2052-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGQ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1124048300 | PA      | $1135200961.11  | 0.36%             | 2030-02-28      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBF7<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $15399876.30    | 0.00%             | 2033-02-15      | Fixed         | 2.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC0897                      | CUSIP: 31417J7K0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8563 | PA      | $8856.07        | 0.00%             | 2039-07-01      | Floating      | 7.45%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LS8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    30050000 | PA      | $29426954.06    | 0.01%             | 2028-10-27      | Variable      | 3.52%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAM7<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4385076.24     | 0.00%             | 2034-11-21      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PET5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    16765000 | PA      | $16994068.29    | 0.01%             | 2063-02-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-B Owner Trust                                       | TAOT 2024-B A3                 | CUSIP: 89237NAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16000000 | PA      | $16213422.40    | 0.01%             | 2029-01-16      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFQ0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     6375000 | PA      | $6496908.83     | 0.00%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7739                      | CUSIP: 3140QFS59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19076553 | PA      | $16031555.20    | 0.01%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAG9<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $5581518.21     | 0.00%             | 2028-09-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EB1<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     3700000 | PA      | $3738749.16     | 0.00%             | 2029-01-11      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01740                      | CUSIP: 31283H4Z5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1093044 | PA      | $1127480.92     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1155                      | CUSIP: 3132DNH89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15488014 | PA      | $13519500.14    | 0.00%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18577                      | CUSIP: 3128MMUB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8912504 | PA      | $8621302.27     | 0.00%             | 2030-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0640                      | CUSIP: 31417YWA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      171679 | PA      | $169976.84      | 0.00%             | 2041-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BF9<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     2900000 | PA      | $3122457.96     | 0.00%             | 2051-01-15      | Fixed         | 7.15%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDY2<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    14700000 | PA      | $14914662.32    | 0.00%             | 2028-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAJ0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $6268624.82     | 0.00%             | 2030-06-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5616                      | CUSIP: 3138ENG29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2604752 | PA      | $2695778.91     | 0.00%             | 2041-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8261                      | CUSIP: 3132D6FA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8568880 | PA      | $8733455.92     | 0.00%             | 2038-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9422                      | CUSIP: 36179YPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24251536 | PA      | $23891841.91    | 0.01%             | 2054-01-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2024-B                                          | HDMOT 2024-B A4                | CUSIP: 41284PAD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2562500 | PA      | $2567594.76     | 0.00%             | 2032-04-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCU2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2524136.27     | 0.00%             | 2034-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K122 A2                   | CUSIP: 3137F82N2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7830000 | PA      | $6825836.17     | 0.00%             | 2030-11-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4627                      | CUSIP: 3138EMD99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      164925 | PA      | $169552.74      | 0.00%             | 2043-12-01      | Floating      | 6.22%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661ES2<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     2560000 | PA      | $2495000.48     | 0.00%             | 2063-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AC4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5141104.28     | 0.00%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Oklahoma                                                    | PUB SVC OKLAHOMA               | CUSIP: 744533BS8<br>LEI: F3TJNSIZRGXRH8GEIK79 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7957732.62     | 0.00%             | 2036-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2014                      | CUSIP: 3133KHGX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44269277 | PA      | $39965329.79    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2016                      | CUSIP: 3138WPG24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1852390 | PA      | $1681579.47     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2604                      | CUSIP: 3140XH3N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3235413 | PA      | $3210368.54     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 563577                      | CUSIP: 36213TCN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3238 | PA      | $3347.35        | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2023-A                                               | VWALT 2023-A A4                | CUSIP: 92867UAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2660000 | PA      | $2682522.49     | 0.00%             | 2028-04-20      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AP4<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     5025000 | PA      | $5149918.45     | 0.00%             | 2027-12-13      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3987                      | CUSIP: 31418DND0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4016590 | PA      | $3594907.10     | 0.00%             | 2040-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4587                      | CUSIP: 31418ECZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    56580499 | PA      | $49929857.79    | 0.02%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08838                      | CUSIP: 3128MJ4Y3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3641159 | PA      | $3649153.79     | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WBK7<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    12800000 | PA      | $12944424.39    | 0.00%             | 2035-05-26      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Evergy Inc                                                                       | EVERGY INC                     | CUSIP: 30034WAE6<br>LEI: 549300PGTHDQY6PSUI61 | Long             | DBT              | CORP              | US        |     5850000 | PA      | $5934897.66     | 0.00%             | 2055-06-01      | Variable      | 6.65%                 | No            |                  2 | On Loan: No      |
| Equitable Holdings Inc                                                           | EQUITABLE HLDGS                | CUSIP: 29452EAC5<br>LEI: 549300FIBAKMNHPZ4009 | Long             | DBT              | CORP              | US        |     6180000 | PA      | $6426221.72     | 0.00%             | 2033-01-11      | Fixed         | 5.59%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FT5<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     8600000 | PA      | $8866546.62     | 0.00%             | 2029-04-16      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5936                      | CUSIP: 3140X9S22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3971750 | PA      | $3587359.09     | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JQ1<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    37131000 | PA      | $30888534.98    | 0.01%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                                       | FIDELITY NATL IN               | CUSIP: 31620MBT2<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | DBT              | CORP              | US        |    14700000 | PA      | $12908798.66    | 0.00%             | 2031-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCY3<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    27789000 | PA      | $26984000.26    | 0.01%             | 2035-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 902185                      | CUSIP: 31411AJ63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       16591 | PA      | $17134.65       | 0.00%             | 2036-11-01      | Floating      | 6.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18619                      | CUSIP: 3128MMVM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2530785 | PA      | $2437896.20     | 0.00%             | 2031-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 834657                      | CUSIP: 31407MJA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31925 | PA      | $32949.14       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056BA4<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2577997.22     | 0.00%             | 2034-05-14      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5353                      | CUSIP: 31418E5P1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    51561307 | PA      | $51593192.37    | 0.02%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2133                      | CUSIP: 3140X5LP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6703 | PA      | $6668.85        | 0.00%             | 2033-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBS4<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    20856000 | PA      | $20215519.73    | 0.01%             | 2034-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08699                      | CUSIP: 3128MJX54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2845862 | PA      | $2707253.16     | 0.00%             | 2046-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13884                      | CUSIP: 3128PTJ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12001 | PA      | $11958.74       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFG6<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     3795000 | PA      | $3836392.43     | 0.00%             | 2032-04-04      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725233                      | CUSIP: 31402CV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       64551 | PA      | $65212.09       | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38143YAC7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |     8650000 | PA      | $9244078.84     | 0.00%             | 2036-05-01      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q40265                      | CUSIP: 3132WDJK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      216790 | PA      | $206027.49      | 0.00%             | 2046-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 012873AK1<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5463768.93     | 0.00%             | 2031-11-01      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1401                      | CUSIP: 31418ARX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3178475 | PA      | $3065031.28     | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sands China Ltd                                                                  | SANDS CHINA LTD                | CUSIP: 80007RAE5<br>LEI: 549300EVO6UZDGY05787 | Long             | DBT              | CORP              | KY        |    21200000 | PA      | $21364150.50    | 0.01%             | 2028-08-08      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58177                      | CUSIP: 3128KMCN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14983 | PA      | $15822.98       | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2018-M8 A2                 | CUSIP: 3136B2GX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4020238 | PA      | $3938655.32     | 0.00%             | 2028-06-25      | Variable      | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9522                      | CUSIP: 3140XRSL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12756994 | PA      | $12068364.24    | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EER6<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    21900000 | PA      | $22245670.17    | 0.01%             | 2028-03-14      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 950372                      | CUSIP: 31413NJR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         558 | PA      | $596.55         | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0916                      | CUSIP: 3140XGAS8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10411507 | PA      | $9010126.11     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GF4<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $17693503.93    | 0.01%             | 2034-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC2546                      | CUSIP: 3140APZL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      528262 | PA      | $517817.38      | 0.00%             | 2054-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LBJ4<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    10450000 | PA      | $9759155.79     | 0.00%             | 2050-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8490                      | CUSIP: 36179XNF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    42362694 | PA      | $41833664.01    | 0.01%             | 2052-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cencora Inc                                                                      | CENCORA INC                    | CUSIP: 03073EAN5<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | DBT              | CORP              | US        |     5132000 | PA      | $4209440.95     | 0.00%             | 2045-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0877                      | CUSIP: 3140JG6P5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1413407 | PA      | $1369687.13     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEQ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    10265000 | PA      | $10624174.51    | 0.00%             | 2030-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Memorial Sloan-Kettering Cancer Center                                           | MEMORIAL SLOAN                 | CUSIP: 586054AA6<br>LEI: 549300IZ71UAMEHWL382 | Long             | DBT              | CORP              | US        |      700000 | PA      | $666395.18      | 0.00%             | 2042-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| University of California                                                         | UNIV OF CALIFORNIA-AQ          | CUSIP: 91412GC86<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4925000 | PA      | $4014338.44     | 0.00%             | 2115-05-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                  | CUSIP: 03831WAB4<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |    11250000 | PA      | $11401823.21    | 0.00%             | 2029-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Las Vegas Sands Corp                                                             | LAS VEGAS SAN                  | CUSIP: 517834AK3<br>LEI: 549300DUOO1KXOHPM605 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6164206.62     | 0.00%             | 2029-08-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JJ0<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     1708000 | PA      | $1296520.87     | 0.00%             | 2046-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03066                      | CUSIP: 3128M4W33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      105247 | PA      | $110771.87      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAG6<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |    10575000 | PA      | $10946395.59    | 0.00%             | 2034-01-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBD1<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    28044000 | PA      | $28988017.96    | 0.01%             | 2055-05-13      | Fixed         | 7.38%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AM7<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9420902.21     | 0.00%             | 2047-04-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AU0<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5073344.65     | 0.00%             | 2031-02-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4929                      | CUSIP: 3140X8PP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4420184 | PA      | $4081611.23     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBL1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4962561.97     | 0.00%             | 2032-05-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255770                      | CUSIP: 31371MCF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59454 | PA      | $61363.08       | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust                                                          | BMWOT 2025-A A4                | CUSIP: 096924AE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      700000 | PA      | $711082.05      | 0.00%             | 2032-12-27      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552568                      | CUSIP: 36213EZ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4209 | PA      | $4321.23        | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6293                      | CUSIP: 3140X97F6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13322929 | PA      | $11558817.28    | 0.00%             | 2051-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523AX8<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |      362000 | PA      | $383908.04      | 0.00%             | 2027-05-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889736                      | CUSIP: 31410KPV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103347 | PA      | $104359.26      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | BIO-RAD LABS                   | CUSIP: 090572AQ1<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     6215000 | PA      | $5725742.10     | 0.00%             | 2032-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0028                      | CUSIP: 3132ACA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34438065 | PA      | $30954251.91    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV7503                      | CUSIP: 3140MMKR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      463754 | PA      | $423763.42      | 0.00%             | 2037-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAD9<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     4140000 | PA      | $3544216.50     | 0.00%             | 2043-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9105                      | CUSIP: 3138ERDK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2810092 | PA      | $2742576.16     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBR6<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3744583.50     | 0.00%             | 2028-05-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5259                        | CUSIP: 36202FZY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2917473 | PA      | $2810489.86     | 0.00%             | 2041-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBS9<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     8377000 | PA      | $7153618.36     | 0.00%             | 2031-03-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08564                      | CUSIP: 3128MJTW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      463216 | PA      | $457645.32      | 0.00%             | 2043-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAP9<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4929888.63     | 0.00%             | 2029-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08729                      | CUSIP: 3128MJY38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      397243 | PA      | $388195.41      | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6.5 7/25                  | CUSIP: 01F062671<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32000000 | PA      | $33030003.20    | 0.01%             | 2025-07-14      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CH0<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     3275000 | PA      | $3575463.03     | 0.00%             | 2037-09-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| New Jersey Economic Development Authority                                        | NJ ECON-SER A                  | CUSIP: 645913AA2<br>LEI: 5493006JS6QWDVU4R678 | Long             | DBT              | MUN               | US        |    10800000 | PA      | $11406221.28    | 0.00%             | 2029-02-15      | Fixed         | 7.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1600                      | CUSIP: 3140X4X68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      733265 | PA      | $677099.38      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1893                      | CUSIP: 3132DPC63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13503835 | PA      | $13394032.96    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Emera US Finance LP                                                              | EMERA US FINANCE               | CUSIP: 29103DAM8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16925000 | PA      | $14062782.41    | 0.00%             | 2046-06-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBN6<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |    14760000 | PA      | $15045817.21    | 0.00%             | 2029-07-16      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448GA0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3037046.46     | 0.00%             | 2028-02-07      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 850310                      | CUSIP: 31408FVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1756 | PA      | $1815.13        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAQ2<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    18685000 | PA      | $18266062.66    | 0.01%             | 2029-02-19      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD2416                      | CUSIP: 3140F9VJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      157368 | PA      | $144871.78      | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGB1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   417725000 | PA      | $419519910.02   | 0.13%             | 2029-12-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAQ4<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     9790000 | PA      | $9515856.45     | 0.00%             | 2035-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD3 Mortgage Trust                                                       | CD 2017-CD3 AS                 | CUSIP: 12515GAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3706000 | PA      | $3306732.61     | 0.00%             | 2050-02-10      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     4275000 | PA      | $4239915.22     | 0.00%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2U5<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    38000000 | PA      | $39314511.21    | 0.01%             | 2028-07-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XDB8<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    23107000 | PA      | $23070890.65    | 0.01%             | 2055-08-03      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| District of Columbia Water & Sewer Authority                                     | DC WTR & SWR-A-TXBL            | CUSIP: 254845JZ4<br>LEI: 549300OT2FIJQJ5PSH71 | Long             | DBT              | MUN               | US        |     3750000 | PA      | $3196665.00     | 0.00%             | 2114-10-01      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3783                      | CUSIP: 3140X7FZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11281636 | PA      | $10640211.54    | 0.00%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAY4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     7070000 | PA      | $6945676.40     | 0.00%             | 2028-02-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HRX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9617569.31     | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 935520                      | CUSIP: 31412UYR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34950 | PA      | $34641.63       | 0.00%             | 2039-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Royal Caribbean Cruises Ltd                                                      | ROYAL CARIBBEAN                | CUSIP: 780153AW2<br>LEI: K2NEH8QNVW44JIWK7Z55 | Long             | DBT              | CORP              | LR        |     8412000 | PA      | $8193174.39     | 0.00%             | 2028-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAF6<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     2504000 | PA      | $2684847.50     | 0.00%             | 2039-11-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                 | CUSIP: 302635AK3<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4124611.17     | 0.00%             | 2028-10-12      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AF4<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     8620000 | PA      | $9027138.54     | 0.00%             | 2029-01-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Resources Corp                                                | CENTERPOINT ENER               | CUSIP: 15189YAG1<br>LEI: 2JADVB0458J06WCD4N56 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4608430.73     | 0.00%             | 2028-03-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CC5<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1644701.95     | 0.00%             | 2027-09-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26865                      | CUSIP: 31297ETW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         550 | PA      | $564.17         | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5515                      | CUSIP: 3140XMDV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12294342 | PA      | $12666043.12    | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-2              | CUSIP: 64966SHZ2<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     7000000 | PA      | $6787539.50     | 0.00%             | 2044-10-01      | Fixed         | 5.26%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFJ9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $33074175.57    | 0.01%             | 2034-11-01      | Variable      | 6.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2373                      | CUSIP: 36179QT68<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3065043 | PA      | $3012564.90     | 0.00%             | 2044-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MORTGAGE TRUST                                                       | BMO 2023-C6 A5                 | CUSIP: 055985AE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6620000 | PA      | $6986106.52     | 0.00%             | 2056-09-15      | Variable      | 5.96%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C7                                            | UBSCM 2017-C7 AS               | CUSIP: 90276WAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2894316.00     | 0.00%             | 2050-12-15      | Variable      | 4.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C77913                      | CUSIP: 31288GYJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21961 | PA      | $22600.71       | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824AV2<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |      950000 | PA      | $1043863.06     | 0.00%             | 2039-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385AY7<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     7500000 | PA      | $6402914.00     | 0.00%             | 2047-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256270                      | CUSIP: 31371MT31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      216286 | PA      | $226911.42      | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42136                      | CUSIP: 3128K2LR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4707 | PA      | $4870.20        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2023-B Owner Trust                                       | NAROT 2023-B A4                | CUSIP: 65480MAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3800000 | PA      | $3903779.90     | 0.00%             | 2030-10-15      | Fixed         | 5.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2030                      | CUSIP: 3132DPHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3770698 | PA      | $3853157.12     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3034                      | CUSIP: 36179RLP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15671055 | PA      | $14477411.57    | 0.00%             | 2045-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786317                      | CUSIP: 3622AB4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11987660 | PA      | $11829528.58    | 0.00%             | 2052-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Louisiana Local Government Environmental Facilities & Community Development Auth | LA LOCAL GOVT -A1-A3           | CUSIP: 54627RAR1<br>LEI: 5493004WIZ1HV87IVF85 | Long             | DBT              | MUN               | US        |     3250415 | PA      | $3296423.13     | 0.00%             | 2031-06-01      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CV1<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |    11694000 | PA      | $10051666.56    | 0.00%             | 2031-06-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13585                      | CUSIP: 3128PS6W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      109236 | PA      | $108848.96      | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08451                      | CUSIP: 3128MJQD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      315212 | PA      | $312337.27      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9649                      | CUSIP: 3140QVWK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18495093 | PA      | $18204547.99    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9334                      | CUSIP: 3138WKLQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      631077 | PA      | $612883.16      | 0.00%             | 2032-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJT9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   611165000 | PA      | $612621290.07   | 0.19%             | 2027-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HL0<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     3145000 | PA      | $2582416.01     | 0.00%             | 2068-03-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7736                      | CUSIP: 3138WHS29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1319107 | PA      | $1173709.70     | 0.00%             | 2046-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5422                      | CUSIP: 31418FAY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24995457 | PA      | $25817663.03    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0423                      | CUSIP: 3140XFPH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6469289 | PA      | $5735274.82     | 0.00%             | 2042-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| RELX Capital Inc                                                                 | RELX CAPITAL INC               | CUSIP: 74949LAC6<br>LEI: 2R15C3RTKJN1RCBOV146 | Long             | DBT              | CORP              | US        |    14177000 | PA      | $14072147.85    | 0.00%             | 2029-03-18      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995196                      | CUSIP: 31416BRR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1615301 | PA      | $1699305.25     | 0.00%             | 2038-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 642141                      | CUSIP: 36291YLW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       24310 | PA      | $25412.84       | 0.00%             | 2036-09-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5651                      | CUSIP: 3140QRH55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10701753 | PA      | $10948385.10    | 0.00%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AM7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5385381.17     | 0.00%             | 2028-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4770                        | CUSIP: 36202FJP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3387709 | PA      | $3271173.43     | 0.00%             | 2040-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01222                      | CUSIP: 31292HLB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2953 | PA      | $3107.30        | 0.00%             | 2031-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-5C27                                                   | BBCMS 2024-5C27 AS             | CUSIP: 05555FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2250000 | PA      | $2361183.53     | 0.00%             | 2057-07-15      | Variable      | 6.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC6007                      | CUSIP: 3140F1U91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      888880 | PA      | $865827.09      | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93759                      | CUSIP: 312942E84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      849391 | PA      | $823847.10      | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Comerica Bank                                                                    | COMERICA BANK                  | CUSIP: 200339EX3<br>LEI: 70WY0ID1N53Q4254VH70 | Long             | DBT              | CORP              | US        |     5110000 | PA      | $4966560.38     | 0.00%             | 2033-08-25      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AJ2<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     7374000 | PA      | $7213677.78     | 0.00%             | 2027-03-27      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2025-A                                                   | NALT 2025-A A3                 | CUSIP: 65479XAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3500000 | PA      | $3539372.90     | 0.00%             | 2028-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A22830                      | CUSIP: 31297AEB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4270 | PA      | $4324.83        | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBV7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    14800000 | PA      | $10377905.57    | 0.00%             | 2041-11-19      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| NOV Inc                                                                          | NATIONAL OILWELL               | CUSIP: 637071AM3<br>LEI: 549300EHF3IW1AR6U008 | Long             | DBT              | CORP              | US        |     3438000 | PA      | $3298081.68     | 0.00%             | 2029-12-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG9416                      | CUSIP: 3133CAN97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128330 | PA      | $122975.01      | 0.00%             | 2053-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5114                        | CUSIP: 36202FVF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1182211 | PA      | $1139733.20     | 0.00%             | 2041-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EZ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    10750000 | PA      | $9401913.41     | 0.00%             | 2052-09-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312CA2<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    28250000 | PA      | $25692524.21    | 0.01%             | 2053-03-03      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    12750000 | PA      | $7749005.82     | 0.00%             | 2071-09-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Apollo Global Management Inc                                                     | APOLLO GLOBAL                  | CUSIP: 03769MAA4<br>LEI: 254900LMFT1CY9IYB476 | Long             | DBT              | CORP              | US        |     5090000 | PA      | $5560797.23     | 0.00%             | 2033-11-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JR5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    79765000 | PA      | $69100806.80    | 0.02%             | 2031-02-10      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BA3<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    15788000 | PA      | $16109202.03    | 0.01%             | 2035-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAM9<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $988840.01      | 0.00%             | 2027-12-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd/New York                                             | NATL AUS BANK/NY               | CUSIP: 63253QAJ3<br>LEI: 549300E2IPL06NDXMZ63 | Long             | DBT              | CORP              | AU        |     7000000 | PA      | $7129931.05     | 0.00%             | 2027-06-11      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCH2<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     3797000 | PA      | $3844839.30     | 0.00%             | 2034-01-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA-H           | CUSIP: 913366EP1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    19050000 | PA      | $20292961.07    | 0.01%             | 2048-05-15      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Clorox Co/The                                                                    | CLOROX CO                      | CUSIP: 189054AX7<br>LEI: 54930044KVSC06Z79I06 | Long             | DBT              | CORP              | US        |     9313000 | PA      | $8229338.75     | 0.00%             | 2030-05-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST-TXBL             | CUSIP: 13063D7E2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7800000 | PA      | $8361472.08     | 0.00%             | 2031-10-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CD9<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6978631.76     | 0.00%             | 2034-08-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6559                      | CUSIP: 3138EPJD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2766414 | PA      | $2648907.31     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Accenture Capital Inc                                                            | ACCENTURE CAPITA               | CUSIP: 00440KAD5<br>LEI: 254900FRO0P7RIINYT25 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $15565312.30    | 0.00%             | 2034-10-04      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FK4<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     7500000 | PA      | $7736437.58     | 0.00%             | 2027-11-18      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A30147                      | CUSIP: 31297KEU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37311 | PA      | $37773.71       | 0.00%             | 2034-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3652                      | CUSIP: 3140XKBW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13480642 | PA      | $11345713.71    | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2024-A                                                   | BMWOT 2024-A A3                | CUSIP: 096919AD7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    12250000 | PA      | $12404441.88    | 0.00%             | 2029-02-26      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61582                      | CUSIP: 31335BXK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2031091 | PA      | $1922644.94     | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787108                      | CUSIP: 3622ACYD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    41522851 | PA      | $43397416.57    | 0.01%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY5643                      | CUSIP: 3138YKHV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1287602 | PA      | $1248738.86     | 0.00%             | 2030-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LWU6<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     8300000 | PA      | $8652013.97     | 0.00%             | 2028-09-25      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8967                      | CUSIP: 3138ET6D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1284145 | PA      | $1223253.28     | 0.00%             | 2046-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAD8<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $8391204.08     | 0.00%             | 2030-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAX3<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    55500000 | PA      | $50278797.06    | 0.02%             | 2032-01-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4383                      | CUSIP: 31418D2R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    43867867 | PA      | $40139843.78    | 0.01%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04576                      | CUSIP: 3128M6MZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      384987 | PA      | $405813.23      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GB4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    10882000 | PA      | $10328195.50    | 0.00%             | 2029-07-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RBH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    16890000 | PA      | $14230036.99    | 0.00%             | 2042-12-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659BD2<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |    31912000 | PA      | $27191564.54    | 0.01%             | 2031-05-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDL2<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    17225000 | PA      | $10314150.17    | 0.00%             | 2051-01-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Tampa Electric Co                                                                | TAMPA ELECTRIC                 | CUSIP: 875127BM3<br>LEI: WS423EPRKJIIJUITXD73 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2551669.60     | 0.00%             | 2029-03-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9965                      | CUSIP: 36180ACA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    92052942 | PA      | $92197695.36    | 0.03%             | 2054-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2022-B                                              | FORDO 2022-B A4                | CUSIP: 34534LAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      975000 | PA      | $972029.86      | 0.00%             | 2027-08-15      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6255                      | CUSIP: 3140QD5R1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28393899 | PA      | $24030256.20    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH1247                      | CUSIP: 3138A2L56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19343 | PA      | $19221.40       | 0.00%             | 2026-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JW7<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    48625000 | PA      | $48130518.17    | 0.02%             | 2030-07-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3430                      | CUSIP: 3138A4Y41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31603 | PA      | $31437.25       | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 933176                      | CUSIP: 31412SFR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24526 | PA      | $26646.50       | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Svensk Exportkredit AB                                                           | SWEDISH EXP CRED               | CUSIP: 87031CAE3<br>LEI: 1FOLRR5RWTWWI397R131 | Long             | DBT              | NUSS              | SE        |    10900000 | PA      | $10592808.00    | 0.00%             | 2027-03-22      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8800                      | CUSIP: 36179XX50<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    91959272 | PA      | $90774956.34    | 0.03%             | 2053-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3803                      | CUSIP: 36179SGL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33617228 | PA      | $31056647.14    | 0.01%             | 2046-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KR1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     9658000 | PA      | $8267858.56     | 0.00%             | 2046-05-18      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2680                      | CUSIP: 36179Q6R7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1909213 | PA      | $1884585.28     | 0.00%             | 2045-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Drive Auto Receivables Trust                                                     | DRIVE 2025-1 A3                | CUSIP: 262102AC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2008328.20     | 0.00%             | 2032-09-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GZR8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    26580000 | PA      | $26223025.68    | 0.01%             | 2028-03-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAX1<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     1375000 | PA      | $1371317.05     | 0.00%             | 2028-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BU5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     6900000 | PA      | $6807815.59     | 0.00%             | 2055-03-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CT7<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4064150.05     | 0.00%             | 2027-11-21      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDY2<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     4525000 | PA      | $4558272.34     | 0.00%             | 2028-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCM0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    26584000 | PA      | $25753204.55    | 0.01%             | 2027-01-14      | Fixed         | 2.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8042                      | CUSIP: 36179W5B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36005073 | PA      | $30633497.61    | 0.01%             | 2052-05-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BD8<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    11504000 | PA      | $12586094.72    | 0.00%             | 2032-01-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| International Finance Corp                                                       | INTL FIN CORP                  | CUSIP: 45950KCU2<br>LEI: QKL54NQY28TCDAI75F60 | Long             | DBT              | CORP              | N/A       |     8965000 | PA      | $7667887.92     | 0.00%             | 2030-08-27      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331BJ5<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |     4685000 | PA      | $4754525.57     | 0.00%             | 2028-06-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Applied Materials Inc                                                            | APPLIED MATERIAL               | CUSIP: 038222AK1<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | DBT              | CORP              | US        |     6475000 | PA      | $6664962.47     | 0.00%             | 2035-10-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K537 A2                   | CUSIP: 3137HKPF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5200000 | PA      | $5249250.24     | 0.00%             | 2030-02-25      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3936                      | CUSIP: 36179SLR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    45358828 | PA      | $40613986.47    | 0.01%             | 2046-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CY3<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     9100000 | PA      | $8809422.47     | 0.00%             | 2054-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-2 Class AA Pass Through Trust                               | UNTD AIR 19-2 AA               | CUSIP: 90932JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3633070 | PA      | $3246249.87     | 0.00%             | 2033-11-01      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAG9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     7850000 | PA      | $7740867.12     | 0.00%             | 2026-11-21      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571204                      | CUSIP: 36200SRZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1242 | PA      | $1275.56        | 0.00%             | 2031-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CB6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    15336000 | PA      | $15288984.70    | 0.00%             | 2028-11-13      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738882                      | CUSIP: 3620AS2P3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      668522 | PA      | $645015.38      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5445                      | CUSIP: 31418FBP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   102457500 | PA      | $104210393.68   | 0.03%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7878                      | CUSIP: 3140XPXG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18020172 | PA      | $18452358.73    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2019-C16                                           | UBSCM 2019-C16 A4              | CUSIP: 90276YAE3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4200000 | PA      | $4028066.70     | 0.00%             | 2052-04-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX5316                      | CUSIP: 3138Y64A9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2626777 | PA      | $2599622.59     | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Starbucks Corp                                                                   | STARBUCKS CORP                 | CUSIP: 855244BM0<br>LEI: OQSJ1DU9TAOC51A47K68 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6313954.93     | 0.00%             | 2035-05-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00860                      | CUSIP: 31292G5V4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1984 | PA      | $2086.17        | 0.00%             | 2029-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CK5<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $2860275.09     | 0.00%             | 2044-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XBZ2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4250000 | PA      | $4424605.73     | 0.00%             | 2033-03-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBB5<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |     2628000 | PA      | $2726022.29     | 0.00%             | 2030-05-13      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD2342                      | CUSIP: 31418PS89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      167354 | PA      | $169296.82      | 0.00%             | 2040-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7536                      | CUSIP: 3132DVLR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    49722880 | PA      | $42003656.05    | 0.01%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6293                      | CUSIP: 3140XM7F7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5640529 | PA      | $5844799.42     | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BH6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    29718000 | PA      | $20045808.03    | 0.01%             | 2050-04-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AM1<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1102904.20     | 0.00%             | 2061-08-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8162                      | CUSIP: 3132DWB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18116690 | PA      | $15780104.31    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAP7<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     6000000 | PA      | $5871455.70     | 0.00%             | 2055-03-03      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4815                      | CUSIP: 3140XLK56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9695783 | PA      | $8390738.09     | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BL6<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16273322.26    | 0.01%             | 2029-04-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-C                                         | WOART 2022-C A3                | CUSIP: 98163TAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      951987 | PA      | $949195.56      | 0.00%             | 2027-10-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBQ6<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6490724.12     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6775                      | CUSIP: 3140XNQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12990721 | PA      | $13718519.42    | 0.00%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXP9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $11749167.96    | 0.00%             | 2034-04-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18664                      | CUSIP: 3128MMW25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2107727 | PA      | $2078063.24     | 0.00%             | 2032-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27123                      | CUSIP: 31297E4G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24787 | PA      | $25624.06       | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYC2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    36440000 | PA      | $27237397.31    | 0.01%             | 2042-04-22      | Variable      | 3.21%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG D98635                      | CUSIP: 3128E5SY6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18029 | PA      | $18071.51       | 0.00%             | 2028-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01601                      | CUSIP: 31283HX67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38399 | PA      | $37734.61       | 0.00%             | 2033-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7310                      | CUSIP: 36179WDP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22446011 | PA      | $17475662.49    | 0.01%             | 2051-04-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Mississippi Power Co                                                             | MISS POWER CO                  | CUSIP: 605417CD4<br>LEI: LNZ0J6YZ5SC6ILIRU850 | Long             | DBT              | CORP              | US        |      900000 | PA      | $590264.93      | 0.00%             | 2051-07-30      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | AGL CAPITAL CORP               | CUSIP: 001192AH6<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $6471415.53     | 0.00%             | 2041-03-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBR5<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    26395000 | PA      | $27376293.87    | 0.01%             | 2033-03-08      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8470                      | CUSIP: 3138ETMU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10590678 | PA      | $9839036.61     | 0.00%             | 2046-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGK4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    41753000 | PA      | $32194024.16    | 0.01%             | 2041-03-22      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CU0<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    22400000 | PA      | $23000336.90    | 0.01%             | 2064-03-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD4 Mortgage Trust                                                       | CD 2017-CD4 AM                 | CUSIP: 12515DAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3000000 | PA      | $2892273.00     | 0.00%             | 2050-05-10      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CCE9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   591770000 | PA      | $552056682.20   | 0.18%             | 2028-05-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK8852                      | CUSIP: 3140HNZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3860662 | PA      | $3643815.61     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6306                      | CUSIP: 3138EPAG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1216590 | PA      | $1200969.90     | 0.00%             | 2045-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DK6<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     8825000 | PA      | $8039134.71     | 0.00%             | 2054-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397G31<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    62855000 | PA      | $62533743.32    | 0.02%             | 2031-11-05      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585ABD3<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     3825000 | PA      | $3771778.53     | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0260                      | CUSIP: 3618N5JE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    45796641 | PA      | $46474404.01    | 0.01%             | 2055-03-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMD8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    78248000 | PA      | $78054746.96    | 0.02%             | 2035-10-25      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54334                      | CUSIP: 3132XWY88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4575464 | PA      | $4197554.82     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Abbott Laboratories                                                              | ABBOTT LABS                    | CUSIP: 002824BN9<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |    18425000 | PA      | $17467830.45    | 0.01%             | 2043-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234ET1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    28621000 | PA      | $29477186.34    | 0.01%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKH4<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |     2824000 | PA      | $2431468.24     | 0.00%             | 2032-02-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAP7<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $14858536.60    | 0.00%             | 2053-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YGA7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    73748000 | PA      | $76448647.15    | 0.02%             | 2036-04-17      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SL3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   632664200 | PA      | $371517221.80   | 0.12%             | 2050-02-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BJ1<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |      975000 | PA      | $888578.60      | 0.00%             | 2032-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5279                        | CUSIP: 36202F2L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2207055 | PA      | $2061546.73     | 0.00%             | 2042-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBR3<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5584873.49     | 0.00%             | 2033-11-01      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190337                      | CUSIP: 31368HLS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       96839 | PA      | $97798.91       | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K754 A2                   | CUSIP: 3137HBC51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4750000 | PA      | $4902921.98     | 0.00%             | 2030-11-25      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3804                      | CUSIP: 36179SGM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1204460 | PA      | $1140258.33     | 0.00%             | 2046-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern Co Gas Capital Corp                                                     | SOUTHERN GAS                   | CUSIP: 8426EPAG3<br>LEI: E8CD46SWUD2TSN8PA636 | Long             | DBT              | CORP              | US        |     7750000 | PA      | $8128202.26     | 0.00%             | 2033-09-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723434                      | CUSIP: 3620A9V32<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      270248 | PA      | $273193.27      | 0.00%             | 2039-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAX7<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    15428000 | PA      | $11379918.57    | 0.00%             | 2041-06-29      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7844734.68     | 0.00%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | VOYA FINANCIAL                 | CUSIP: 929089AF7<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11478959.15    | 0.00%             | 2048-01-23      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4170                      | CUSIP: 3138WDT43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      588369 | PA      | $562812.68      | 0.00%             | 2044-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK12                                                                  | BANK 2018-BN12 A4              | CUSIP: 06541KBA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6200000 | PA      | $6174172.04     | 0.00%             | 2061-05-15      | Variable      | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K059 A2                   | CUSIP: 3137BSRE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5000000 | PA      | $4930414.00     | 0.00%             | 2026-09-25      | Variable      | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2929                      | CUSIP: 31418CHF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3962002 | PA      | $3652334.36     | 0.00%             | 2047-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BN1<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |     5425000 | PA      | $5938009.60     | 0.00%             | 2036-06-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Oklahoma Development Finance Authority                                           | OK ST DEV FIN AUTH             | CUSIP: 6789084D3<br>LEI: 549300PXGPHUWC32DJ91 | Long             | DBT              | MUN               | US        |    12240000 | PA      | $11545078.90    | 0.00%             | 2045-11-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0658                      | CUSIP: 3138EGWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2296766 | PA      | $2273604.41     | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6690                      | CUSIP: 31419HNG3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126261 | PA      | $131628.83      | 0.00%             | 2041-06-01      | Floating      | 7.71%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAF9<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     2825000 | PA      | $1915576.51     | 0.00%             | 2051-03-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Atlantic City Electric Co                                                        | ATLANTIC CITY EL               | CUSIP: 048303CJ8<br>LEI: 549300S5TW3VP5V06B73 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3101240.38     | 0.00%             | 2031-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0351                      | CUSIP: 3138W9L99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      218695 | PA      | $214816.85      | 0.00%             | 2028-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78815                      | CUSIP: 31288HYL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2332 | PA      | $2359.02        | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03931                      | CUSIP: 3128M5VY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      154557 | PA      | $163029.99      | 0.00%             | 2038-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828U24<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   483511000 | PA      | $471423225.00   | 0.15%             | 2026-11-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK5                                                                   | BANK 2017-BNK5 A5              | CUSIP: 06541WAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7000000 | PA      | $6856370.50     | 0.00%             | 2060-06-15      | Fixed         | 3.39%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VGT5<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    10611000 | PA      | $10756072.76    | 0.00%             | 2033-05-09      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6593                      | CUSIP: 3138A8KF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      151390 | PA      | $150474.93      | 0.00%             | 2026-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGZ8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   278695000 | PA      | $275124220.31   | 0.09%             | 2030-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ0534                      | CUSIP: 3138MFSY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      879251 | PA      | $805112.22      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJL4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    25000000 | PA      | $21791896.44    | 0.01%             | 2031-10-24      | Variable      | 1.92%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CQ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6562000 | PA      | $6870788.61     | 0.00%             | 2029-06-01      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AC1<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |     4181000 | PA      | $4239945.95     | 0.00%             | 2030-04-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2473                      | CUSIP: 31418BXB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1128819 | PA      | $1087860.82     | 0.00%             | 2035-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0511                      | CUSIP: 31417YR90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      386001 | PA      | $385726.17      | 0.00%             | 2030-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1927                      | CUSIP: 3138EJD96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       92316 | PA      | $96091.23       | 0.00%             | 2039-11-01      | Floating      | 6.69%                 | No            |                  2 | On Loan: No      |
| Commonwealth of Massachusetts                                                    | MA CONS LN-BABS                | CUSIP: 57582PUE8<br>LEI: 5493001N1YCXNI1O7K10 | Long             | DBT              | MUN               | US        |     6745000 | PA      | $6846034.03     | 0.00%             | 2039-12-01      | Fixed         | 5.46%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FG8<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    16132000 | PA      | $11607117.80    | 0.00%             | 2060-03-20      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8345                      | CUSIP: 36179XHW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    44949790 | PA      | $40995754.99    | 0.01%             | 2052-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| General Motors Co                                                                | GENERAL MOTORS C               | CUSIP: 37045VAK6<br>LEI: 54930070NSV60J38I987 | Long             | DBT              | CORP              | US        |     9436000 | PA      | $9976556.26     | 0.00%             | 2036-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CR5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10266866.04    | 0.00%             | 2031-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9543                      | CUSIP: 36179YS88<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    54969954 | PA      | $56545447.48    | 0.02%             | 2054-03-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BR2<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     8962000 | PA      | $8875736.94     | 0.00%             | 2028-09-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375BD3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |      300000 | PA      | $322680.18      | 0.00%             | 2028-07-15      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CE7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     3295000 | PA      | $3341715.97     | 0.00%             | 2039-11-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBF2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    11546000 | PA      | $8714521.58     | 0.00%             | 2046-04-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8045                      | CUSIP: 3132DV5E1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4046261 | PA      | $3681957.70     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885543                      | CUSIP: 31410CZG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8543 | PA      | $8950.80        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q46456                      | CUSIP: 3132WLE69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2993319 | PA      | $2762923.52     | 0.00%             | 2047-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAM2<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $2519340.79     | 0.00%             | 2051-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FP6<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11982724.43    | 0.00%             | 2027-03-23      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Regions Bank/Birmingham AL                                                       | REGIONS BK ALAB                | CUSIP: 75913MAA7<br>LEI: EQTWLK1G7ODGC2MGLV11 | Long             | DBT              | CORP              | US        |     1514000 | PA      | $1567881.36     | 0.00%             | 2037-06-26      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0218                      | CUSIP: 31419AG43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1122727 | PA      | $1112281.18     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBR5<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    14250000 | PA      | $12649866.00    | 0.00%             | 2032-03-10      | Variable      | 2.67%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-5                                       | EART 2022-5A D                 | CUSIP: 30167FAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      850000 | PA      | $867225.93      | 0.00%             | 2029-02-15      | Fixed         | 7.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB7522                      | CUSIP: 3140QTLC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45933369 | PA      | $47806752.06    | 0.02%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Coterra Energy Inc                                                               | COTERRA ENERGY                 | CUSIP: 127097AM5<br>LEI: FCNMH6O7VWU7LHXMK351 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2375559.41     | 0.00%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 780097BG5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    15800000 | PA      | $15952717.61    | 0.01%             | 2029-05-18      | Variable      | 4.89%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBQ3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     8915000 | PA      | $9066704.99     | 0.00%             | 2055-03-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAA6<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2507022.04     | 0.00%             | 2031-05-25      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AZ2<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     5454000 | PA      | $5219023.88     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53280                      | CUSIP: 3128KFUD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9069 | PA      | $9524.09        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4326                      | CUSIP: 31418DYY2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    68996799 | PA      | $57638552.60    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G05Q2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |   121835000 | PA      | $105304549.04   | 0.03%             | 2030-08-05      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB5665                      | CUSIP: 31417CJK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      431929 | PA      | $405254.60      | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AV4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    29800000 | PA      | $29631971.46    | 0.01%             | 2033-10-04      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 429670                      | CUSIP: 36207EJP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9666 | PA      | $10041.96       | 0.00%             | 2033-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLU3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   366190000 | PA      | $370023551.56   | 0.12%             | 2031-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AY2<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    18700000 | PA      | $19239920.32    | 0.01%             | 2029-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAV8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    23425000 | PA      | $23331148.79    | 0.01%             | 2029-07-23      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAY1<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $13183999.54    | 0.00%             | 2031-06-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5531                      | CUSIP: 36179UEC2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      160734 | PA      | $164954.74      | 0.00%             | 2048-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAG8<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $5712763.69     | 0.00%             | 2030-08-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LBC2<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |    23193000 | PA      | $22832380.77    | 0.01%             | 2031-01-15      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2496                      | CUSIP: 31418BX27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1889802 | PA      | $1806699.12     | 0.00%             | 2036-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2758                      | CUSIP: 3132DQB39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8211252 | PA      | $8321536.54     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAF8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     6890000 | PA      | $7207972.10     | 0.00%             | 2035-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995525                      | CUSIP: 31416B4J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      374347 | PA      | $394851.45      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3775                      | CUSIP: 3140QPFR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3241685 | PA      | $3032253.80     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2025-P2                                           | CRVNA 2025-P2 A3               | CUSIP: 14688YAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4025734.80     | 0.00%             | 2030-08-12      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBZ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    24720000 | PA      | $23549323.50    | 0.01%             | 2055-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2181                      | CUSIP: 3132DPM62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13817529 | PA      | $13946976.95    | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    18855000 | PA      | $17263975.23    | 0.01%             | 2031-02-11      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAU1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     3865000 | PA      | $3624362.67     | 0.00%             | 2030-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890006                      | CUSIP: 31410KYB4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      198324 | PA      | $203949.24      | 0.00%             | 2036-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CG6<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     9555000 | PA      | $8869059.70     | 0.00%             | 2064-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AR1<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     8050000 | PA      | $6054112.94     | 0.00%             | 2050-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAJ4<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9716568.09     | 0.00%             | 2031-06-17      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5596                      | CUSIP: 36179UGD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5472150 | PA      | $5333997.63     | 0.00%             | 2048-11-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651332                      | CUSIP: 36292KSV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1522 | PA      | $1583.14        | 0.00%             | 2036-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002BC4<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |    12415000 | PA      | $10139259.10    | 0.00%             | 2046-12-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CX5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5009918.39     | 0.00%             | 2033-05-26      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 59562EAH8<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     3250000 | PA      | $3460540.13     | 0.00%             | 2036-10-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 941128                      | CUSIP: 31413CA58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6842 | PA      | $7436.28        | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7883                      | CUSIP: 36179WXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16607088 | PA      | $15156615.42    | 0.00%             | 2052-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CC6<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $9686629.98     | 0.00%             | 2028-01-19      | Variable      | 2.34%                 | No            |                  2 | On Loan: No      |
| NSTAR Electric Co                                                                | NSTAR ELECTRIC                 | CUSIP: 67021CAN7<br>LEI: 54930080R72Y2Z31UR68 | Long             | DBT              | CORP              | US        |     1430000 | PA      | $1375902.49     | 0.00%             | 2029-05-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 758796                      | CUSIP: 31403U7H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       62606 | PA      | $63239.02       | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CD 2016-CD2 Mortgage Trust                                                       | CD 2016-CD2 A4                 | CUSIP: 12515ABE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5000000 | PA      | $4827254.00     | 0.00%             | 2049-11-10      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFM2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11775000 | PA      | $12088506.27    | 0.00%             | 2039-02-07      | Variable      | 5.94%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EB0<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |     3400000 | PA      | $3618294.68     | 0.00%             | 2033-10-23      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Commonwealth Financing Authority                                                 | CMWLTH FIN AUTH-A              | CUSIP: 20281PNE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2720000 | PA      | $2007668.18     | 0.00%             | 2042-06-01      | Fixed         | 2.99%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q45094                      | CUSIP: 3132WJUU3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36070632 | PA      | $32102349.88    | 0.01%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995939                      | CUSIP: 31416CLU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      544381 | PA      | $563255.88      | 0.00%             | 2039-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255842                      | CUSIP: 31371MEP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      179383 | PA      | $181434.46      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DK4<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     3191000 | PA      | $2703253.22     | 0.00%             | 2048-01-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAU2<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $5184494.53     | 0.00%             | 2050-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8016                      | CUSIP: 3132DV3Z6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13356242 | PA      | $11717107.68    | 0.00%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4098                      | CUSIP: 3140XKRU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5911854 | PA      | $5998645.60     | 0.00%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK1772                      | CUSIP: 3138E56J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      318727 | PA      | $314782.73      | 0.00%             | 2027-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CU6<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $1675509.10     | 0.00%             | 2046-05-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5085                      | CUSIP: 3133KYUJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    68776443 | PA      | $59355466.56    | 0.02%             | 2040-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YDE6<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    10000000 | PA      | $10259570.46    | 0.00%             | 2035-05-26      | Variable      | 5.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6818                      | CUSIP: 36179VSF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9771190 | PA      | $7972796.59     | 0.00%             | 2050-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHZ5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     5955000 | PA      | $5440216.09     | 0.00%             | 2031-02-13      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KJ1<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |   100000000 | PA      | $98724291.08    | 0.03%             | 2027-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07925                      | CUSIP: 3128MAD63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3452351 | PA      | $3317589.65     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4432                      | CUSIP: 31417A4S5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1528084 | PA      | $1436350.69     | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCH1<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2283000 | PA      | $2297853.05     | 0.00%             | 2027-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08015                      | CUSIP: 3128MJAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      146885 | PA      | $151598.96      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251499                      | CUSIP: 31371GKL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1360 | PA      | $1430.42        | 0.00%             | 2028-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NR2<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     2976000 | PA      | $2506765.60     | 0.00%             | 2048-11-01      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2B2<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    13000000 | PA      | $13088879.17    | 0.00%             | 2028-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Embraer Netherlands Finance BV                                                   | EMBRAER NL FINAN               | CUSIP: 29082HAE2<br>LEI: 724500PBR8LR26XBSP67 | Long             | DBT              | CORP              | NL        |     7400000 | PA      | $7632074.05     | 0.00%             | 2035-02-11      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2019-GC39                                           | GSMS 2019-GC39 A4              | CUSIP: 36260JAD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5775000 | PA      | $5485972.80     | 0.00%             | 2052-05-10      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AY0<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     5500000 | PA      | $5635934.84     | 0.00%             | 2033-03-21      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8056                      | CUSIP: 3132DV5R2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12285425 | PA      | $10762349.37    | 0.00%             | 2050-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBP5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3700000 | PA      | $3669155.00     | 0.00%             | 2030-02-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17327CAY9<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    27296000 | PA      | $26774342.18    | 0.01%             | 2056-03-04      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5561                      | CUSIP: 31418FFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21773991 | PA      | $21359716.41    | 0.01%             | 2044-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBH7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |      800000 | PA      | $773093.35      | 0.00%             | 2026-10-04      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0444                      | CUSIP: 3132CWP57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      887816 | PA      | $852701.96      | 0.00%             | 2035-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08836                      | CUSIP: 3128MJ4W7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24530127 | PA      | $23182066.06    | 0.01%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAG4<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     9600000 | PA      | $10396124.75    | 0.00%             | 2030-02-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Corp                                                                 | FIRSTENERGY CORP               | CUSIP: 337932AJ6<br>LEI: 549300SVYJS666PQJH88 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $9355635.17     | 0.00%             | 2047-07-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 755631                      | CUSIP: 31403RPQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31864 | PA      | $32198.85       | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3174                      | CUSIP: 36179RQ36<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9909624 | PA      | $9412375.63     | 0.00%             | 2045-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2024-1                                  | COPAR 2024-1 A3                | CUSIP: 14043NAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2300000 | PA      | $2314537.38     | 0.00%             | 2029-07-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1703                      | CUSIP: 3132AD3L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4046940 | PA      | $3838601.49     | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41049                      | CUSIP: 3128K1EW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4729 | PA      | $4893.89        | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| City of Hope                                                                     | CITY OF HOPE/THE               | CUSIP: 17858PAB7<br>LEI: 549300QIQJNNQEIXBL15 | Long             | DBT              | CORP              | US        |     7375000 | PA      | $5848740.44     | 0.00%             | 2048-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9990                      | CUSIP: 3138WLC43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1998652 | PA      | $1947509.72     | 0.00%             | 2047-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD 2017-CD5 Mortgage Trust                                                       | CD 2017-CD5 A4                 | CUSIP: 12515HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3500000 | PA      | $3419872.40     | 0.00%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QB7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   122867000 | PA      | $119545751.41   | 0.04%             | 2039-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HP1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    14091000 | PA      | $11970000.02    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93763                      | CUSIP: 312942FC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      143678 | PA      | $142574.25      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Rockwell Automation Inc                                                          | ROCKWELL AUTOMAT               | CUSIP: 773903AJ8<br>LEI: VH3R4HHBHH12O0EXZJ88 | Long             | DBT              | CORP              | US        |     8150000 | PA      | $6712669.85     | 0.00%             | 2049-03-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEZ8<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    22400000 | PA      | $22492591.23    | 0.01%             | 2027-02-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BA2<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $12549339.16    | 0.00%             | 2053-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31855                      | CUSIP: 31297MBY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14168 | PA      | $14616.67       | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060AX4<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |    32382000 | PA      | $28991930.52    | 0.01%             | 2030-03-31      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HRY8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     9075000 | PA      | $8995695.32     | 0.00%             | 2028-02-01      | Variable      | 3.78%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECU7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    46118000 | PA      | $46456828.47    | 0.01%             | 2030-09-10      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9482                      | CUSIP: 3140LYRC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31181838 | PA      | $26194851.66    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CF3<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1993246.99     | 0.00%             | 2053-05-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725238                      | CUSIP: 31402CV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      997785 | PA      | $1007938.21     | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCB0<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2309232.11     | 0.00%             | 2030-01-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08753                      | CUSIP: 3128MJZT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18494 | PA      | $18055.14       | 0.00%             | 2047-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3855                      | CUSIP: 31418DH96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3222145 | PA      | $3011753.29     | 0.00%             | 2034-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5906                      | CUSIP: 3140QRR47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16564820 | PA      | $16647534.52    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EYV3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     3780000 | PA      | $3665445.57     | 0.00%             | 2027-01-21      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3695                      | CUSIP: 3140FPC98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3708846 | PA      | $3407373.86     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SF1<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    17100000 | PA      | $16707954.18    | 0.01%             | 2034-09-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4653                      | CUSIP: 3132DSE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11067367 | PA      | $10918580.23    | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFH0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    13410000 | PA      | $13577468.18    | 0.00%             | 2032-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8167                      | CUSIP: 3132DWCC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55612116 | PA      | $46387739.88    | 0.01%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BF6<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $4673610.19     | 0.00%             | 2031-01-30      | Fixed         | 1.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9187                      | CUSIP: 3140E2F55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      877754 | PA      | $811343.83      | 0.00%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CU8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    11785000 | PA      | $9348921.29     | 0.00%             | 2070-04-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAK9<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     3394000 | PA      | $3209253.82     | 0.00%             | 2028-04-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RQ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   367758000 | PA      | $254787339.38   | 0.08%             | 2046-02-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Edison International                                                             | EDISON INTL                    | CUSIP: 281020BA4<br>LEI: 549300I7ROF15MAEVP56 | Long             | DBT              | CORP              | US        |    12025000 | PA      | $11892387.38    | 0.00%             | 2029-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0697                      | CUSIP: 36179MX21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4522853 | PA      | $4019220.13     | 0.00%             | 2043-01-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7079                      | CUSIP: 3140XN2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19238067 | PA      | $19310083.10    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5021                      | CUSIP: 36179TSJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      768026 | PA      | $751035.82      | 0.00%             | 2048-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448ES3<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    27510000 | PA      | $25781487.51    | 0.01%             | 2030-03-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 687930                      | CUSIP: 36296DHF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3561 | PA      | $3739.33        | 0.00%             | 2038-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254767                      | CUSIP: 31371K6C0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      377140 | PA      | $387552.61      | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23629                      | CUSIP: 31297BA69<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27453 | PA      | $27786.37       | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BD4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    25569000 | PA      | $22884800.63    | 0.01%             | 2046-03-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4812                      | CUSIP: 3132DSKZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12611579 | PA      | $12687164.91    | 0.00%             | 2054-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2021-C Owner Trust                                       | TAOT 2021-C A4                 | CUSIP: 89239BAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      719272 | PA      | $713473.01      | 0.00%             | 2027-01-15      | Fixed         | 0.72%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BL3<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1925929.97     | 0.00%             | 2027-02-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| WakeMed                                                                          | WAKEMED                        | CUSIP: 931108AA2<br>LEI: 549300RAN6BZ6UMO7Z44 | Long             | DBT              | CORP              | US        |     2375000 | PA      | $1597300.42     | 0.00%             | 2052-10-01      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23918                      | CUSIP: 31297BK76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         835 | PA      | $845.26         | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAD4<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |    18625000 | PA      | $18802611.38    | 0.01%             | 2029-03-29      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723526                      | CUSIP: 3620A9YX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      571545 | PA      | $565458.53      | 0.00%             | 2039-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q39434                      | CUSIP: 3132QWPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      568325 | PA      | $525469.47      | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nordson Corp                                                                     | NORDSON CORP                   | CUSIP: 655663AA0<br>LEI: 14OS6Q5N55N95WM84M53 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2577893.55     | 0.00%             | 2028-09-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| CNA Financial Corp                                                               | CNA FINANCIAL                  | CUSIP: 126117AY6<br>LEI: 549300YX2GSZD7YG1R84 | Long             | DBT              | CORP              | US        |     5406000 | PA      | $5412682.20     | 0.00%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4165                      | CUSIP: 3140XKTX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4645966 | PA      | $3924703.42     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO4657                      | CUSIP: 3140K0E79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25304016 | PA      | $21272898.64    | 0.01%             | 2049-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96949LAD7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12853322.41    | 0.00%             | 2027-06-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAY2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10694770.59    | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257424                      | CUSIP: 31371N4H5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1154 | PA      | $1167.27        | 0.00%             | 2028-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5841                      | CUSIP: 3140X9P33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6360871 | PA      | $6188166.83     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of New Hampshire                                               | PUB SVC NEW HAMP               | CUSIP: 744538AF6<br>LEI: 549300SHPFALUPKK2351 | Long             | DBT              | CORP              | US        |     5471000 | PA      | $5664584.81     | 0.00%             | 2033-10-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783473                      | CUSIP: 36241L2E5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3300086 | PA      | $3090891.89     | 0.00%             | 2041-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FH1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    48150000 | PA      | $46452400.51    | 0.01%             | 2027-01-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 701094AS3<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10098739.48    | 0.00%             | 2029-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mohawk Industries Inc                                                            | MOHAWK INDUST                  | CUSIP: 608190AL8<br>LEI: 549300JI1115MG3Q6322 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5384756.88     | 0.00%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1121                      | CUSIP: 3138EHG71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       93509 | PA      | $92835.52       | 0.00%             | 2026-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CL0<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    17446000 | PA      | $17435129.24    | 0.01%             | 2034-02-09      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8349                      | CUSIP: 36179XH25<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    49825296 | PA      | $50183913.65    | 0.02%             | 2052-10-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lincoln National Corp                                                            | LINCOLN NATL CRP               | CUSIP: 534187BH1<br>LEI: EFQMQROEDSNBRIP7LE47 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $9590130.16     | 0.00%             | 2028-03-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHZ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   306260000 | PA      | $317768675.03   | 0.10%             | 2030-09-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255313                      | CUSIP: 31371LSA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      194168 | PA      | $200150.48      | 0.00%             | 2034-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865AY1<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     3256000 | PA      | $3207731.65     | 0.00%             | 2027-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 808280                      | CUSIP: 31406E6R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3000 | PA      | $3099.98        | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFJ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    22692000 | PA      | $19657084.55    | 0.01%             | 2031-10-14      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HT3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    17465000 | PA      | $17936621.13    | 0.01%             | 2032-11-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 912441                      | CUSIP: 31411NWA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7271 | PA      | $7651.47        | 0.00%             | 2037-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 722219                      | CUSIP: 31401YK87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19463 | PA      | $19666.22       | 0.00%             | 2033-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCQ6<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    35895000 | PA      | $33710945.16    | 0.01%             | 2053-02-06      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8288                      | CUSIP: 3132DWF57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5625961 | PA      | $5539778.80     | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBE2<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |   112635000 | PA      | $78562912.50    | 0.02%             | 2052-03-15      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EN3<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $967519.50      | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1240                      | CUSIP: 31418ALW6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      198149 | PA      | $194333.40      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3939                      | CUSIP: 31418DLV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7714164 | PA      | $7019622.90     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C1                                            | UBSCM 2017-C1 AS               | CUSIP: 90276EAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3400000 | PA      | $3297679.72     | 0.00%             | 2050-06-15      | Fixed         | 3.72%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2161                      | CUSIP: 3132DPMJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12123734 | PA      | $12176695.18    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                                 | BMARK 2024-V5 AM               | CUSIP: 08163XBA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      550000 | PA      | $573046.93      | 0.00%             | 2057-01-10      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08730                      | CUSIP: 3128MJY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1634064 | PA      | $1596846.41     | 0.00%             | 2046-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828YQ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   376090000 | PA      | $365115810.39   | 0.12%             | 2026-10-31      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EL7<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2020043.90     | 0.00%             | 2033-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFQ7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     4425000 | PA      | $3925296.50     | 0.00%             | 2045-04-21      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4305                      | CUSIP: 31418DYB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   219232495 | PA      | $174790867.33   | 0.06%             | 2051-04-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7413                      | CUSIP: 3132DVGW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27992711 | PA      | $27596703.53    | 0.01%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAP5<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     7860000 | PA      | $7745347.25     | 0.00%             | 2027-07-15      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDJ7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1072665800 | PA      | $917757776.80   | 0.29%             | 2031-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M3 A2                 | CUSIP: 3136AVYL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8645303 | PA      | $8430448.60     | 0.00%             | 2026-12-25      | Variable      | 2.55%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                 | CUSIP: 25466AAP6<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3015125.64     | 0.00%             | 2028-09-13      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAJ0<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |     5036000 | PA      | $5245993.39     | 0.00%             | 2034-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QH2144                      | CUSIP: 3133CELZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23599491 | PA      | $24062241.14    | 0.01%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AH4<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4018584.42     | 0.00%             | 2029-06-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1602                      | CUSIP: 36179NX78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      336140 | PA      | $331860.98      | 0.00%             | 2044-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2015-SG1                                   | WFCM 2015-SG1 A4               | CUSIP: 94989QAV2<br>LEI: 549300ZJL46M82UL2Z22 | Long             | ABS-MBS          | CORP              | US        |     3042509 | PA      | $3033820.76     | 0.00%             | 2048-09-15      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8122                      | CUSIP: 3132DWAX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    70582518 | PA      | $58963231.18    | 0.02%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAR1<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $13167088.77    | 0.00%             | 2052-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K108 A2                   | CUSIP: 3137FTBM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12506000 | PA      | $11158847.43    | 0.00%             | 2030-03-25      | Fixed         | 1.52%                 | No            |                  2 | On Loan: No      |
| Union Electric Co                                                                | UNION ELECTRIC                 | CUSIP: 906548CH3<br>LEI: QMPJLLDULY5C1M8PNY21 | Long             | DBT              | CORP              | US        |     2365000 | PA      | $3016465.71     | 0.00%             | 2039-03-15      | Fixed         | 8.45%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DCD5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |     5661000 | PA      | $5727359.64     | 0.00%             | 2055-08-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BL6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3192000 | PA      | $3275631.56     | 0.00%             | 2030-03-19      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DZ8<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    21244042 | PA      | $20851758.25    | 0.01%             | 2036-01-05      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Appalachian Power Co                                                             | APPALACHIAN PWR                | CUSIP: 037735CT2<br>LEI: 3SCHO1ABYYIG382BEI70 | Long             | DBT              | CORP              | US        |     8395000 | PA      | $6822521.96     | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FR2<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     7010000 | PA      | $6684029.10     | 0.00%             | 2040-03-23      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGA1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    55600000 | PA      | $54543775.36    | 0.02%             | 2027-10-21      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA7681                      | CUSIP: 31416RRB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1161789 | PA      | $1151779.50     | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAQ6<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9307805.61     | 0.00%             | 2035-08-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Council Of Europe Development Bank                                               | COUNCIL OF EUROP               | CUSIP: 222213BB5<br>LEI: 549300UYNXMI821WYG82 | Long             | DBT              | CORP              | N/A       |    16100000 | PA      | $16041937.37    | 0.01%             | 2028-01-26      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WBN7<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     5612000 | PA      | $5538248.43     | 0.00%             | 2054-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK9437                      | CUSIP: 3138EEPX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2349490 | PA      | $2206573.52     | 0.00%             | 2042-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-A Owner Trust                                       | NAROT 2022-A A4                | CUSIP: 65479QAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1725000 | PA      | $1701397.52     | 0.00%             | 2029-12-17      | Fixed         | 2.07%                 | No            |                  2 | On Loan: No      |
| Arthur J Gallagher & Co                                                          | ARTHUR J GALLAGH               | CUSIP: 04316JAP4<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |     5880000 | PA      | $5641949.22     | 0.00%             | 2055-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CE6<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    15855000 | PA      | $14726962.42    | 0.00%             | 2029-11-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Brunswick Corp/DE                                                                | BRUNSWICK CORP                 | CUSIP: 117043AV1<br>LEI: YM4O38W15AX4YLLQKU27 | Long             | DBT              | CORP              | US        |     4375000 | PA      | $3351355.52     | 0.00%             | 2052-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Bay Area Toll Authority                                                          | BAY AREA CA TOLL AUTH          | CUSIP: 072024XW7<br>LEI: 5493001FUZGUQMIP5D78 | Long             | DBT              | MUN               | US        |     5425000 | PA      | $3536653.52     | 0.00%             | 2055-04-01      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Texas Eastern Transmission LP                                                    | TEXAS EAST TRANS               | CUSIP: 882389CC1<br>LEI: 549300SIOULUXXIDGA69 | Long             | DBT              | CORP              | US        |     3205000 | PA      | $3549625.36     | 0.00%             | 2032-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8368                      | CUSIP: 3132DWJM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17339520 | PA      | $17679521.80    | 0.01%             | 2053-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SW9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   856851000 | PA      | $588850765.16   | 0.19%             | 2041-02-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8489                      | CUSIP: 3132DWNE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    88359855 | PA      | $84504228.07    | 0.03%             | 2054-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPWK7<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |      500000 | PA      | $511217.50      | 0.00%             | 2028-09-22      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   763165000 | PA      | $707954782.03   | 0.23%             | 2028-01-31      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT2713                      | CUSIP: 3138WQAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      413552 | PA      | $425326.46      | 0.00%             | 2043-07-01      | Floating      | 7.24%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91606                      | CUSIP: 3128P7YB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2255026 | PA      | $2177151.67     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02675                      | CUSIP: 3132GF6L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      366909 | PA      | $354871.43      | 0.00%             | 2041-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACZ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     7665000 | PA      | $7795304.84     | 0.00%             | 2028-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                | CUSIP: 05253JB67<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    13750000 | PA      | $13819228.29    | 0.00%             | 2026-12-16      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3437                      | CUSIP: 3140XJZB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6712333 | PA      | $6859121.31     | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216BK6<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    19117000 | PA      | $16919794.32    | 0.01%             | 2045-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q48111                      | CUSIP: 3132WNAM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3427077 | PA      | $3248379.69     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 366983                      | CUSIP: 36204DUG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1105424 | PA      | $1066741.91     | 0.00%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAT6<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     3480000 | PA      | $2898392.63     | 0.00%             | 2047-09-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05964HBB0<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    11200000 | PA      | $11533697.01    | 0.00%             | 2030-03-14      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CT4<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    42900000 | PA      | $38095793.11    | 0.01%             | 2032-05-24      | Variable      | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0324                      | CUSIP: 3140Q7LE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1241860 | PA      | $1208918.20     | 0.00%             | 2047-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBQ3<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    18623000 | PA      | $18932351.72    | 0.01%             | 2030-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90949                      | CUSIP: 3128P7BS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2952 | PA      | $2947.53        | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST                          | CUSIP: 13063D3T3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4700000 | PA      | $4490086.72     | 0.00%             | 2043-03-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889150                      | CUSIP: 31410GZP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      166428 | PA      | $172294.24      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-B                                            | MBALT 2024-B A3                | CUSIP: 58769GAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2750000 | PA      | $2749222.03     | 0.00%             | 2028-02-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-A Owner Trust                                       | TAOT 2025-A A4                 | CUSIP: 89240JAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6350000 | PA      | $6461262.16     | 0.00%             | 2030-05-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 88339WAA4<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     4990000 | PA      | $3420881.34     | 0.00%             | 2051-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4045                      | CUSIP: 3132E0P63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11857748 | PA      | $9502181.55     | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252161                      | CUSIP: 31371HB64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1491 | PA      | $1515.17        | 0.00%             | 2028-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122DZ8<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2148707.02     | 0.00%             | 2033-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAP4<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     2889000 | PA      | $2727720.67     | 0.00%             | 2037-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M7 A2                 | CUSIP: 3136AV7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7089474 | PA      | $6953755.39     | 0.00%             | 2027-02-25      | Variable      | 2.96%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748CD2<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    11020000 | PA      | $10621978.87    | 0.00%             | 2055-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893302                      | CUSIP: 31410PNT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41176 | PA      | $43308.89       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| State Board of Administration Finance Corp                                       | FLORIDA ST BRD OF ADM          | CUSIP: 341271AF1<br>LEI: 549300S34SOJ0RULXM35 | Long             | DBT              | MUN               | US        |    13700000 | PA      | $12258084.59    | 0.00%             | 2030-07-01      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FZ2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    11552000 | PA      | $11485094.07    | 0.00%             | 2028-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFE1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     4605000 | PA      | $4640287.26     | 0.00%             | 2028-04-04      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2024-5C1                                   | WFCM 2024-5C1 AS               | CUSIP: 95003VAF5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2500000 | PA      | $2617163.50     | 0.00%             | 2057-07-15      | Fixed         | 6.52%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05733                      | CUSIP: 3128M7V29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      618052 | PA      | $626022.64      | 0.00%             | 2039-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Iberdrola International BV                                                       | IBERDROLA INTL                 | CUSIP: 29266MAF6<br>LEI: 549300ZMLFJKWC63XN87 | Long             | DBT              | CORP              | NL        |    10285000 | PA      | $11675407.53    | 0.00%             | 2036-07-15      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7828                      | CUSIP: 36179WVV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    43584560 | PA      | $38552016.23    | 0.01%             | 2052-01-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513AQ8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3446935.83     | 0.00%             | 2027-03-02      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C12                                                    | BBCMS 2021-C12 A5              | CUSIP: 05552XBG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4300000 | PA      | $3791776.98     | 0.00%             | 2054-11-15      | Fixed         | 2.69%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CK6<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6482237.12     | 0.00%             | 2028-10-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5390                      | CUSIP: 31418E7C8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28727530 | PA      | $29672499.06    | 0.01%             | 2054-06-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4977                        | CUSIP: 36202FQ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4095821 | PA      | $3952341.90     | 0.00%             | 2041-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08271                      | CUSIP: 3128MJJR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1055096 | PA      | $1112171.43     | 0.00%             | 2038-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8113                      | CUSIP: 3132DWAN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   236630896 | PA      | $188884200.08   | 0.06%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BA9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    16712000 | PA      | $12784992.91    | 0.00%             | 2049-12-07      | Fixed         | 3.94%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CU1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     9078000 | PA      | $9279030.23     | 0.00%             | 2029-06-07      | Fixed         | 5.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4869                      | CUSIP: 31418EMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25604605 | PA      | $25700453.50    | 0.01%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins Health System Corp/The                                             | JOHNS HOP HEALTH               | CUSIP: 478111AC1<br>LEI: 549300D81FCFUS7TQR04 | Long             | DBT              | CORP              | US        |     7425000 | PA      | $5827004.85     | 0.00%             | 2046-05-15      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08515                      | CUSIP: 3128MJSD3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      664692 | PA      | $605708.38      | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp / Newcrest Finance Pty Ltd                                          | NEWMNT / NEWCRST               | CUSIP: 65163LAR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    70360000 | PA      | $72218298.54    | 0.02%             | 2034-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7533                      | CUSIP: 36179WLN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   139167687 | PA      | $113445059.05   | 0.04%             | 2051-08-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCJ2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    16900000 | PA      | $18278696.88    | 0.01%             | 2032-11-09      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AN5<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     2993000 | PA      | $3206779.10     | 0.00%             | 2033-10-10      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08499                      | CUSIP: 3128MJRV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      224729 | PA      | $205235.76      | 0.00%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 903817                      | CUSIP: 31411CDW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       36766 | PA      | $38644.37       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Service Enterprise Group Inc                                              | PUBLIC SERVICE                 | CUSIP: 744573AX4<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $15966012.54    | 0.01%             | 2033-10-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZL3235                      | CUSIP: 3131XJSY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11489766 | PA      | $10810049.56    | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACX1<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |     3915000 | PA      | $3836788.07     | 0.00%             | 2062-09-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DZ6<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    10525000 | PA      | $10908461.88    | 0.00%             | 2030-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2025-3 A1A                | CUSIP: 92348KDY6<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |     7000000 | PA      | $7030725.80     | 0.00%             | 2030-03-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00644                      | CUSIP: 31292GWD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1155 | PA      | $1174.44        | 0.00%             | 2028-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-163 A2                  | CUSIP: 3137HCXK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10000000 | PA      | $10328122.00    | 0.00%             | 2034-03-25      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| MyMichigan Health                                                                | MIDMICHIGAN HLTH               | CUSIP: 597861AA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2014997.86     | 0.00%             | 2050-06-01      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| NetApp Inc                                                                       | NETAPP INC                     | CUSIP: 64110DAJ3<br>LEI: QTX3D84DZDD5JYOCYH15 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3846129.08     | 0.00%             | 2027-06-22      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8078                      | CUSIP: 3132D56P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39978033 | PA      | $35690620.85    | 0.01%             | 2035-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV3616                      | CUSIP: 3138XFAS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      776886 | PA      | $762157.70      | 0.00%             | 2028-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 733713                      | CUSIP: 31402NDS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18825 | PA      | $19012.90       | 0.00%             | 2033-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDQ2<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    11658000 | PA      | $11644167.45    | 0.00%             | 2027-03-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7467                      | CUSIP: 3140XBJM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22798578 | PA      | $20946581.09    | 0.01%             | 2036-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DD9091                      | CUSIP: 3140BAC53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4599997 | PA      | $4399273.61     | 0.00%             | 2055-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCP9<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |    12083000 | PA      | $11839871.72    | 0.00%             | 2053-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD4469                      | CUSIP: 31418R6F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38712 | PA      | $40281.60       | 0.00%             | 2040-05-01      | Floating      | 6.83%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2025-1 A1                | CUSIP: 34529BAA4<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     6000000 | PA      | $6066214.20     | 0.00%             | 2030-04-15      | Fixed         | 4.63%                 | No            |                  2 | On Loan: No      |
| New York State Dormitory Authority                                               | NYS DORM-F-BABS-UNREF          | CUSIP: 64990FMT8<br>LEI: 549300C8XO7EXTX2XU71 | Long             | DBT              | MUN               | US        |     2705000 | PA      | $2782459.57     | 0.00%             | 2039-03-15      | Fixed         | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5330                      | CUSIP: 3132DS4P4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9493250 | PA      | $9738731.31     | 0.00%             | 2054-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DM8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    27201000 | PA      | $28825033.12    | 0.01%             | 2037-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08434                      | CUSIP: 3128MJPU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2089509 | PA      | $2023098.04     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15632                      | CUSIP: 3128MEPR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2237 | PA      | $2233.45        | 0.00%             | 2026-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BBA7<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    10468000 | PA      | $10692579.09    | 0.00%             | 2033-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DV8<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    14300000 | PA      | $14594871.81    | 0.00%             | 2028-01-11      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2554                      | CUSIP: 3140QMZU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18809533 | PA      | $15801278.96    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   718260000 | PA      | $732569082.35   | 0.23%             | 2030-01-31      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587DH7<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4686049.64     | 0.00%             | 2028-03-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT5424                      | CUSIP: 3138WTA22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      480798 | PA      | $436767.77      | 0.00%             | 2043-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08766                      | CUSIP: 3128MJZ86<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3368366 | PA      | $3104893.24     | 0.00%             | 2047-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C6 MORTGAGE TRUST                                                       | BMO 2023-C6 AS                 | CUSIP: 055985AJ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2200000 | PA      | $2368369.52     | 0.00%             | 2056-09-15      | Variable      | 6.55%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AN3<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    12430000 | PA      | $9208735.59     | 0.00%             | 2045-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                                             | VZMT 2023-1 A                  | CUSIP: 92348KBG7<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-CBDO         | CORP              | US        |    10700000 | PA      | $10700073.83    | 0.00%             | 2029-01-22      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| Indiana Michigan Power Co                                                        | IND MICH POWER                 | CUSIP: 454889AM8<br>LEI: JHR9V15J0ZRG02MIRD06 | Long             | DBT              | CORP              | US        |     4890000 | PA      | $5262657.93     | 0.00%             | 2037-03-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RBB8<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |    11990000 | PA      | $12162084.74    | 0.00%             | 2034-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40930                      | CUSIP: 3128K1A76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6732 | PA      | $6961.42        | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BC1<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     3475000 | PA      | $3402791.85     | 0.00%             | 2026-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08563                      | CUSIP: 3128MJTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      575771 | PA      | $552983.46      | 0.00%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CM0<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $5756965.87     | 0.00%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2023-2 A                 | CUSIP: 02582JKB5<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |     4800000 | PA      | $4900050.72     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432PA7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $12750777.21    | 0.00%             | 2033-01-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18628                      | CUSIP: 3128MMVW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3466729 | PA      | $3299541.32     | 0.00%             | 2031-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786788                      | CUSIP: 3622ACND8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20112564 | PA      | $20638055.50    | 0.01%             | 2053-06-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hartford Financial Services Group Inc/The                                        | HARTFORD INSUR                 | CUSIP: 416515BE3<br>LEI: IU7C3FTM7Y3BQM112U94 | Long             | DBT              | CORP              | US        |    10106000 | PA      | $9504759.54     | 0.00%             | 2029-08-19      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YAZ4<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |     8625000 | PA      | $6365608.19     | 0.00%             | 2047-10-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AK1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     4660000 | PA      | $4695971.62     | 0.00%             | 2041-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAT5<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    11750000 | PA      | $11649470.48    | 0.00%             | 2029-09-18      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661EF0<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    11650000 | PA      | $9040461.99     | 0.00%             | 2062-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GA1<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     9475000 | PA      | $9342177.39     | 0.00%             | 2033-01-26      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66447                      | CUSIP: 3128KXEU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3215 | PA      | $3393.59        | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893290                      | CUSIP: 31410PNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7107 | PA      | $7483.40        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   628211000 | PA      | $385957133.13   | 0.12%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6363                      | CUSIP: 3140QEB92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34551770 | PA      | $30516582.57    | 0.01%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CG2<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    29600000 | PA      | $29972683.97    | 0.01%             | 2031-12-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8224                      | CUSIP: 3132DWD59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4595432 | PA      | $3820263.91     | 0.00%             | 2052-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RMN9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    77516000 | PA      | $54234187.27    | 0.02%             | 2057-12-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| County of Cook IL                                                                | COOK CNTY-TXB-D-BABS           | CUSIP: 213185DV0<br>LEI: 5493004UMR7OX4YITE10 | Long             | DBT              | MUN               | US        |     2695000 | PA      | $2847635.10     | 0.00%             | 2034-11-15      | Fixed         | 6.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00924                      | CUSIP: 31283HAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1228 | PA      | $1238.34        | 0.00%             | 2028-03-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4772                      | CUSIP: 3140X8JS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7581504 | PA      | $7504658.03     | 0.00%             | 2045-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03565                      | CUSIP: 31292K6A0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1275755 | PA      | $1235237.87     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCW4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     1890000 | PA      | $1847016.22     | 0.00%             | 2028-02-24      | Variable      | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3286                      | CUSIP: 3140J7UL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1170915 | PA      | $1139123.23     | 0.00%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAJ1<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |     4425000 | PA      | $3622521.08     | 0.00%             | 2054-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    11643000 | PA      | $11972516.77    | 0.00%             | 2029-07-20      | Variable      | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7409                      | CUSIP: 3140XBGT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31323177 | PA      | $26029719.96    | 0.01%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| McKesson Corp                                                                    | MCKESSON CORP                  | CUSIP: 581557BW4<br>LEI: 549300WZWOM80UCFSF54 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $12296632.18    | 0.00%             | 2030-05-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Leggett & Platt Inc                                                              | LEGGETT & PLATT                | CUSIP: 524660AY3<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Long             | DBT              | CORP              | US        |    12475000 | PA      | $12104966.69    | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3892                        | CUSIP: 36202EKD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4394 | PA      | $4651.92        | 0.00%             | 2036-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BC7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     2370000 | PA      | $2359767.85     | 0.00%             | 2028-09-11      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2641                      | CUSIP: 31418B5B8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2285781 | PA      | $2033832.88     | 0.00%             | 2046-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8144                      | CUSIP: 31417FBN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      448137 | PA      | $453325.91      | 0.00%             | 2037-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alabama Power Co                                                                 | ALABAMA POWER CO               | CUSIP: 010392FJ2<br>LEI: 0RL818ELFOHP5JHOFU19 | Long             | DBT              | CORP              | US        |     3350000 | PA      | $2694943.15     | 0.00%             | 2042-12-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF2                                   | CF 2019-CF2 A5                 | CUSIP: 12528YAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6160000 | PA      | $5720592.42     | 0.00%             | 2052-11-15      | Fixed         | 2.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7171                      | CUSIP: 3140XA6H0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13840250 | PA      | $12776516.50    | 0.00%             | 2036-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 796161                      | CUSIP: 31405QQN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43351 | PA      | $44740.31       | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Municipal Electric Authority of Georgia                                          | MEAG TXB-PLT VOGTLE            | CUSIP: 626207YM0<br>LEI: JA0WNILDDF2KUPS83B16 | Long             | DBT              | MUN               | US        |     6593000 | PA      | $7035769.40     | 0.00%             | 2057-04-01      | Fixed         | 6.66%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAM0<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     4325000 | PA      | $3093464.38     | 0.00%             | 2041-11-15      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAG8<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $4517527.94     | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Valero Energy Corp                                                               | VALERO ENERGY                  | CUSIP: 91913YAT7<br>LEI: 549300XTO5VR8SKV1V74 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4299641.33     | 0.00%             | 2045-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92764                      | CUSIP: 312941B97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14652 | PA      | $15175.95       | 0.00%             | 2040-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBT4<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7292101.32     | 0.00%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CC6<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $7180029.03     | 0.00%             | 2052-03-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFZ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    25790000 | PA      | $26445618.21    | 0.01%             | 2031-04-17      | Variable      | 5.19%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                 | CUSIP: 89837LAB1<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     5830000 | PA      | $6206318.80     | 0.00%             | 2039-03-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAM7<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8598907.10     | 0.00%             | 2028-01-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Expand Energy Corp                                                               | EXPAND ENRGY                   | CUSIP: 845467AS8<br>LEI: X2MT1W32SPAZ9WSKLE78 | Long             | DBT              | CORP              | US        |    18915000 | PA      | $18979160.06    | 0.01%             | 2030-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJU5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     4305000 | PA      | $4389542.98     | 0.00%             | 2036-02-12      | Variable      | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 746641                      | CUSIP: 31403EP27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20669 | PA      | $20886.07       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lloyds Banking Group PLC                                                         | LLOYDS BK GR PLC               | CUSIP: 53944YAS2<br>LEI: 549300PPXHEU2JF0AM85 | Long             | DBT              | CORP              | GB        |    22588000 | PA      | $22307780.17    | 0.01%             | 2028-03-18      | Variable      | 3.75%                 | No            |                  2 | On Loan: No      |
| George Washington University/The                                                 | GEORGE WASHINGTO               | CUSIP: 372546AU5<br>LEI: 5493002S4P5IVD462L47 | Long             | DBT              | CORP              | US        |     1742000 | PA      | $1578980.71     | 0.00%             | 2045-09-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Rush Obligated Group                                                             | RUSH OBL GROUP                 | CUSIP: 78200JAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2875000 | PA      | $2818449.68     | 0.00%             | 2029-11-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAS1<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |     7950000 | PA      | $8042638.05     | 0.00%             | 2032-05-22      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CE2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    62454000 | PA      | $41433222.75    | 0.01%             | 2052-03-17      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A52756                      | CUSIP: 3128KFBZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37721 | PA      | $39654.44       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4585                      | CUSIP: 36179TCW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10463725 | PA      | $9362607.96     | 0.00%             | 2047-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2962                      | CUSIP: 36179RJF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4633827 | PA      | $4423196.46     | 0.00%             | 2045-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMY4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   772616000 | PA      | $772555635.51   | 0.25%             | 2027-04-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-6                                    | SDART 2023-6 A3                | CUSIP: 80287DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2581350 | PA      | $2594319.83     | 0.00%             | 2028-07-17      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBH8<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |    11850000 | PA      | $11529322.09    | 0.00%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PES7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    22765000 | PA      | $22795443.50    | 0.01%             | 2053-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CA2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    54500000 | PA      | $40670717.06    | 0.01%             | 2041-05-12      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200AS0<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |       50000 | PA      | $52884.41       | 0.00%             | 2028-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03146                      | CUSIP: 3128M4ZK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130668 | PA      | $135356.59      | 0.00%             | 2037-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 9128283F5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   345325500 | PA      | $333913569.64   | 0.11%             | 2027-11-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2772                      | CUSIP: 3132DQCH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23893833 | PA      | $24013144.45    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8063                      | CUSIP: 3132DV5Y7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5028750 | PA      | $4574417.35     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08849                      | CUSIP: 3128MJ5K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2376419 | PA      | $2376438.22     | 0.00%             | 2048-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                                               | UBS AG STAMFORD                | CUSIP: 22550L2M2<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    31577000 | PA      | $34055165.92    | 0.01%             | 2028-02-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Allegion US Holding Co Inc                                                       | ALLEGION US HLDG               | CUSIP: 01748NAF1<br>LEI: 5493002B66JX7J7SXI33 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4415936.73     | 0.00%             | 2034-05-29      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBC9<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |     8574000 | PA      | $6860168.97     | 0.00%             | 2042-03-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 959984                      | CUSIP: 31413Y6V8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       87805 | PA      | $92521.95       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2828                      | CUSIP: 36179RD97<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2600287 | PA      | $2555766.56     | 0.00%             | 2045-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7731                      | CUSIP: 31419JSV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1641609 | PA      | $1625631.41     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7545                      | CUSIP: 3138WHL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1525608 | PA      | $1407320.64     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GA87<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    26000000 | PA      | $27063494.92    | 0.01%             | 2030-04-25      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | ENCANA CORP                    | CUSIP: 292505AG9<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2217477.56     | 0.00%             | 2038-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKV2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   501299000 | PA      | $509601764.69   | 0.16%             | 2027-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 604574                      | CUSIP: 36200MT78<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       55388 | PA      | $55066.22       | 0.00%             | 2033-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M53 A2                | CUSIP: 3136BC7H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20000000 | PA      | $16727342.00    | 0.01%             | 2032-11-25      | Variable      | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8322                      | CUSIP: 3132DWG72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9014749 | PA      | $8640401.20     | 0.00%             | 2053-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5833                      | CUSIP: 3140JAPT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9045343 | PA      | $8264869.81     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tanger Properties LP                                                             | TANGER PROP LP                 | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2564273.99     | 0.00%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR5272                      | CUSIP: 3138W22E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7835925 | PA      | $7120518.33     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3408                      | CUSIP: 3140QNYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      881822 | PA      | $733625.29      | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AT9<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8888796.82     | 0.00%             | 2031-12-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCC3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    20736000 | PA      | $15936266.74    | 0.01%             | 2047-11-01      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS9403                      | CUSIP: 3140XRNV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30323601 | PA      | $31041390.86    | 0.01%             | 2054-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30269                      | CUSIP: 3128CUJN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         115 | PA      | $114.45         | 0.00%             | 2025-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90993                      | CUSIP: 3128P7C68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12904 | PA      | $12939.81       | 0.00%             | 2026-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0238                      | CUSIP: 3138EGHQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7283 | PA      | $7247.69        | 0.00%             | 2026-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ7447                      | CUSIP: 3140KTHZ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1287767 | PA      | $1070141.06     | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8919                      | CUSIP: 3138WJ4D7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      584707 | PA      | $553509.74      | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17969                      | CUSIP: 3128PX2A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120344 | PA      | $118986.34      | 0.00%             | 2027-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 889543                      | CUSIP: 31410KHU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14482 | PA      | $14954.27       | 0.00%             | 2037-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2021-C9                                                     | BBCMS 2021-C9 A5               | CUSIP: 05493EAY8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7175000 | PA      | $6325543.86     | 0.00%             | 2054-02-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2372                      | CUSIP: 3140QMT61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9749248 | PA      | $8220494.11     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAZ1<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $3539561.09     | 0.00%             | 2048-02-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q57164                      | CUSIP: 3132Y06A3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      129544 | PA      | $122425.31      | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15666                      | CUSIP: 3128PVJK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1142 | PA      | $1140.54        | 0.00%             | 2026-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LK7<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |     9371000 | PA      | $9376982.06     | 0.00%             | 2026-08-27      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A27578                      | CUSIP: 31297FM34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19476 | PA      | $19712.77       | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7931                      | CUSIP: 3133KPY44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8668416 | PA      | $8322671.84     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16400                      | CUSIP: 3128PWDD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60194 | PA      | $59812.12       | 0.00%             | 2026-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable LLC                                                            | TIME WARNER CABL               | CUSIP: 88732JAJ7<br>LEI: 549300U5NFR7S6E3GM41 | Long             | DBT              | CORP              | US        |    25905000 | PA      | $26761089.65    | 0.01%             | 2037-05-01      | Fixed         | 6.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8300                      | CUSIP: 3132DWGH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38677175 | PA      | $38737352.51    | 0.01%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 428124                      | CUSIP: 36207CSM1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      161398 | PA      | $163152.95      | 0.00%             | 2039-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                                       | CNH 2024-C A4                  | CUSIP: 18978GAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1400000 | PA      | $1405342.26     | 0.00%             | 2032-03-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CK2<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    10325000 | PA      | $8429690.53     | 0.00%             | 2048-10-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3188                      | CUSIP: 31418CRJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3546087 | PA      | $3438611.56     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08841                      | CUSIP: 3128MJ5B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      701889 | PA      | $642381.68      | 0.00%             | 2048-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644676                      | CUSIP: 36292CFR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11201 | PA      | $11313.83       | 0.00%             | 2035-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toledo Edison Co/The                                                             | TOLEDO EDISON                  | CUSIP: 889175BD6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2769000 | PA      | $2991151.86     | 0.00%             | 2037-05-15      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| FS KKR Capital Corp                                                              | FS KKR CAPITAL                 | CUSIP: 302635AM9<br>LEI: 549300TYRSI1T21B1360 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4752400.17     | 0.00%             | 2029-01-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EX0<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $1888348.17     | 0.00%             | 2045-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2022-A                                                   | BMWOT 2022-A A3                | CUSIP: 05602RAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      157086 | PA      | $156802.42      | 0.00%             | 2026-08-25      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DH5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     2562000 | PA      | $2889197.59     | 0.00%             | 2039-06-15      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAG2<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     8745000 | PA      | $6230046.02     | 0.00%             | 2050-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1208                      | CUSIP: 31418AKW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1275267 | PA      | $1163536.68     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3409                      | CUSIP: 31416YYF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       82662 | PA      | $82221.80       | 0.00%             | 2026-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DM0<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     7185000 | PA      | $6731360.08     | 0.00%             | 2049-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AT3<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |     3707000 | PA      | $3638483.55     | 0.00%             | 2027-12-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BC6<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     7215000 | PA      | $7225865.24     | 0.00%             | 2028-11-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1981                      | CUSIP: 3142GSFX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34912689 | PA      | $36244405.34    | 0.01%             | 2054-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Aptiv Swiss Holdings Ltd                                                         | APTIV SWISS HOLD               | CUSIP: 03835VAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | JE        |     1400000 | PA      | $1379774.10     | 0.00%             | 2029-03-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-A                                                       | CNH 2023-A A3                  | CUSIP: 12664QAC8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2633627 | PA      | $2642131.92     | 0.00%             | 2028-08-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| BANK 2020-BNK25                                                                  | BANK 2020-BN25 AS              | CUSIP: 06539WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2970000 | PA      | $2690636.45     | 0.00%             | 2063-01-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAP2<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8232504.37     | 0.00%             | 2028-08-16      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Sonoco Products Co                                                               | SONOCO PRODUCTS                | CUSIP: 835495AS1<br>LEI: GKOMIK4RDJGHEF0VNP11 | Long             | DBT              | CORP              | US        |     8050000 | PA      | $7833976.90     | 0.00%             | 2034-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Corp Andina de Fomento                                                           | CORP ANDINA FOM                | CUSIP: 219868CK0<br>LEI: UKZ46SXGNYCZK0UOZE76 | Long             | DBT              | CORP              | N/A       |     3100000 | PA      | $3102646.81     | 0.00%             | 2028-01-07      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Suncor Energy Inc                                                                | SUNCOR INC                     | CUSIP: 867229AE6<br>LEI: 549300W70ZOQDVLCHY06 | Long             | DBT              | CORP              | CA        |      500000 | PA      | $532137.11      | 0.00%             | 2038-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AN1<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7938583.00     | 0.00%             | 2054-03-05      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Societe Generale SA                                                              | SOCIETE GENERALE               | CUSIP: 83368RAW2<br>LEI: O2RNE8IBXP4R0TD8PU41 | Long             | DBT              | CORP              | FR        |     2000000 | PA      | $1863052.73     | 0.00%             | 2030-01-22      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBK5<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     1100000 | PA      | $1092501.60     | 0.00%             | 2079-05-01      | Variable      | 5.65%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BK9<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     4461000 | PA      | $4681186.90     | 0.00%             | 2039-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAF4<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     9262000 | PA      | $7571125.98     | 0.00%             | 2045-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| WP Carey Inc                                                                     | WP CAREY INC                   | CUSIP: 92936UAE9<br>LEI: 54930042CRNE713E3Q67 | Long             | DBT              | CORP              | US        |     2350000 | PA      | $2344338.33     | 0.00%             | 2026-10-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4089                      | CUSIP: 31417ARK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      162882 | PA      | $160992.09      | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9961                      | CUSIP: 36180AB69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2666869 | PA      | $2421441.87     | 0.00%             | 2054-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08852                      | CUSIP: 3128MJ5N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      908898 | PA      | $858381.15      | 0.00%             | 2048-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Omnicom Group Inc                                                                | OMNICOM GROUP                  | CUSIP: 681919BC9<br>LEI: HKUPACFHSSASQK8HLS17 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4834171.70     | 0.00%             | 2030-06-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XDA1<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7682427.28     | 0.00%             | 2027-08-20      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2017-JP5                              | JPMCC 2017-JP5 AS              | CUSIP: 46647TAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2300000 | PA      | $2218638.19     | 0.00%             | 2050-03-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03444                      | CUSIP: 3128M5ER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2455 | PA      | $2589.02        | 0.00%             | 2037-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BZ6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    22016000 | PA      | $15975888.61    | 0.01%             | 2041-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 582245                      | CUSIP: 36201FZJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3905 | PA      | $4024.90        | 0.00%             | 2032-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8317                      | CUSIP: 3140XCG36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      848937 | PA      | $704675.09      | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6870                      | CUSIP: 3140QST43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15627201 | PA      | $15675932.63    | 0.00%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAZ6<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     3977000 | PA      | $3761584.15     | 0.00%             | 2029-09-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4451                      | CUSIP: 36179S5L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13618659 | PA      | $12577087.18    | 0.00%             | 2047-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Yale-New Haven Health Services Corp                                              | YALE-NEW HAVEN                 | CUSIP: 98459HAA0<br>LEI: 549300AVJD56IH6OKW11 | Long             | DBT              | CORP              | US        |     4075000 | PA      | $2346359.31     | 0.00%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXF1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |      500000 | PA      | $503470.23      | 0.00%             | 2027-01-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K154 A3                   | CUSIP: 3137FDET5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4475000 | PA      | $4199482.31     | 0.00%             | 2032-11-25      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ6596                      | CUSIP: 3140H8KJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      620575 | PA      | $548681.77      | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EQ2<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    13623000 | PA      | $12773862.36    | 0.00%             | 2029-09-24      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91724                      | CUSIP: 3128P74H3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1933309 | PA      | $1861131.74     | 0.00%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2983                      | CUSIP: 3140XJJ53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9149605 | PA      | $8545847.26     | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53991                      | CUSIP: 3128KGNG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4638 | PA      | $4888.22        | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JZ4<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2470688.78     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERFJ5<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |    14287000 | PA      | $14459786.98    | 0.00%             | 2027-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7790                      | CUSIP: 3140XBUQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19645805 | PA      | $18140995.54    | 0.01%             | 2048-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8199                      | CUSIP: 36179XDC7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5272221 | PA      | $4808446.48     | 0.00%             | 2052-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8315                      | CUSIP: 3132DWGY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34760636 | PA      | $34162972.42    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBA5<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     5521000 | PA      | $4941875.38     | 0.00%             | 2052-10-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167ER0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    10865000 | PA      | $9982846.06     | 0.00%             | 2030-01-24      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Nordic Investment Bank                                                           | NORDIC INVST BNK               | CUSIP: 65562QC29<br>LEI: 213800HYL1S7VAXG6Z48 | Long             | DBT              | CORP              | N/A       |    17236000 | PA      | $17175565.11    | 0.01%             | 2030-05-09      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0361                      | CUSIP: 3140XFMK4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33543561 | PA      | $28178859.16    | 0.01%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Inter-American Development Bank                                                  | INTERAMER DEV BK               | CUSIP: 4581X0DC9<br>LEI: VKU1UKDS9E7LYLMACP54 | Long             | DBT              | CORP              | N/A       |    25000000 | PA      | $24511924.34    | 0.01%             | 2028-09-18      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 257350                      | CUSIP: 31371NZP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      103304 | PA      | $108880.25      | 0.00%             | 2038-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAF5<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $4181736.31     | 0.00%             | 2060-07-01      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GGM5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    36831000 | PA      | $33549435.04    | 0.01%             | 2038-04-24      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Rutgers The State University of New Jersey                                       | RUTGERS UNV-TXB-H-BAB          | CUSIP: 783186NH8<br>LEI: 549300BOYDHNW8J60112 | Long             | DBT              | MUN               | US        |     2900000 | PA      | $2909736.46     | 0.00%             | 2040-05-01      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08687                      | CUSIP: 3128MJXR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4653074 | PA      | $4302198.05     | 0.00%             | 2046-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BE7<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $2580906.95     | 0.00%             | 2027-11-16      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EL0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $5987302.69     | 0.00%             | 2061-08-05      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93547                      | CUSIP: 3129415G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      370041 | PA      | $367017.60      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A66777                      | CUSIP: 3128KXQ61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      102554 | PA      | $108122.57      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBX0<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    11900000 | PA      | $11155397.48    | 0.00%             | 2030-01-31      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| ONE Gas Inc                                                                      | ONE GAS INC                    | CUSIP: 68235PAF5<br>LEI: 549300HXDWI0LATTX840 | Long             | DBT              | CORP              | US        |     7382000 | PA      | $6497548.38     | 0.00%             | 2044-02-01      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4693                      | CUSIP: 31418EGB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      172349 | PA      | $164347.61      | 0.00%             | 2037-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967HA2<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     1780000 | PA      | $1943978.52     | 0.00%             | 2043-09-13      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RJ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   285089000 | PA      | $219429439.69   | 0.07%             | 2044-11-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711063                      | CUSIP: 36297F5Y4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1417538 | PA      | $1402531.93     | 0.00%             | 2040-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15638                      | CUSIP: 3128PVHP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3049 | PA      | $3036.47        | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A12776                      | CUSIP: 31296MCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24490 | PA      | $25231.85       | 0.00%             | 2033-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18424                      | CUSIP: 3128MMPJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      328032 | PA      | $324213.06      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473PAU9<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    33130000 | PA      | $32821821.83    | 0.01%             | 2055-04-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAH1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    15218000 | PA      | $13569264.27    | 0.00%             | 2044-05-06      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BX0<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     1928000 | PA      | $1948156.86     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Z50018                      | CUSIP: 3132FEAT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23077 | PA      | $22948.20       | 0.00%             | 2026-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 587725                      | CUSIP: 36201M4J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         699 | PA      | $723.29         | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Cousins Properties LP                                                            | COUSINS LP                     | CUSIP: 222793AA9<br>LEI: 254900ZQIHJ5FQH4C329 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5865512.85     | 0.00%             | 2034-10-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785223                      | CUSIP: 3622AAVQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    18936780 | PA      | $15960711.75    | 0.01%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2304                      | CUSIP: 36179QRZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5119606 | PA      | $4896138.62     | 0.00%             | 2044-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7666                      | CUSIP: 3138EQQU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      732811 | PA      | $717597.22      | 0.00%             | 2028-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31714                      | CUSIP: 31297L3X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2167 | PA      | $2222.51        | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBF9<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    25389000 | PA      | $25878136.13    | 0.01%             | 2029-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBC6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    12370000 | PA      | $11497605.74    | 0.00%             | 2045-02-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CB7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |    16500000 | PA      | $16477609.72    | 0.01%             | 2027-09-24      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K052 A2                   | CUSIP: 3137BMTX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3881369 | PA      | $3858836.85     | 0.00%             | 2025-11-25      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2975                      | CUSIP: 3138LTJV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2662843 | PA      | $2506171.86     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDV1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    14431000 | PA      | $10174759.81    | 0.00%             | 2059-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6429                      | CUSIP: 3132DUEA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14473175 | PA      | $14518308.14    | 0.00%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6280                      | CUSIP: 3133C66R5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66462054 | PA      | $65298555.88    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAS3<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7920901.99     | 0.00%             | 2029-10-30      | Variable      | 7.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ5686                      | CUSIP: 3138YXJ89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50977 | PA      | $47120.15       | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4029                      | CUSIP: 3140QPPP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8349646 | PA      | $8016616.38     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Huntington Ingalls Industries Inc                                                | HUNT INGALLS IND               | CUSIP: 446413AT3<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $6933296.78     | 0.00%             | 2030-05-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1475                      | CUSIP: 31416WT93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      692966 | PA      | $686439.22      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5081                        | CUSIP: 36202FUE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1287790 | PA      | $1241674.27     | 0.00%             | 2041-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Lennar Corp                                                                      | LENNAR CORP                    | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5035287.23     | 0.00%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AY0512                      | CUSIP: 36196PR95<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       69850 | PA      | $67629.23       | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111GB3<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     5180000 | PA      | $3520845.09     | 0.00%             | 2061-06-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7142411.73     | 0.00%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CR6<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     8500000 | PA      | $7888278.42     | 0.00%             | 2032-09-29      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWR6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    14337000 | PA      | $14571548.46    | 0.00%             | 2028-01-20      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q50138                      | CUSIP: 3132XSEL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      343470 | PA      | $334788.01      | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4313                      | CUSIP: 3140XKYK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2098892 | PA      | $1685878.50     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37283                      | CUSIP: 31297TCU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1759 | PA      | $1781.86        | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3127                      | CUSIP: 31418CPM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      219377 | PA      | $207125.00      | 0.00%             | 2037-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7135                      | CUSIP: 36179V4U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    86893814 | PA      | $70846646.91    | 0.02%             | 2051-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO -B           | CUSIP: 38122NB50<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4665000 | PA      | $4034502.86     | 0.00%             | 2034-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Zions Bancorp NA                                                                 | ZIONS BANCORP                  | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |     3090000 | PA      | $2846342.26     | 0.00%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AK7<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     8925000 | PA      | $6585439.31     | 0.00%             | 2049-09-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Trustees of Columbia University in the City of New York/The                      | COLUMBIA UNIV                  | CUSIP: 198643AD0<br>LEI: 54930058W39DHS3GTG15 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3828087.87     | 0.00%             | 2035-10-01      | Fixed         | 4.36%                 | No            |                  2 | On Loan: No      |
| Northern Trust Corp                                                              | NORTHERN TRST CO               | CUSIP: 665859AU8<br>LEI: 549300GLF98S992BC502 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4051709.77     | 0.00%             | 2029-05-03      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5736                      | CUSIP: 31418FLS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38632004 | PA      | $39271812.25    | 0.01%             | 2055-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AF5<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |     5000000 | PA      | $5107780.47     | 0.00%             | 2028-09-30      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0084                      | CUSIP: 3140Q7CW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      196270 | PA      | $191063.77      | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VAW0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    39450000 | PA      | $37490297.91    | 0.01%             | 2054-05-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1158                      | CUSIP: 36179NJB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1950907 | PA      | $1876026.54     | 0.00%             | 2043-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OhioHealth Corp                                                                  | OHIOHEALTH                     | CUSIP: 67777JAL2<br>LEI: JGYGIL4QGKKPZU7C1D18 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4111260.33     | 0.00%             | 2031-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| QUALCOMM Inc                                                                     | QUALCOMM INC                   | CUSIP: 747525BP7<br>LEI: H1J8DDZKZP6H7RWC0H53 | Long             | DBT              | CORP              | US        |    34598000 | PA      | $28765872.37    | 0.01%             | 2032-05-20      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18614                      | CUSIP: 3128MMVG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4757625 | PA      | $4584879.59     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AQ7<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4128629.86     | 0.00%             | 2046-04-05      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PACCAR Financial Corp                                                            | PACCAR FINL CORP               | CUSIP: 69371RT55<br>LEI: PH3S12DWZBHHQKVYZ297 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $9416841.96     | 0.00%             | 2026-11-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4018                      | CUSIP: 31418DPC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58752496 | PA      | $46989388.14    | 0.01%             | 2050-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEV9<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     7265000 | PA      | $7544252.28     | 0.00%             | 2028-11-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Regency Centers LP                                                               | REGENCY CENTERS                | CUSIP: 75884RAY9<br>LEI: 5493008PTR2GAOYBXW28 | Long             | DBT              | CORP              | US        |     4225000 | PA      | $3655370.05     | 0.00%             | 2049-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                                                     | THERMO FISHER                  | CUSIP: 883556CL4<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | DBT              | CORP              | US        |    35365000 | PA      | $30838345.54    | 0.01%             | 2031-10-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DN8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     7745000 | PA      | $5829392.37     | 0.00%             | 2050-01-15      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00666                      | CUSIP: 31292GW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4505 | PA      | $4737.72        | 0.00%             | 2028-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5320                      | CUSIP: 3133KY4D8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18833914 | PA      | $19069214.05    | 0.01%             | 2044-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Securities Trust 2016-C4                               | JPMDB 2016-C4 A3               | CUSIP: 46646RAJ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $778627.92      | 0.00%             | 2049-12-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9724                      | CUSIP: 36179YYV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33898617 | PA      | $33334926.77    | 0.01%             | 2054-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Femsa SAB de CV                                                        | COCA-COLA FEMSA                | CUSIP: 191241AF5<br>LEI: 5493008KEVFYPMGTXO33 | Long             | DBT              | CORP              | MX        |    10800000 | PA      | $10177967.47    | 0.00%             | 2043-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CH0<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     7130000 | PA      | $6981811.17     | 0.00%             | 2027-03-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBH6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3935506.34     | 0.00%             | 2028-11-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MBZ2<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     7812000 | PA      | $6893413.95     | 0.00%             | 2030-09-23      | Fixed         | 2.14%                 | No            |                  2 | On Loan: No      |
| Deere & Co                                                                       | DEERE & CO                     | CUSIP: 244199BF1<br>LEI: PWFTNG3EI0Y73OXWDH08 | Long             | DBT              | CORP              | US        |     7237000 | PA      | $6158668.18     | 0.00%             | 2042-06-09      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782623                      | CUSIP: 36241K4G0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      131672 | PA      | $127645.26      | 0.00%             | 2039-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967NU1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7183042.98     | 0.00%             | 2033-05-24      | Variable      | 4.91%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4731                      | CUSIP: 31418EHH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12937840 | PA      | $11663824.66    | 0.00%             | 2052-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BM0<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6088063.82     | 0.00%             | 2027-03-19      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Cenovus Energy Inc                                                               | CENOVUS ENERGY                 | CUSIP: 15135UAM1<br>LEI: 549300F4XPHJ7NOSP309 | Long             | DBT              | CORP              | CA        |     3200000 | PA      | $3190075.71     | 0.00%             | 2027-04-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764AY3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $22575119.38    | 0.01%             | 2027-05-05      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DA3500                      | CUSIP: 3140A33J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11148964 | PA      | $11756159.17    | 0.00%             | 2053-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAL4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    27890000 | PA      | $21674713.56    | 0.01%             | 2051-04-27      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08758                      | CUSIP: 3128MJZY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      408106 | PA      | $386825.79      | 0.00%             | 2047-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FedEx Corp                                                                       | FEDEX CORP                     | CUSIP: 31428XCR5<br>LEI: 549300E707U7WNPZN687 | Long             | DBT              | CORP              | US        |     3107000 | PA      | $2735409.09     | 0.00%             | 2044-01-15      | Fixed         | 5.10%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4279                      | CUSIP: 3138X3XH0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3469597 | PA      | $3146658.47     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783341                      | CUSIP: 36241LWA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      166813 | PA      | $168983.98      | 0.00%             | 2041-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2023-V2 Mortgage Trust                                                 | BMARK 2023-V2 AS               | CUSIP: 08163TAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2175000 | PA      | $2263203.21     | 0.00%             | 2055-05-15      | Variable      | 6.54%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY TRANSPR          | CUSIP: 38611TDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    23720000 | PA      | $16179834.22    | 0.01%             | 2052-10-01      | Fixed         | 3.24%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBH5<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    16652000 | PA      | $16585864.30    | 0.01%             | 2032-03-08      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEP0<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    31200000 | PA      | $31617912.11    | 0.01%             | 2027-11-03      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBA2<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     5484000 | PA      | $3852770.49     | 0.00%             | 2040-06-24      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAU5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   523957000 | PA      | $486625063.75   | 0.15%             | 2027-10-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| Boston Properties LP                                                             | BOSTON PROP LP                 | CUSIP: 10112RAY0<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |    17059000 | PA      | $16680984.52    | 0.01%             | 2026-10-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2860                      | CUSIP: 3138EKFA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2943435 | PA      | $2690970.77     | 0.00%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAW4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    23444000 | PA      | $23330020.02    | 0.01%             | 2033-03-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3576                      | CUSIP: 3140X66N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17022660 | PA      | $14342742.07    | 0.00%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66 Co                                                                   | PHILLIPS 66                    | CUSIP: 718547AK8<br>LEI: RVJMT2IZVVSKIRJJBH76 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $4999890.71     | 0.00%             | 2029-12-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Viatris Inc                                                                      | UPJOHN INC                     | CUSIP: 92556VAE6<br>LEI: 254900ZZTSW7NL773X71 | Long             | DBT              | CORP              | US        |    10100000 | PA      | $7454565.79     | 0.00%             | 2040-06-22      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-B Owner Trust                                       | NAROT 2022-B A3                | CUSIP: 65480JAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1559489 | PA      | $1558900.68     | 0.00%             | 2027-05-17      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EC8<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    11900000 | PA      | $11989980.44    | 0.00%             | 2027-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AD5<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |    15645000 | PA      | $15591235.90    | 0.00%             | 2032-05-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBK8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     9050000 | PA      | $9019518.73     | 0.00%             | 2030-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AppLovin Corp                                                                    | APPLOVIN CORP                  | CUSIP: 03831WAE8<br>LEI: 549300LLVXMUAOL3SQ07 | Long             | DBT              | CORP              | US        |     8750000 | PA      | $8543630.31     | 0.00%             | 2054-12-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LH2<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    14400000 | PA      | $14691977.06    | 0.00%             | 2032-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Adventist Health System/West                                                     | ADVENT HEALTH SY               | CUSIP: 007944AH4<br>LEI: 5493008YM33UCY5QPW83 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4044349.10     | 0.00%             | 2032-03-01      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| BBCMS MORTGAGE TRUST 2017-C1                                                     | BBCMS 2017-C1 AS               | CUSIP: 07332VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2900000 | PA      | $2798446.35     | 0.00%             | 2050-02-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2025-A1 A                | CUSIP: 05522RDK1<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |     2400000 | PA      | $2416252.56     | 0.00%             | 2030-05-15      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN MIDSTRM                | CUSIP: 958667AG2<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     9115000 | PA      | $8940586.14     | 0.00%             | 2034-11-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Baxalta Inc                                                                      | BAXALTA INC                    | CUSIP: 07177MAN3<br>LEI: 5493000JW8DCO3T45R55 | Long             | DBT              | CORP              | US        |     4188000 | PA      | $3898997.00     | 0.00%             | 2045-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A94604                      | CUSIP: 312943DH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      268373 | PA      | $259832.86      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| PPL Electric Utilities Corp                                                      | PPL ELECTRIC UTI               | CUSIP: 69351UBA0<br>LEI: 549300GCZLSGYEYPIR35 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10154800.65    | 0.00%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Booking Holdings Inc                                                             | BOOKING HLDS INC               | CUSIP: 09857LAR9<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | DBT              | CORP              | US        |    35200000 | PA      | $35618803.65    | 0.01%             | 2030-04-13      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Avery Dennison Corp                                                              | AVERY DENNISON                 | CUSIP: 053611AK5<br>LEI: 549300PW7VPFCYKLIV37 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $7527288.14     | 0.00%             | 2030-04-30      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAE0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    27600000 | PA      | $27145421.72    | 0.01%             | 2028-01-11      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Johns Hopkins University                                                         | JOHNS HOPKINS                  | CUSIP: 478115AB4<br>LEI: 549300Z1XKWYKTIOM958 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4233602.39     | 0.00%             | 2053-07-01      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A14236                      | CUSIP: 31296NV53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51319 | PA      | $51921.01       | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5138                      | CUSIP: 36179TV77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     9633384 | PA      | $9414258.00     | 0.00%             | 2048-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cboe Global Markets Inc                                                          | CBOE GLOBAL MKTS               | CUSIP: 12503MAC2<br>LEI: 529900RLNSGA90UPEH54 | Long             | DBT              | CORP              | US        |     5830000 | PA      | $5024261.33     | 0.00%             | 2030-12-15      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738419                      | CUSIP: 3620ASK81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      326159 | PA      | $322368.65      | 0.00%             | 2041-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78866                      | CUSIP: 31288HZ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1159 | PA      | $1161.92        | 0.00%             | 2033-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GJF7<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    20800000 | PA      | $18268611.77    | 0.01%             | 2031-07-23      | Variable      | 1.90%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CZ8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $3823285.87     | 0.00%             | 2046-11-30      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAJ5<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     8800000 | PA      | $6902764.65     | 0.00%             | 2049-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8066                      | CUSIP: 3132D56B3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4111130 | PA      | $3686936.59     | 0.00%             | 2035-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G14747                      | CUSIP: 3128MDP80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      257927 | PA      | $255332.84      | 0.00%             | 2027-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03811                      | CUSIP: 3128M5R85<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      227385 | PA      | $235524.44      | 0.00%             | 2038-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                                          | BMWLT 2024-2 A4                | CUSIP: 05613MAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2420000 | PA      | $2421936.97     | 0.00%             | 2028-02-25      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FZ4<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    30000000 | PA      | $22146388.10    | 0.01%             | 2051-01-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAN1<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5920800.62     | 0.00%             | 2027-03-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A24569                      | CUSIP: 31297CCE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4288 | PA      | $4399.17        | 0.00%             | 2034-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAD9<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $1980466.33     | 0.00%             | 2051-07-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4328                      | CUSIP: 31418DY22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35542693 | PA      | $31675409.95    | 0.01%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782899                      | CUSIP: 36241LGG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      378354 | PA      | $381917.40      | 0.00%             | 2040-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBK3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     7195000 | PA      | $7346584.86     | 0.00%             | 2029-08-06      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31716                      | CUSIP: 31297L3Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5528 | PA      | $5707.22        | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                                               | VWALT 2024-A A4                | CUSIP: 92866EAE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5750000 | PA      | $5815412.58     | 0.00%             | 2028-12-20      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8247                      | CUSIP: 3140XCEV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    68131577 | PA      | $57256421.25    | 0.02%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Operating Partnership LP                                                | PIEDMONT OPERAT                | CUSIP: 720198AG5<br>LEI: 549300WKGDPAS39FBD10 | Long             | DBT              | CORP              | US        |     5138000 | PA      | $5723372.23     | 0.00%             | 2028-07-20      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EAJ4<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     4000000 | PA      | $3837200.21     | 0.00%             | 2045-08-17      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167AU7<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     2175000 | PA      | $2267369.93     | 0.00%             | 2027-08-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2474                      | CUSIP: 31418BXC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      346062 | PA      | $337648.76      | 0.00%             | 2030-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3637                      | CUSIP: 3132E0BE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8986484 | PA      | $9171120.30     | 0.00%             | 2053-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8290                      | CUSIP: 3132DWF73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    51899617 | PA      | $52965946.10    | 0.02%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | WELLTOWER INC                  | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |    16750000 | PA      | $15308800.82    | 0.00%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR2462                      | CUSIP: 3138NYWY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      888021 | PA      | $809143.46      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133ERDH1<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     6827000 | PA      | $7060299.07     | 0.00%             | 2029-04-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2020-L4                                           | MSC 2020-L4 AS                 | CUSIP: 61770KBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1275000 | PA      | $1150581.55     | 0.00%             | 2053-02-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DQ2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    19250000 | PA      | $10370097.07    | 0.00%             | 2060-12-01      | Fixed         | 2.78%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GC2<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     2406000 | PA      | $1614017.19     | 0.00%             | 2049-12-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Keysight Technologies Inc                                                        | KEYSIGHT TECHNOL               | CUSIP: 49338LAF0<br>LEI: 549300GLKVIO8YRCYN02 | Long             | DBT              | CORP              | US        |     7947000 | PA      | $7477474.90     | 0.00%             | 2029-10-30      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7589                      | CUSIP: 36179WNE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11536830 | PA      | $9810250.28     | 0.00%             | 2051-09-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 05578DAX0<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |     4001000 | PA      | $3957032.98     | 0.00%             | 2026-12-02      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 780892                      | CUSIP: 36225A7D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2578 | PA      | $2646.81        | 0.00%             | 2028-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAR3<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     8270000 | PA      | $7957230.46     | 0.00%             | 2052-08-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783185                      | CUSIP: 36241LRE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1663429 | PA      | $1647386.67     | 0.00%             | 2040-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3V3<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    38422000 | PA      | $39659838.64    | 0.01%             | 2036-04-23      | Variable      | 5.61%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BE7<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     2145000 | PA      | $1900843.31     | 0.00%             | 2030-06-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE8709                      | CUSIP: 31419KVB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5413 | PA      | $5382.41        | 0.00%             | 2025-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10100000 | PA      | $10254384.95    | 0.00%             | 2035-01-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8336                      | CUSIP: 3140XCHN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12771741 | PA      | $10733117.30    | 0.00%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AQ9330                      | CUSIP: 3138MRLL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3053134 | PA      | $2857589.32     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NCN9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    11739000 | PA      | $10046235.47    | 0.00%             | 2058-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 734844                      | CUSIP: 31402QLZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20948 | PA      | $21550.37       | 0.00%             | 2033-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3312                      | CUSIP: 31418CVE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7062629 | PA      | $6843537.54     | 0.00%             | 2033-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BV5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    33950000 | PA      | $22628792.08    | 0.01%             | 2051-04-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8960                      | CUSIP: 3138ET5W2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      648688 | PA      | $638373.12      | 0.00%             | 2046-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607HR53<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |    30584000 | PA      | $28470094.14    | 0.01%             | 2032-04-07      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Duke University                                                                  | DUKE UNIVERSITY                | CUSIP: 26442TAG2<br>LEI: FY5ICUIRRDCHN4HHL592 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $2270080.07     | 0.00%             | 2050-10-01      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7028                      | CUSIP: 3138WGY24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1317450 | PA      | $1251685.83     | 0.00%             | 2046-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| HF Sinclair Corp                                                                 | HF SINCLAIR CORP               | CUSIP: 403949AR1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7783742.31     | 0.00%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Broadridge Financial Solutions Inc                                               | BROADRIDGE FINAN               | CUSIP: 11133TAE3<br>LEI: 549300KZDJZQ2YIHRC28 | Long             | DBT              | CORP              | US        |    10800000 | PA      | $9625577.11     | 0.00%             | 2031-05-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2149                      | CUSIP: 31418BL79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      494460 | PA      | $483678.84      | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B8 Mortgage Trust                                                 | BMARK 2018-B8 A5               | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7265000 | PA      | $7113565.43     | 0.00%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Chase Issuance Trust                                                             | CHAIT 2024-A1 A                | CUSIP: 161571HV9<br>LEI: 5493008SHVCX2Y068L12 | Long             | ABS-CBDO         | CORP              | US        |    11550000 | PA      | $11634589.89    | 0.00%             | 2029-01-16      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDX4<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     5910000 | PA      | $5962370.01     | 0.00%             | 2035-03-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8392                      | CUSIP: 3132DWKD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      449259 | PA      | $417917.39      | 0.00%             | 2053-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A84873                      | CUSIP: 312931MW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37067 | PA      | $38406.98       | 0.00%             | 2039-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8M7<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     4644000 | PA      | $4787304.09     | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 736934                      | CUSIP: 31402SV38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38476 | PA      | $38869.71       | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4977                      | CUSIP: 3140QCQ74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10690420 | PA      | $9371765.65     | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFS8<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     2063000 | PA      | $2066001.64     | 0.00%             | 2032-09-09      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA PWR & LT               | CUSIP: 341081FH5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     1535000 | PA      | $1250911.49     | 0.00%             | 2042-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C92031                      | CUSIP: 3128P8HG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      645502 | PA      | $625126.33      | 0.00%             | 2039-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOC DR LLC                                                                       | PHYSICIANS REALT               | CUSIP: 71951QAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12645000 | PA      | $12619763.48    | 0.00%             | 2027-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9595                      | CUSIP: 3138WKUV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1498589 | PA      | $1418630.48     | 0.00%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kemper Corp                                                                      | KEMPER                         | CUSIP: 488401AC4<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4395232.22     | 0.00%             | 2030-09-30      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5326                      | CUSIP: 31418E4L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9960176 | PA      | $9527115.11     | 0.00%             | 2054-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TNJ0<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    10625000 | PA      | $10790930.63    | 0.00%             | 2030-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 29273VBA7<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    13594000 | PA      | $13800233.77    | 0.00%             | 2034-09-01      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BV5<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |    20872000 | PA      | $16739436.79    | 0.01%             | 2046-03-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBE2<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |    10596000 | PA      | $10937964.30    | 0.00%             | 2027-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023-B                                                    | JDOT 2023-B A3                 | CUSIP: 477920AC6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2869870 | PA      | $2885201.23     | 0.00%             | 2028-03-15      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAP5<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5531239.78     | 0.00%             | 2029-12-01      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CH7<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    10225000 | PA      | $8162147.22     | 0.00%             | 2048-06-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| FactSet Research Systems Inc                                                     | FACTSET RESEARCH               | CUSIP: 303075AA3<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1952578.87     | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AN9<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     6725000 | PA      | $6723199.87     | 0.00%             | 2030-07-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9787                      | CUSIP: 3138MD2V3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       53659 | PA      | $52653.67       | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7937                      | CUSIP: 31417EZB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3833909 | PA      | $3483862.20     | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190370                      | CUSIP: 31368HMT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1014772 | PA      | $1064621.20     | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03789                      | CUSIP: 31292LF67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      851374 | PA      | $821325.05      | 0.00%             | 2042-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5060                      | CUSIP: 31418ETS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9341967 | PA      | $9403216.22     | 0.00%             | 2043-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5699                      | CUSIP: 3140QDKM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7282589 | PA      | $6163382.86     | 0.00%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08537                      | CUSIP: 3128MJS35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8465054 | PA      | $7691926.71     | 0.00%             | 2043-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CB7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    15067000 | PA      | $15811285.47    | 0.01%             | 2035-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBL9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    22000000 | PA      | $20106637.80    | 0.01%             | 2031-04-22      | Variable      | 2.52%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350AW5<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     5059000 | PA      | $4532472.21     | 0.00%             | 2042-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HKZ1<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |    13975000 | PA      | $14374267.85    | 0.00%             | 2029-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEE7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   425045000 | PA      | $404988189.06   | 0.13%             | 2029-03-31      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBL3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    13910000 | PA      | $13503009.21    | 0.00%             | 2030-04-06      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 89115A2H4<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |    13100000 | PA      | $13223725.15    | 0.00%             | 2027-09-15      | Fixed         | 4.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6380                      | CUSIP: 3140QECS9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3076598 | PA      | $2992103.57     | 0.00%             | 2050-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGT2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   369885000 | PA      | $369234812.45   | 0.12%             | 2028-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECP8<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    11775000 | PA      | $12000337.19    | 0.00%             | 2028-03-12      | Variable      | 5.67%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680CY7<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     5130000 | PA      | $4354486.31     | 0.00%             | 2045-04-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K095 A2                   | CUSIP: 3137FNAE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12625000 | PA      | $12040371.60    | 0.00%             | 2029-06-25      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 782434                      | CUSIP: 36241KV39<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       60955 | PA      | $60533.06       | 0.00%             | 2038-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K159 A2                   | CUSIP: 3137FKKN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3330000 | PA      | $3289262.78     | 0.00%             | 2030-11-25      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DT3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     9375000 | PA      | $9350579.89     | 0.00%             | 2030-04-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 819035                      | CUSIP: 31406S4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20391 | PA      | $21041.06       | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91837                      | CUSIP: 3128P8BE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      866891 | PA      | $827117.59      | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CA6<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    17600000 | PA      | $16689487.62    | 0.01%             | 2032-08-05      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55453                      | CUSIP: 3128KJBW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12244 | PA      | $12864.59       | 0.00%             | 2036-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1399                      | CUSIP: 3140XGRV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59440808 | PA      | $52015955.57    | 0.02%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8394                      | CUSIP: 3132DWKF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      247040 | PA      | $242561.08      | 0.00%             | 2054-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Jefferies Financial Group Inc                                                    | JEFFERIES GROUP                | CUSIP: 472319AE2<br>LEI: 549300HOF34RGOJ5YL07 | Long             | DBT              | CORP              | US        |     1235000 | PA      | $1279744.71     | 0.00%             | 2027-06-08      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1132                      | CUSIP: 31418AHJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1184544 | PA      | $1080043.13     | 0.00%             | 2042-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Allstate Corp/The                                                                | ALLSTATE CORP                  | CUSIP: 020002AU5<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |     5775000 | PA      | $5920301.63     | 0.00%             | 2067-05-15      | Variable      | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1592                      | CUSIP: 31418NXW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1905704 | PA      | $1888323.67     | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AK7<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5685006.30     | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DE1<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    13495000 | PA      | $13833999.80    | 0.00%             | 2030-04-17      | Variable      | 5.26%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148SD6<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    14300000 | PA      | $14212010.86    | 0.00%             | 2028-04-13      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60238                      | CUSIP: 31335AHP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11894633 | PA      | $11016276.31    | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A87994                      | CUSIP: 3129343B6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      878992 | PA      | $890282.68      | 0.00%             | 2039-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAK6<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     3010000 | PA      | $2971156.43     | 0.00%             | 2053-04-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| WEC Energy Group Inc                                                             | WEC ENERGY GROUP               | CUSIP: 92939UAG1<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $4937773.55     | 0.00%             | 2028-12-15      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A A3                | CUSIP: 98164RAD8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4900000 | PA      | $4926937.75     | 0.00%             | 2029-03-15      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CK5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    22050000 | PA      | $17933583.77    | 0.01%             | 2052-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3802                      | CUSIP: 31418DGL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20284735 | PA      | $17795307.03    | 0.01%             | 2049-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sun Communities Operating LP                                                     | SUN COMMUNITIES                | CUSIP: 866677AH0<br>LEI: 549300PUNBPJCGT6X741 | Long             | DBT              | CORP              | US        |    20574000 | PA      | $19534321.70    | 0.01%             | 2032-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3339                      | CUSIP: 31418CV92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      189529 | PA      | $183602.46      | 0.00%             | 2033-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5260                        | CUSIP: 36202FZZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2041452 | PA      | $2019795.65     | 0.00%             | 2041-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOIL ASA                    | CUSIP: 85771PAQ5<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    12295000 | PA      | $11360207.99    | 0.00%             | 2043-11-08      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 594859                      | CUSIP: 36201VZY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4510 | PA      | $4653.81        | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AK2<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     1050000 | PA      | $1031984.92     | 0.00%             | 2027-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RHK1<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    19600000 | PA      | $18532865.92    | 0.01%             | 2039-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Verisk Analytics Inc                                                             | VERISK ANALYTICS               | CUSIP: 92345YAG1<br>LEI: 549300I1YSWNIRKBWP67 | Long             | DBT              | CORP              | US        |    13900000 | PA      | $9910634.81     | 0.00%             | 2050-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8120                      | CUSIP: 3132DWAV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    84518722 | PA      | $63617064.74    | 0.02%             | 2051-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Everest Reinsurance Holdings Inc                                                 | EVEREST RE HLDGS               | CUSIP: 299808AH8<br>LEI: 254900P29PM5UJR3VU91 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $8197838.86     | 0.00%             | 2050-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6137                      | CUSIP: 3138WFZB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5140893 | PA      | $4751935.90     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Dallas Fort Worth International Airport                                          | DALLAS-FORT WORTH-A            | CUSIP: 2350364X5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3575000 | PA      | $2675515.34     | 0.00%             | 2045-11-01      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BS8<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     5850000 | PA      | $5853938.25     | 0.00%             | 2035-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN1628                      | CUSIP: 3140JHY23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3815504 | PA      | $3699985.19     | 0.00%             | 2048-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Triton Container International Ltd / TAL International Container Corp            | TRITON CONTAINER               | CUSIP: 89681LAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |     6300000 | PA      | $5466022.05     | 0.00%             | 2032-03-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DR5<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |    24003000 | PA      | $23437814.65    | 0.01%             | 2029-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CV1<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    34825000 | PA      | $22487598.65    | 0.01%             | 2050-10-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AQ9<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |      419000 | PA      | $294010.50      | 0.00%             | 2050-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91840                      | CUSIP: 3128P8BH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4217908 | PA      | $4049027.92     | 0.00%             | 2035-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08014                      | CUSIP: 3128MJAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       50109 | PA      | $50721.05       | 0.00%             | 2034-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320AY8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    26333000 | PA      | $20569537.16    | 0.01%             | 2047-12-07      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAK3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     6075000 | PA      | $6094870.18     | 0.00%             | 2030-09-09      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Los Angeles County Public Works Financing Authority                              | LA CNTY                        | CUSIP: 54473ENS9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3395000 | PA      | $3992471.11     | 0.00%             | 2040-08-01      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CH4<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |    11332000 | PA      | $11498749.82    | 0.00%             | 2041-11-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2024-5                                       | EART 2024-5A B                 | CUSIP: 30165BAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      460000 | PA      | $459491.38      | 0.00%             | 2029-04-16      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18592                      | CUSIP: 3128MMUS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1202152 | PA      | $1172607.02     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4720                      | CUSIP: 3140X8G68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9254450 | PA      | $8121597.26     | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LPL Holdings Inc                                                                 | LPL HOLDINGS INC               | CUSIP: 50212YAN4<br>LEI: 549300Z5YF8CCRMYUL26 | Long             | DBT              | CORP              | US        |     3670000 | PA      | $3697207.27     | 0.00%             | 2028-04-03      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DE2<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $5448014.18     | 0.00%             | 2031-09-15      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B1862                      | CUSIP: 31326GB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      186339 | PA      | $192150.97      | 0.00%             | 2043-11-01      | Floating      | 7.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00574                      | CUSIP: 31292GT71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2615 | PA      | $2750.41        | 0.00%             | 2028-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Entergy Texas Inc                                                                | ENTERGY TEXAS                  | CUSIP: 29365TAG9<br>LEI: LWXX58X12AJXISQ28573 | Long             | DBT              | CORP              | US        |     4962000 | PA      | $4898875.46     | 0.00%             | 2029-03-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142CS0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     4130000 | PA      | $4397163.54     | 0.00%             | 2040-04-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCA9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     7999000 | PA      | $5221909.71     | 0.00%             | 2052-02-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAM1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |      325000 | PA      | $267898.11      | 0.00%             | 2045-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAV9<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     7260000 | PA      | $6341362.62     | 0.00%             | 2032-03-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAS1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    19650000 | PA      | $17480341.63    | 0.01%             | 2032-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VBM5<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     5545000 | PA      | $4135334.34     | 0.00%             | 2062-03-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HR7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    10700000 | PA      | $9230662.28     | 0.00%             | 2052-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION RES                   | CUSIP: 25746UBQ1<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     5214000 | PA      | $4137253.22     | 0.00%             | 2042-09-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M13 A2                | CUSIP: 3136AUZC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6455035 | PA      | $6317762.80     | 0.00%             | 2026-09-25      | Variable      | 2.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08146                      | CUSIP: 3128MJEU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5445 | PA      | $5729.54        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7826                      | CUSIP: 36179WVT2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    48251452 | PA      | $39333044.36    | 0.01%             | 2052-01-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL5085                      | CUSIP: 3138EMUK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      659769 | PA      | $651689.64      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1372                      | CUSIP: 3140XGQ28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8559997 | PA      | $7407828.52     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCY4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    11193000 | PA      | $11933069.93    | 0.00%             | 2043-07-13      | Fixed         | 6.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K079 A2                   | CUSIP: 3137FGZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23650000 | PA      | $23577541.13    | 0.01%             | 2028-06-25      | Fixed         | 3.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255467                      | CUSIP: 31371LW47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2418 | PA      | $2553.26        | 0.00%             | 2034-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9612                      | CUSIP: 3138MDVE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3966723 | PA      | $3611716.19     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-1                        | GMCAR 2023-1 A3                | CUSIP: 38013JAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1604564 | PA      | $1606888.91     | 0.00%             | 2028-02-16      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175BS2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    20300000 | PA      | $16860664.49    | 0.01%             | 2049-07-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Energy Co                                                     | BERKSHIRE HATHAW               | CUSIP: 084659AV3<br>LEI: 549300JD0S5IZJE9LY15 | Long             | DBT              | CORP              | US        |     9950000 | PA      | $9656063.10     | 0.00%             | 2030-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBW8<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    14382000 | PA      | $14584581.66    | 0.00%             | 2034-02-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 710716                      | CUSIP: 36297FSD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      147302 | PA      | $148902.47      | 0.00%             | 2039-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CW9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5264274.07     | 0.00%             | 2032-06-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4696                        | CUSIP: 36202FGD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2627474 | PA      | $2601832.86     | 0.00%             | 2040-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 40414LAQ2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4939631.63     | 0.00%             | 2026-07-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AR9<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    14200000 | PA      | $12249032.86    | 0.00%             | 2030-10-07      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEB8<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    25170000 | PA      | $25634271.48    | 0.01%             | 2030-01-23      | Variable      | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18652                      | CUSIP: 3128MMWN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1281336 | PA      | $1245072.06     | 0.00%             | 2032-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A28413                      | CUSIP: 31297GK26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3180 | PA      | $3220.60        | 0.00%             | 2034-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAV8<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $9208138.78     | 0.00%             | 2030-06-15      | Fixed         | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4794                      | CUSIP: 3140QCKG0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3743858 | PA      | $3284396.26     | 0.00%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08544                      | CUSIP: 3128MJTA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1981691 | PA      | $1799099.33     | 0.00%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7215                      | CUSIP: 3138Y9AR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45294 | PA      | $44315.75       | 0.00%             | 2029-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS2703                      | CUSIP: 3138WCAD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      946442 | PA      | $906766.28      | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01288                      | CUSIP: 31292HND2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7379 | PA      | $7701.55        | 0.00%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FB4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3004686.14     | 0.00%             | 2028-04-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8220                      | CUSIP: 3132D6DZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7273139 | PA      | $7424193.09     | 0.00%             | 2038-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EL3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     9250000 | PA      | $8661352.03     | 0.00%             | 2030-01-16      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89152UAH5<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |     6350000 | PA      | $6320062.33     | 0.00%             | 2028-10-11      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AN8<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    23000000 | PA      | $23876087.57    | 0.01%             | 2035-03-01      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18688                      | CUSIP: 3128MMXS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8234990 | PA      | $7985979.99     | 0.00%             | 2033-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1575                      | CUSIP: 3140XGXD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11216714 | PA      | $10253266.24    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4944                      | CUSIP: 3140X8P68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3031080 | PA      | $2910250.97     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3513                      | CUSIP: 3133KJ3W0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31905843 | PA      | $26813035.66    | 0.01%             | 2050-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GF5<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    14625000 | PA      | $9125694.01     | 0.00%             | 2051-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91843                      | CUSIP: 3128P8BL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2215908 | PA      | $2127185.86     | 0.00%             | 2035-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558CA9<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    10965000 | PA      | $10825976.73    | 0.00%             | 2053-10-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605461                      | CUSIP: 36200NTS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      143366 | PA      | $144728.89      | 0.00%             | 2034-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BE7<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    51150000 | PA      | $50095095.59    | 0.02%             | 2027-06-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank 2019-BNK19                                                                  | BANK 2019-BN19 A3              | CUSIP: 06540WBD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3415000 | PA      | $3194459.64     | 0.00%             | 2061-08-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4212                      | CUSIP: 3132E0VD1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5314553 | PA      | $5583206.22     | 0.00%             | 2053-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAM2<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     3910000 | PA      | $3196060.57     | 0.00%             | 2045-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DP3<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |     5031000 | PA      | $4550284.29     | 0.00%             | 2030-05-01      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAL8<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    19875000 | PA      | $12977744.26    | 0.00%             | 2050-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C01649                      | CUSIP: 31292HZN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      239243 | PA      | $246388.95      | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5210                      | CUSIP: 3132DSYF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33772230 | PA      | $33360421.64    | 0.01%             | 2054-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8374                      | CUSIP: 3132DWJT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38867607 | PA      | $40143086.25    | 0.01%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAN4<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    23055000 | PA      | $19138425.55    | 0.01%             | 2032-09-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2022-GC48                                    | CGCMT 2022-GC48 A5             | CUSIP: 29426VAD8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5600000 | PA      | $5549294.80     | 0.00%             | 2054-05-15      | Variable      | 4.74%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBU3<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     9998000 | PA      | $9904063.80     | 0.00%             | 2032-09-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY0191                      | CUSIP: 3140NGF96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1803378 | PA      | $1770680.53     | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hexcel Corp                                                                      | HEXCEL CORP                    | CUSIP: 428291AP3<br>LEI: S6Q7LW43WUBUHXY2QP69 | Long             | DBT              | CORP              | US        |      962000 | PA      | $978959.88      | 0.00%             | 2035-02-26      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3073                      | CUSIP: 3132DQMW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11454941 | PA      | $11540777.36    | 0.00%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4786                      | CUSIP: 3132A5J71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9324722 | PA      | $9054061.96     | 0.00%             | 2048-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BK9<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5315585.48     | 0.00%             | 2026-09-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C18                              | JPMBB 2014-C18 B               | CUSIP: 46641JBB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      474513 | PA      | $459000.88      | 0.00%             | 2047-02-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2671                      | CUSIP: 3138YT6H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      505122 | PA      | $466431.55      | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6598                      | CUSIP: 36179VKK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    39358303 | PA      | $33517212.25    | 0.01%             | 2050-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BN5<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     8550000 | PA      | $8367782.75     | 0.00%             | 2027-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CD4<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    16450000 | PA      | $16510796.29    | 0.01%             | 2028-06-14      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PES1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    58830000 | PA      | $59014922.28    | 0.02%             | 2045-11-29      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91093                      | CUSIP: 3128P7GA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7480 | PA      | $7572.94        | 0.00%             | 2027-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4069                      | CUSIP: 36179SQW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4363944 | PA      | $4030184.63     | 0.00%             | 2046-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Grupo Televisa SAB                                                               | GRUPO TELEVISA                 | CUSIP: 40049JBA4<br>LEI: 549300O4AF0C816ILN62 | Long             | DBT              | CORP              | MX        |    22660000 | PA      | $16286635.74    | 0.01%             | 2045-05-13      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBM7<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    26600000 | PA      | $25218366.72    | 0.01%             | 2055-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304BG1<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    16023000 | PA      | $15174026.68    | 0.00%             | 2054-09-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2025-A                                              | FORDL 2025-A A3                | CUSIP: 345282AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1310277.41     | 0.00%             | 2028-06-15      | Fixed         | 4.72%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AA9<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     2950000 | PA      | $2805329.54     | 0.00%             | 2040-09-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AG8<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |    22883000 | PA      | $21520997.06    | 0.01%             | 2028-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R2Q9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3864222.48     | 0.00%             | 2026-09-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8226                      | CUSIP: 3132DWD75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    59637367 | PA      | $53783393.16    | 0.02%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216CU2<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    17848000 | PA      | $17039928.61    | 0.01%             | 2027-06-01      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NER8<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $5363677.46     | 0.00%             | 2032-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3945                      | CUSIP: 31418DL34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      306746 | PA      | $297075.40      | 0.00%             | 2050-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BS1<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3435000 | PA      | $3495898.07     | 0.00%             | 2036-03-25      | Variable      | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M1 A2                 | CUSIP: 3136B3XY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11211317 | PA      | $11035381.84    | 0.00%             | 2028-09-25      | Variable      | 3.66%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7515                      | CUSIP: 3132DVK46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17251200 | PA      | $15263443.94    | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756BB1<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     5350000 | PA      | $5413831.36     | 0.00%             | 2028-02-26      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBJ3<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    35033000 | PA      | $27016099.39    | 0.01%             | 2046-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1767                      | CUSIP: 3132DN6C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5824897 | PA      | $5617597.20     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254982                      | CUSIP: 31371LFX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      244027 | PA      | $246509.09      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHK0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   303670000 | PA      | $306255938.33   | 0.10%             | 2028-06-30      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| WestRock MWV LLC                                                                 | WESTROCK MWV LLC               | CUSIP: 961548AV6<br>LEI: 4DL8C98Z5G5IXZLH3578 | Long             | DBT              | CORP              | US        |     4304000 | PA      | $4925826.31     | 0.00%             | 2030-01-15      | Fixed         | 8.20%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AG0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     1225000 | PA      | $1062562.89     | 0.00%             | 2043-08-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAS3<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11163918.28    | 0.00%             | 2034-03-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAQ1<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7671736.93     | 0.00%             | 2027-02-14      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167EP4<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |     6340000 | PA      | $5835543.99     | 0.00%             | 2029-09-19      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810QC5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   125656000 | PA      | $125106255.00   | 0.04%             | 2039-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3535                      | CUSIP: 3140XJ4V2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3396033 | PA      | $2723526.19     | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Healthcare Realty Holdings LP                                                    | HEALTHCARE RLTY                | CUSIP: 42225UAF1<br>LEI: 549300IYGAS4GE6VDL07 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4412894.39     | 0.00%             | 2027-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37876                      | CUSIP: 31297TXD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59410 | PA      | $60162.73       | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU3794                      | CUSIP: 3138X3GC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2369792 | PA      | $2302768.75     | 0.00%             | 2028-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BT3<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6675274.74     | 0.00%             | 2033-12-08      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5112                      | CUSIP: 3140XLVE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29323941 | PA      | $29580332.32    | 0.01%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CC8<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    23500000 | PA      | $15300011.84    | 0.00%             | 2061-05-12      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5566                      | CUSIP: 3140XMFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8923135 | PA      | $8850578.77     | 0.00%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654BA2<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     5625000 | PA      | $5568823.31     | 0.00%             | 2027-06-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2021-4                        | GMCAR 2021-4 A4                | CUSIP: 362554AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1200000 | PA      | $1186120.08     | 0.00%             | 2027-10-18      | Fixed         | 0.99%                 | No            |                  2 | On Loan: No      |
| Workday Inc                                                                      | WORKDAY INC                    | CUSIP: 98138HAJ0<br>LEI: 549300J0DYC0N31V7G13 | Long             | DBT              | CORP              | US        |    10512000 | PA      | $9881129.82     | 0.00%             | 2032-04-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967MD0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    19785000 | PA      | $17065154.03    | 0.01%             | 2048-07-23      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887675                      | CUSIP: 31410FFQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25753 | PA      | $27031.82       | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4677                      | CUSIP: 3138WEFT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19242 | PA      | $18807.93       | 0.00%             | 2030-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86673                      | CUSIP: 312933MW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13220 | PA      | $13120.90       | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AQ6<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     3655000 | PA      | $3608463.92     | 0.00%             | 2029-04-09      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440BM5<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |    16140000 | PA      | $14398779.12    | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8292                      | CUSIP: 3138AAGA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6283 | PA      | $6251.72        | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAQ8<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10732056.94    | 0.00%             | 2027-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FF0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    76342000 | PA      | $79825103.75    | 0.03%             | 2028-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AX9<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |    13439000 | PA      | $13982827.12    | 0.00%             | 2033-03-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hess Corp                                                                        | HESS CORP                      | CUSIP: 42809HAD9<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |    12672000 | PA      | $12582737.91    | 0.00%             | 2041-02-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFJ6<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3580424.00     | 0.00%             | 2028-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4509                      | CUSIP: 36179TAJ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1879856 | PA      | $1682035.17     | 0.00%             | 2047-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00524                      | CUSIP: 31292GSM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1019 | PA      | $1040.84        | 0.00%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp                                         | WABTEC                         | CUSIP: 960386AL4<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | DBT              | CORP              | US        |    11269000 | PA      | $11128805.34    | 0.00%             | 2026-11-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M4 A2                 | CUSIP: 3136BDZA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    47775000 | PA      | $41212363.24    | 0.01%             | 2031-02-25      | Variable      | 1.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 447860                      | CUSIP: 31380RQM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         519 | PA      | $527.20         | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC2085                      | CUSIP: 3133ALJ66<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6428976 | PA      | $5404792.82     | 0.00%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Georgia-Pacific LLC                                                              | GEORGIA-PACIFIC                | CUSIP: 373298BU1<br>LEI: L2EVHWFHVAQK72TMH265 | Long             | DBT              | CORP              | US        |     4460000 | PA      | $5445370.01     | 0.00%             | 2031-05-15      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8485                      | CUSIP: 36179XNA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       46509 | PA      | $39683.27       | 0.00%             | 2052-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAH3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    14900000 | PA      | $13738915.15    | 0.00%             | 2030-04-16      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBB6<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7416820.52     | 0.00%             | 2027-03-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBC2<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    13261000 | PA      | $13404207.62    | 0.00%             | 2035-04-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2671                      | CUSIP: 31418B6H4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1503230 | PA      | $1386678.14     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBD7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    16664000 | PA      | $16223430.06    | 0.01%             | 2030-05-06      | Variable      | 3.70%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    21838000 | PA      | $17502450.99    | 0.01%             | 2042-02-02      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41897                      | CUSIP: 3128K2DA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8983 | PA      | $9290.60        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                                              | US 2YR NOTE (CBT) Sep25        | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | N/A       |         265 | NC      | $138059.25      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3440                      | CUSIP: 3140X6ZE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1135299 | PA      | $1041740.19     | 0.00%             | 2037-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4394                      | CUSIP: 3140XK3C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14251642 | PA      | $13540227.30    | 0.00%             | 2049-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT0542                      | CUSIP: 3132ACS76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5445523 | PA      | $5177096.56     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0699                      | CUSIP: 36179MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7754962 | PA      | $7219955.12     | 0.00%             | 2043-01-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Time Warner Cable Enterprises LLC                                                | TIME WARNER ENT                | CUSIP: 88731EAJ9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2964000 | PA      | $3448216.35     | 0.00%             | 2033-07-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2180                      | CUSIP: 3132DPM54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6936575 | PA      | $7096435.72     | 0.00%             | 2052-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08744                      | CUSIP: 3128MJZJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      352121 | PA      | $343770.62      | 0.00%             | 2046-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DBJPM 2017-C6 Mortgage Trust                                                     | DBJPM 2017-C6 A5               | CUSIP: 23312JAF0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5975000 | PA      | $5843577.49     | 0.00%             | 2050-06-10      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2023-A1 A                | CUSIP: 14041NGD7<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    17325000 | PA      | $17341843.37    | 0.01%             | 2028-05-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5280                        | CUSIP: 36202F2M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1101039 | PA      | $1060483.60     | 0.00%             | 2042-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BK8<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $17389636.04    | 0.01%             | 2029-03-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP               | CUSIP: 472140AJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6736554.40     | 0.00%             | 2066-04-15      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Interpublic Group of Cos Inc/The                                                 | INTERPUBLIC GRP                | CUSIP: 460690BR0<br>LEI: 5493008IUOJ5VWTRC333 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5348983.73     | 0.00%             | 2030-03-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YAW5<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     3248000 | PA      | $2584143.87     | 0.00%             | 2049-03-07      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS6                                            | GSMS 2017-GS6 AS               | CUSIP: 36253PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $566596.62      | 0.00%             | 2050-05-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 885655                      | CUSIP: 31410C5Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       82072 | PA      | $86364.34       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BZ5<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $13952790.72    | 0.00%             | 2033-10-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                                       | EART 2023-1A C                 | CUSIP: 30168BAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      511564 | PA      | $512871.21      | 0.00%             | 2028-02-15      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7117                      | CUSIP: 3138EP4B7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1892387 | PA      | $1816821.72     | 0.00%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718GM5<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |     3450000 | PA      | $3451147.34     | 0.00%             | 2030-05-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAR7<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $5213978.62     | 0.00%             | 2051-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BL5<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |     5475000 | PA      | $5712429.62     | 0.00%             | 2040-03-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BC9<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    11150000 | PA      | $10070669.70    | 0.00%             | 2030-05-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Blue Owl Credit Income Corp                                                      | BLUE OWL CREDIT                | CUSIP: 69120VAZ4<br>LEI: 5493003I42XBWPE05N35 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6693867.10     | 0.00%             | 2031-03-15      | Fixed         | 6.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7075                      | CUSIP: 3138EP2H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      711522 | PA      | $695344.82      | 0.00%             | 2034-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Athene Holding Ltd                                                               | ATHENE HOLDING                 | CUSIP: 04686JAD3<br>LEI: 549300H316CT32FQXI76 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $4093981.24     | 0.00%             | 2051-05-25      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Flex Ltd                                                                         | FLEX LTD                       | CUSIP: 33938XAB1<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |     4000000 | PA      | $4015891.64     | 0.00%             | 2030-05-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                                                | HEALTHPEAK OP                  | CUSIP: 42250PAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6350000 | PA      | $5791254.19     | 0.00%             | 2031-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FT0<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4410741.90     | 0.00%             | 2053-02-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2050                      | CUSIP: 3140X5H48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18243223 | PA      | $15992936.37    | 0.01%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2820902.52     | 0.00%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Amcor Flexibles North America Inc                                                | AMCOR FLEXIBLES                | CUSIP: 02344AAE8<br>LEI: PTVU09TE3QPJPL7K4E13 | Long             | DBT              | CORP              | US        |    10082000 | PA      | $10231890.89    | 0.00%             | 2035-03-17      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BY0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10075295.98    | 0.00%             | 2027-07-23      | Variable      | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN1084                      | CUSIP: 3140JHF24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      561766 | PA      | $550979.47      | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBK0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    10530000 | PA      | $10569134.70    | 0.00%             | 2030-06-20      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAZ2<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     7628000 | PA      | $6950542.72     | 0.00%             | 2032-04-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18434                      | CUSIP: 3128MMPU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      651837 | PA      | $643804.54      | 0.00%             | 2027-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2907                      | CUSIP: 31418CGR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4792293 | PA      | $4541090.43     | 0.00%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Jacobs Engineering Group Inc                                                     | JACOBS ENGIN GRP               | CUSIP: 469814AA5<br>LEI: 549300CZ8QS1GE53O776 | Long             | DBT              | CORP              | US        |     1903000 | PA      | $1979886.10     | 0.00%             | 2033-03-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837AM5<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |     4000000 | PA      | $4017723.29     | 0.00%             | 2028-10-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBE2<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10342589.36    | 0.00%             | 2027-05-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CQ9<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    28567000 | PA      | $26793116.82    | 0.01%             | 2029-02-16      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2911                      | CUSIP: 31418CGV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1788554 | PA      | $1639701.14     | 0.00%             | 2037-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RCQ3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    56750000 | PA      | $49523851.50    | 0.02%             | 2046-05-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZN3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   173350000 | PA      | $163450088.98   | 0.05%             | 2027-04-30      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CQ5<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $3741231.41     | 0.00%             | 2031-10-14      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312BV7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |    13700000 | PA      | $13446122.03    | 0.00%             | 2040-04-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU4290                      | CUSIP: 3138X3XU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2644363 | PA      | $2541341.06     | 0.00%             | 2043-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67702                      | CUSIP: 3132XCRX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18141608 | PA      | $17348723.67    | 0.01%             | 2047-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 817795                      | CUSIP: 31406RRQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6919 | PA      | $7282.22        | 0.00%             | 2036-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3670                      | CUSIP: 31418DCG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1248892 | PA      | $1098745.30     | 0.00%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA4333                      | CUSIP: 31416MY73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       33682 | PA      | $33594.48       | 0.00%             | 2029-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3521                      | CUSIP: 31418C4F8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5505058 | PA      | $5195849.02     | 0.00%             | 2048-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBF1<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    10234000 | PA      | $7938527.60     | 0.00%             | 2049-06-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFD1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    13350000 | PA      | $10183238.41    | 0.00%             | 2050-03-22      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2302                      | CUSIP: 36179QRX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5387223 | PA      | $4893676.46     | 0.00%             | 2044-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2501                      | CUSIP: 3138Y3X71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1185420 | PA      | $1134350.54     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bio-Rad Laboratories Inc                                                         | BIO-RAD LABS                   | CUSIP: 090572AR9<br>LEI: 549300ZC1GPV35XYDK53 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2942198.58     | 0.00%             | 2027-03-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AJ0<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |     5248000 | PA      | $4410994.86     | 0.00%             | 2048-11-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109DF5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    24485000 | PA      | $24512087.70    | 0.01%             | 2034-02-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |     5693000 | PA      | $4636382.73     | 0.00%             | 2048-09-20      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    14803000 | PA      | $13047706.41    | 0.00%             | 2043-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XBX2<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    70020000 | PA      | $48934644.98    | 0.02%             | 2050-04-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AK0<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |    11150000 | PA      | $10642932.42    | 0.00%             | 2034-11-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| American Airlines 2016-1 Class AA Pass Through Trust                             | AM AIRLN 16-1 AA               | CUSIP: 02376UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1876366 | PA      | $1817346.44     | 0.00%             | 2029-07-15      | Fixed         | 3.58%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9365                      | CUSIP: 36179YMN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    17211955 | PA      | $17838094.48    | 0.01%             | 2053-12-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    49515000 | PA      | $50475090.61    | 0.02%             | 2035-02-13      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Kimberly-Clark Corp                                                              | KIMBERLY-CLARK                 | CUSIP: 494368CA9<br>LEI: MP3J6QPYPGN75NVW2S34 | Long             | DBT              | CORP              | US        |     4105000 | PA      | $2652857.70     | 0.00%             | 2050-02-07      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01317                      | CUSIP: 31283HPA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7555 | PA      | $7946.09        | 0.00%             | 2031-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 251821                      | CUSIP: 31371GVN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1234 | PA      | $1254.26        | 0.00%             | 2028-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890329                      | CUSIP: 31410LEA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28981 | PA      | $28853.61       | 0.00%             | 2026-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAU4<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9856363.15     | 0.00%             | 2026-12-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7790                      | CUSIP: 3133KPUP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5252858 | PA      | $5192499.99     | 0.00%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XBD9<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4124717.54     | 0.00%             | 2028-10-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 731011AZ5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    39050000 | PA      | $36202799.97    | 0.01%             | 2054-03-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4442                      | CUSIP: 31418D5C2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5750550 | PA      | $5260053.70     | 0.00%             | 2036-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                                            | AON NORTH AMER                 | CUSIP: 03740MAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23848000 | PA      | $23504150.90    | 0.01%             | 2054-03-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K511 A2                   | CUSIP: 3137HB3G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3250000 | PA      | $3321043.05     | 0.00%             | 2028-10-25      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    19679000 | PA      | $16262460.87    | 0.01%             | 2048-12-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3121                      | CUSIP: 3140XJPF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8576792 | PA      | $8271555.84     | 0.00%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CN4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    11725000 | PA      | $8753324.99     | 0.00%             | 2049-10-30      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DW3<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4550999.17     | 0.00%             | 2029-05-30      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7328                      | CUSIP: 31419JEA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1477437 | PA      | $1427638.74     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42152                      | CUSIP: 3128K2L98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6093 | PA      | $6306.16        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YCZ0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     4810000 | PA      | $4337153.88     | 0.00%             | 2042-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFR1<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    62320000 | PA      | $65329013.70    | 0.02%             | 2035-04-19      | Variable      | 5.83%                 | No            |                  2 | On Loan: No      |
| Federal Farm Credit Banks Funding Corp                                           | FED FARM CREDIT                | CUSIP: 3133EPN50<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |     5657000 | PA      | $5743535.13     | 0.00%             | 2028-12-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591FD9<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |    13253000 | PA      | $13570700.92    | 0.00%             | 2035-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4106                      | CUSIP: 31418DR46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5612875 | PA      | $5033728.75     | 0.00%             | 2035-07-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4697                        | CUSIP: 36202FGE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2178165 | PA      | $2206670.98     | 0.00%             | 2040-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BMO 2023-5C1 Mortgage Trust                                                      | BMO 2023-5C1 A3                | CUSIP: 055986AC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1365867.75     | 0.00%             | 2056-08-15      | Variable      | 6.53%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795KB5<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    23225000 | PA      | $24056512.12    | 0.01%             | 2055-06-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726414                      | CUSIP: 3620ADAP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      281279 | PA      | $278301.02      | 0.00%             | 2039-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XCF6<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |    10200000 | PA      | $9577643.22     | 0.00%             | 2053-06-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U3T8<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    30140000 | PA      | $30567382.90    | 0.01%             | 2029-04-23      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02381                      | CUSIP: 3128LXUE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61360 | PA      | $64564.84       | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Kaiser Foundation Hospitals                                                      | KAISER FOUN HOSP               | CUSIP: 48305QAG8<br>LEI: DW4Z57L3G4IRMHYZYK62 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $4536416.12     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Delmarva Power & Light Co                                                        | DELMARVA PR & LT               | CUSIP: 247109BT7<br>LEI: NJ98T8DDD027ZFXUDB24 | Long             | DBT              | CORP              | US        |     5425000 | PA      | $4449370.73     | 0.00%             | 2045-05-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YES0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9951425.35     | 0.00%             | 2037-04-20      | Variable      | 5.30%                 | No            |                  2 | On Loan: No      |
| COMM 2015-CCRE27 Mortgage Trust                                                  | COMM 2015-CR27 B               | CUSIP: 12635QBK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      800000 | PA      | $779321.20      | 0.00%             | 2048-10-10      | Variable      | 4.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0788                      | CUSIP: 3132DM2V6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6016759 | PA      | $4859121.63     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Stanley Black & Decker Inc                                                       | STANLEY BLACK                  | CUSIP: 854502AL5<br>LEI: 549300DJ09SMTO561131 | Long             | DBT              | CORP              | US        |    13300000 | PA      | $11908842.94    | 0.00%             | 2030-03-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7890                      | CUSIP: 3138WHXU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1980737 | PA      | $1762411.75     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CW1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |     9530000 | PA      | $9669820.80     | 0.00%             | 2030-02-28      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3805                      | CUSIP: 3140XKGP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11094346 | PA      | $11395097.29    | 0.00%             | 2053-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKD2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   233107000 | PA      | $237241005.79   | 0.08%             | 2029-02-28      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Bunge Ltd Finance Corp                                                           | BUNGE LTD FIN CP               | CUSIP: 120568AX8<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |     7368000 | PA      | $7277820.85     | 0.00%             | 2026-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAF9<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     9025000 | PA      | $8326162.86     | 0.00%             | 2030-10-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4963                      | CUSIP: 36179TQQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6261653 | PA      | $5912232.24     | 0.00%             | 2048-01-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBL4<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    39978000 | PA      | $35659960.73    | 0.01%             | 2034-04-15      | Fixed         | 3.47%                 | Yes           |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AD4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    16957000 | PA      | $17473916.80    | 0.01%             | 2027-11-16      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 254379                      | CUSIP: 31371KQ87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7098 | PA      | $7495.22        | 0.00%             | 2032-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783065                      | CUSIP: 36241LMN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      223869 | PA      | $226294.12      | 0.00%             | 2040-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VBG8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $3989665.05     | 0.00%             | 2042-11-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Santander Holdings USA Inc                                                       | SANTANDER HOLD                 | CUSIP: 80282KAP1<br>LEI: 549300SMVCQN2P0O6I58 | Long             | DBT              | CORP              | US        |    42150000 | PA      | $42091834.35    | 0.01%             | 2027-07-13      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0953                      | CUSIP: 3138A2BX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      860806 | PA      | $852269.59      | 0.00%             | 2040-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AEB25<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    19510000 | PA      | $19238908.55    | 0.01%             | 2028-06-09      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FCD1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9875682.37     | 0.00%             | 2034-10-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Apollo Debt Solutions BDC                                                        | APOLLO DEBT SOLU               | CUSIP: 03770DAB9<br>LEI: 549300UMUGX092P8DW87 | Long             | DBT              | CORP              | US        |    20000000 | PA      | $20863271.74    | 0.01%             | 2029-04-13      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| DBJPM 16-C1 Mortgage Trust                                                       | DBJPM 2016-C1 A4               | CUSIP: 23312LAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2600000 | PA      | $2562312.74     | 0.00%             | 2049-05-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GKD0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    26399000 | PA      | $23237389.30    | 0.01%             | 2032-10-20      | Variable      | 2.57%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7787                      | CUSIP: 3140XBUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3107277 | PA      | $2972262.47     | 0.00%             | 2049-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCD4<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    11425000 | PA      | $6718215.23     | 0.00%             | 2051-11-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 848976                      | CUSIP: 31300L6M2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39302 | PA      | $40897.34       | 0.00%             | 2042-02-01      | Floating      | 6.81%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB0649                      | CUSIP: 3140QKWK0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86023 | PA      | $82539.98       | 0.00%             | 2036-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CW2<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    16100000 | PA      | $9877185.34     | 0.00%             | 2050-09-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7649                      | CUSIP: 36179WQA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24021557 | PA      | $20426536.58    | 0.01%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| CH Robinson Worldwide Inc                                                        | CH ROBINSON                    | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |     4175000 | PA      | $4152178.29     | 0.00%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DL9<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    23700000 | PA      | $16876447.75    | 0.01%             | 2050-01-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4999                      | CUSIP: 3138WERV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      537646 | PA      | $497763.25      | 0.00%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC2040                      | CUSIP: 3617B5HR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9210 | PA      | $8908.77        | 0.00%             | 2047-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AK6784                      | CUSIP: 3138EBRE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      531941 | PA      | $525168.96      | 0.00%             | 2027-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Novartis Capital Corp                                                            | NOVARTIS CAPITAL               | CUSIP: 66989HAN8<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |    26048000 | PA      | $25674161.00    | 0.01%             | 2027-05-17      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EYD5<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     5530000 | PA      | $5563232.58     | 0.00%             | 2028-06-05      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4486                      | CUSIP: 3133KK6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36019044 | PA      | $28717458.22    | 0.01%             | 2051-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6819                      | CUSIP: 36179VSG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   106460910 | PA      | $90572534.34    | 0.03%             | 2050-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-4                                       | EART 2023-4A C                 | CUSIP: 30166TAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1109207.22     | 0.00%             | 2028-08-15      | Fixed         | 6.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0462                      | CUSIP: 3140Q7QQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      594861 | PA      | $546508.03      | 0.00%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38072                      | CUSIP: 31297T6H1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7780 | PA      | $7879.81        | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                  | CUSIP: 758750AP8<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    13015000 | PA      | $13750086.38    | 0.00%             | 2033-04-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX2566                      | CUSIP: 3138Y3Z87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2381202 | PA      | $2218158.65     | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK7                                                                   | BANK 2017-BNK7 AS              | CUSIP: 06541XAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5225000 | PA      | $5073559.65     | 0.00%             | 2060-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| CVS Health Corp                                                                  | CVS HEALTH CORP                | CUSIP: 126650DU1<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |    20950000 | PA      | $21088925.90    | 0.01%             | 2033-02-21      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Tennessee Valley Authority                                                       | TENN VALLEY AUTH               | CUSIP: 880591ED0<br>LEI: 549300HE1ISW43LNKM54 | Long             | DBT              | USGA              | US        |     1436000 | PA      | $1522701.37     | 0.00%             | 2038-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5264                      | CUSIP: 36179TZ57<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7018600 | PA      | $6620359.02     | 0.00%             | 2048-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2022-A                                         | WOART 2022-A A3                | CUSIP: 98164GAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      642104 | PA      | $638667.03      | 0.00%             | 2027-05-17      | Fixed         | 1.66%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AU2<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |     1628000 | PA      | $1379041.82     | 0.00%             | 2032-03-15      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200HF1<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    21966000 | PA      | $18191817.50    | 0.01%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEZ1<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     4730000 | PA      | $4785730.95     | 0.00%             | 2029-04-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BS4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $1940687.93     | 0.00%             | 2047-11-21      | Fixed         | 3.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8221                      | CUSIP: 3132DWD26<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55358253 | PA      | $49924314.58    | 0.02%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAH0<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     4500000 | PA      | $4603312.47     | 0.00%             | 2027-06-04      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9788                      | CUSIP: 3140XD2W5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       95987 | PA      | $83067.58       | 0.00%             | 2051-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Bancorp                                                              | FIFTH THIRD BANC               | CUSIP: 316773DL1<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10406774.47    | 0.00%             | 2032-01-29      | Variable      | 5.63%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38074                      | CUSIP: 31297T6K4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11504 | PA      | $11649.85       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745418                      | CUSIP: 31403DDX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6468561 | PA      | $6685097.33     | 0.00%             | 2036-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 954784                      | CUSIP: 31413TFZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1720 | PA      | $1857.13        | 0.00%             | 2037-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AY2<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6090902.80     | 0.00%             | 2055-02-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 481427                      | CUSIP: 31382FYY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6464 | PA      | $6580.17        | 0.00%             | 2029-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7960                      | CUSIP: 3138WHZ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       84897 | PA      | $82856.90       | 0.00%             | 2046-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B6 Mortgage Trust                                                 | BMARK 2018-B6 AS               | CUSIP: 08162CAF7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2175000 | PA      | $2080560.85     | 0.00%             | 2051-10-10      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05531                      | CUSIP: 3128M7PQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20770 | PA      | $21913.61       | 0.00%             | 2038-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAF5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    10205000 | PA      | $10116061.69    | 0.00%             | 2029-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AQ3<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |    66642000 | PA      | $67818796.79    | 0.02%             | 2029-01-23      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 74432QCK9<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3340000 | PA      | $3373042.65     | 0.00%             | 2035-03-14      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Entergy Mississippi LLC                                                          | ENTERGY MISSISSI               | CUSIP: 29366WAG1<br>LEI: 54930043I78H35DVVW89 | Long             | DBT              | CORP              | US        |     6835000 | PA      | $6852193.09     | 0.00%             | 2055-04-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03520                      | CUSIP: 31292K4D6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1849148 | PA      | $1792281.93     | 0.00%             | 2040-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932848                      | CUSIP: 31412RL54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      753637 | PA      | $729095.14      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 753172                      | CUSIP: 31403MW96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      255026 | PA      | $257698.29      | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Schlumberger Holdings Corp                                                       | SCHLUMBERGER HLD               | CUSIP: 806851AR2<br>LEI: 529900IKZG65COT1D505 | Long             | DBT              | CORP              | US        |     8960000 | PA      | $8258886.96     | 0.00%             | 2030-06-26      | Fixed         | 2.65%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C52                                   | WFCM 2019-C52 AS               | CUSIP: 95002MBA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3775000 | PA      | $3449093.68     | 0.00%             | 2052-08-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016FZU1<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    22150000 | PA      | $23022145.80    | 0.01%             | 2027-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048BT4<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |    27150000 | PA      | $26641199.79    | 0.01%             | 2028-07-20      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-BNK2                                         | MSC 2016-BNK2 AS               | CUSIP: 61690YBX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2951000 | PA      | $2721533.78     | 0.00%             | 2049-11-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09015                      | CUSIP: 31292SAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4539840 | PA      | $4138149.57     | 0.00%             | 2042-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CR8<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |     6011000 | PA      | $5805616.04     | 0.00%             | 2053-06-01      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 814902                      | CUSIP: 31406NKP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4685 | PA      | $5002.41        | 0.00%             | 2035-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1998                      | CUSIP: 36179QGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      693097 | PA      | $702183.08      | 0.00%             | 2044-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7549                      | CUSIP: 3132DVL60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    51147014 | PA      | $41210320.37    | 0.01%             | 2052-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8151                      | CUSIP: 3140XQBV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14123207 | PA      | $14488412.11    | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BPCE SA                                                                          | BPCE                           | CUSIP: 05578AAJ7<br>LEI: 9695005MSX1OYEMGDF46 | Long             | DBT              | CORP              | FR        |      275000 | PA      | $267579.20      | 0.00%             | 2028-01-11      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2970                      | CUSIP: 3138LTJQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      961039 | PA      | $877778.74      | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABH5<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     3038000 | PA      | $2369110.72     | 0.00%             | 2047-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAN0<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     2000000 | PA      | $1976133.41     | 0.00%             | 2027-01-11      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 786545                      | CUSIP: 3622ACES5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14817943 | PA      | $14603954.34    | 0.00%             | 2053-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBP6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2544869.15     | 0.00%             | 2034-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ1001                      | CUSIP: 3142GRDF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13650598 | PA      | $13688900.37    | 0.00%             | 2054-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC26                                           | GSMS 2014-GC26 B               | CUSIP: 36250HAK9<br>LEI: 549300V3F4KBEWHAZP46 | Long             | ABS-MBS          | CORP              | US        |     1093543 | PA      | $1036142.93     | 0.00%             | 2047-11-10      | Variable      | 4.21%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AL3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     6225000 | PA      | $6292908.74     | 0.00%             | 2029-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKU8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    15445000 | PA      | $15540969.82    | 0.00%             | 2030-05-17      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CS7<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8508876.22     | 0.00%             | 2035-09-30      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CAV3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1087583000 | PA      | $932942292.19   | 0.30%             | 2030-11-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PEU2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    23297000 | PA      | $23248524.08    | 0.01%             | 2029-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03417                      | CUSIP: 3128M5DW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31009 | PA      | $32710.33       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CN0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3430803.81     | 0.00%             | 2030-07-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00051                      | CUSIP: 3132GDBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22757 | PA      | $23053.62       | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM5115                      | CUSIP: 3140J9VH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1099009 | PA      | $1070886.94     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CMS Energy Corp                                                                  | CMS ENERGY                     | CUSIP: 125896BN9<br>LEI: 549300IA9XFBAGNIBW29 | Long             | DBT              | CORP              | US        |     8205000 | PA      | $7324124.07     | 0.00%             | 2044-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 787145                      | CUSIP: 3622ACZJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    29069662 | PA      | $30445613.33    | 0.01%             | 2053-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0091                      | CUSIP: 36179MC40<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      470232 | PA      | $476278.26      | 0.00%             | 2042-05-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07326                      | CUSIP: 3128M9PK2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      159118 | PA      | $164840.10      | 0.00%             | 2041-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB3905                      | CUSIP: 31417AKT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       54628 | PA      | $54173.95       | 0.00%             | 2026-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K133 A2                   | CUSIP: 3137H4BP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10200000 | PA      | $8983011.48     | 0.00%             | 2031-09-25      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    20619000 | PA      | $20283516.23    | 0.01%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JBK9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     2610000 | PA      | $2732304.39     | 0.00%             | 2029-03-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14579                      | CUSIP: 3128PUCQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1894 | PA      | $1887.58        | 0.00%             | 2026-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DX1<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     8090000 | PA      | $8214721.61     | 0.00%             | 2030-01-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BK1<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10024142.18    | 0.00%             | 2034-02-08      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    55940000 | PA      | $57292493.24    | 0.02%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PED0<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    29625000 | PA      | $26151810.32    | 0.01%             | 2031-05-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00914AAM4<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9722997.99     | 0.00%             | 2026-08-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4026                      | CUSIP: 31418DPL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6600061 | PA      | $6208723.11     | 0.00%             | 2050-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AY3<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     6000000 | PA      | $5292292.86     | 0.00%             | 2032-02-04      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DP9<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    11645000 | PA      | $9744518.37     | 0.00%             | 2050-06-30      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAM4<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    14800000 | PA      | $14293657.18    | 0.00%             | 2043-03-22      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAR1<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    17534000 | PA      | $17248627.98    | 0.01%             | 2027-07-12      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XAY0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6696327.96     | 0.00%             | 2027-12-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30698                      | CUSIP: 3128CUX35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       71180 | PA      | $71764.22       | 0.00%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ameriprise Financial Inc                                                         | AMERIPRISE FINL                | CUSIP: 03076CAM8<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5126921.35     | 0.00%             | 2033-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46513YJH2<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |     6795000 | PA      | $6556563.66     | 0.00%             | 2028-01-17      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9704                      | CUSIP: 3140XDYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2056583 | PA      | $1642896.64     | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CORP                    | CUSIP: 30161NAX9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |    13251000 | PA      | $13043437.39    | 0.00%             | 2030-04-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAJ4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     6495000 | PA      | $5337471.14     | 0.00%             | 2044-06-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BD4<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    11675000 | PA      | $11791249.55    | 0.00%             | 2035-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18473                      | CUSIP: 3128MMQ30<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      746254 | PA      | $734022.19      | 0.00%             | 2028-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKJ0<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    74345000 | PA      | $50331864.41    | 0.02%             | 2053-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1064                      | CUSIP: 36179NFD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      681046 | PA      | $666694.75      | 0.00%             | 2028-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                    | CUSIP: 704326AB3<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    21050000 | PA      | $21608761.88    | 0.01%             | 2032-04-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8G0<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9905614.92     | 0.00%             | 2027-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 943666                      | CUSIP: 31413EZ73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2121 | PA      | $2304.62        | 0.00%             | 2037-07-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6474                      | CUSIP: 3140XNFQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16496294 | PA      | $13080083.32    | 0.00%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913UAY6<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     3480000 | PA      | $3506577.76     | 0.00%             | 2028-03-03      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CE3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13788860.10    | 0.00%             | 2034-05-19      | Variable      | 5.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 644781                      | CUSIP: 36292CJ21<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6695 | PA      | $6762.51        | 0.00%             | 2035-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3663                        | CUSIP: 36202EB81<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       84888 | PA      | $84341.54       | 0.00%             | 2035-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Unum Group                                                                       | UNUM GROUP                     | CUSIP: 91529YAN6<br>LEI: 549300E32YFDO6TZ8R31 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1962496.16     | 0.00%             | 2029-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GC77<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    77089000 | PA      | $77728599.87    | 0.02%             | 2028-04-23      | Variable      | 4.94%                 | No            |                  2 | On Loan: No      |
| MDC Holdings Inc                                                                 | MDC HOLDINGS INC               | CUSIP: 552676AQ1<br>LEI: 5299005FV4VNV75R8R35 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $6671569.30     | 0.00%             | 2043-01-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Americold Realty Operating Partnership LP                                        | AMERICOLD REALT                | CUSIP: 03063UAA9<br>LEI: 549300FKD9KVWNHSUU79 | Long             | DBT              | CORP              | US        |     5330000 | PA      | $5218924.62     | 0.00%             | 2034-09-12      | Fixed         | 5.41%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818GA0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $2414760.78     | 0.00%             | 2072-02-14      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4636                        | CUSIP: 36202FEH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2932974 | PA      | $2904866.30     | 0.00%             | 2040-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    18100000 | PA      | $11902432.49    | 0.00%             | 2051-03-12      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAY4<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     6667000 | PA      | $6727050.92     | 0.00%             | 2027-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807CY1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    10986000 | PA      | $10834072.10    | 0.00%             | 2026-11-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4902                      | CUSIP: 36179TNT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1801880 | PA      | $1762020.14     | 0.00%             | 2047-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAG9<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |    24790000 | PA      | $23102173.86    | 0.01%             | 2028-06-11      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CX7<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $6002243.90     | 0.00%             | 2051-01-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B31 Mortgage Trust                                                | BMARK 2021-B31 A5              | CUSIP: 08163MAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2000000 | PA      | $1757912.60     | 0.00%             | 2054-12-15      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3916                      | CUSIP: 3140QPK63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9944969 | PA      | $9548308.50     | 0.00%             | 2052-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CU2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    10955000 | PA      | $10033727.45    | 0.00%             | 2030-02-21      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBL0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     2720000 | PA      | $2282553.90     | 0.00%             | 2054-08-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BA4786                      | CUSIP: 3140E9J80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      293961 | PA      | $286585.01      | 0.00%             | 2031-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1429                      | CUSIP: 3132DNSS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24189245 | PA      | $22709634.83    | 0.01%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0959                      | CUSIP: 3128S5B45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3183 | PA      | $3252.34        | 0.00%             | 2037-09-01      | Floating      | 6.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02746                      | CUSIP: 31294MBP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       42956 | PA      | $42803.35       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GQ4<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     4613000 | PA      | $4629181.22     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B19 Mortgage Trust                                                | BMARK 2020-B19 AS              | CUSIP: 08162WBE5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      775000 | PA      | $635075.38      | 0.00%             | 2053-09-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6881                      | CUSIP: 3138WGUF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1047636 | PA      | $967389.89      | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RAJ7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     3445000 | PA      | $3812994.72     | 0.00%             | 2034-06-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Paramount Global                                                                 | CBS CORP                       | CUSIP: 124857AJ2<br>LEI: 5KYC8KF17ROCY24M3H09 | Long             | DBT              | CORP              | US        |    12165000 | PA      | $9601343.24     | 0.00%             | 2042-07-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4511                      | CUSIP: 36179TAL9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2757780 | PA      | $2605610.45     | 0.00%             | 2047-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA4214                      | CUSIP: 3133KKVF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12780073 | PA      | $10201346.97    | 0.00%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Tyco Electronics Group SA                                                        | TYCO ELECTRONICS               | CUSIP: 902133AG2<br>LEI: C33G1C5SYE2YM95EE712 | Long             | DBT              | CORP              | LU        |     7145000 | PA      | $8207771.56     | 0.00%             | 2037-10-01      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2023                                                      | JDOT 2023-A A3                 | CUSIP: 47800CAC0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1909335 | PA      | $1915093.40     | 0.00%             | 2027-11-15      | Fixed         | 5.01%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1517 A2                 | CUSIP: 3137FWHF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18200000 | PA      | $14105498.68    | 0.00%             | 2035-07-25      | Fixed         | 1.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB6762                      | CUSIP: 3140QSQQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15450477 | PA      | $15767922.62    | 0.01%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1785                      | CUSIP: 3140XG6X2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6711533 | PA      | $5949381.98     | 0.00%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3572                      | CUSIP: 3140XJ6J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16468070 | PA      | $13911485.85    | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862121AA8<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |     2195000 | PA      | $2172626.21     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DP2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    21280000 | PA      | $19754006.94    | 0.01%             | 2029-09-11      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Prologis LP                                                                      | PROLOGIS LP                    | CUSIP: 74340XBL4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4025980.99     | 0.00%             | 2029-02-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96707                      | CUSIP: 312945NY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1644875 | PA      | $1593966.98     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alibaba Group Holding Ltd                                                        | ALIBABA GROUP                  | CUSIP: 01609WAZ5<br>LEI: 5493001NTNQJDH60PM02 | Long             | DBT              | CORP              | KY        |    18144000 | PA      | $11770966.84    | 0.00%             | 2051-02-09      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7548                      | CUSIP: 3132DVL52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    71970040 | PA      | $60752076.83    | 0.02%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Automatic Data Processing Inc                                                    | AUTOMATIC DATA                 | CUSIP: 053015AF0<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | DBT              | CORP              | US        |     5580000 | PA      | $4831076.54     | 0.00%             | 2030-09-01      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723337                      | CUSIP: 3620A9S28<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      483325 | PA      | $478268.69      | 0.00%             | 2039-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08698                      | CUSIP: 3128MJX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7365849 | PA      | $6810410.21     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AZ3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    14325000 | PA      | $12056142.97    | 0.00%             | 2032-02-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08635                      | CUSIP: 3128MJV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1916790 | PA      | $1720327.24     | 0.00%             | 2045-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687FM3<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    23900000 | PA      | $15033103.02    | 0.00%             | 2049-09-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBL8<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    13958000 | PA      | $13056518.95    | 0.00%             | 2044-05-17      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9846                      | CUSIP: 3140XD5G7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11509337 | PA      | $9553527.87     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2022-2 Owner Trust                                        | HAROT 2022-2 A3                | CUSIP: 43815PAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      696435 | PA      | $695468.03      | 0.00%             | 2026-07-20      | Fixed         | 3.73%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18692                      | CUSIP: 3128MMXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2918625 | PA      | $2870251.65     | 0.00%             | 2033-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AG6<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5816241.31     | 0.00%             | 2028-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234DQ8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    24600000 | PA      | $24825060.59    | 0.01%             | 2029-01-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Willis North America Inc                                                         | WILLIS NORTH AME               | CUSIP: 970648AH4<br>LEI: 5493004KVU1HWZCP0C66 | Long             | DBT              | CORP              | US        |     5093000 | PA      | $4527060.49     | 0.00%             | 2048-09-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Procter & Gamble Co/The                                                          | PROCTER & GAMBLE               | CUSIP: 742718FM6<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | DBT              | CORP              | US        |    15351000 | PA      | $13243862.25    | 0.00%             | 2030-10-29      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5328                      | CUSIP: 3133KY4M8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6932470 | PA      | $6947591.89     | 0.00%             | 2045-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Nevada Power Co                                                                  | NEVADA POWER CO                | CUSIP: 641423CC0<br>LEI: MJZFGXRJ52U8U4MKJ519 | Long             | DBT              | CORP              | US        |     5575000 | PA      | $5452630.49     | 0.00%             | 2029-05-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2015-GC31                                    | CGCMT 2015-GC31 A4             | CUSIP: 17323YAD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1113137 | PA      | $1092208.91     | 0.00%             | 2048-06-10      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Benchmark 2018-B1 Mortgage Trust                                                 | BMARK 2018-B1 A5               | CUSIP: 08162PAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4900000 | PA      | $4792368.56     | 0.00%             | 2051-01-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J36173                      | CUSIP: 31307S2E2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      357068 | PA      | $343826.19      | 0.00%             | 2032-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3903                      | CUSIP: 3138WDKR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1782912 | PA      | $1705043.29     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 190347                      | CUSIP: 31368HL43<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      454671 | PA      | $459296.71      | 0.00%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0752                      | CUSIP: 3138W9ZS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1711966 | PA      | $1661541.16     | 0.00%             | 2028-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4713                        | CUSIP: 36202FGW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3538802 | PA      | $3503867.11     | 0.00%             | 2040-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NiSource Inc                                                                     | NISOURCE INC                   | CUSIP: 65473QBG7<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |     1045000 | PA      | $806679.16      | 0.00%             | 2048-03-30      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance LLC / Brookfield Finance Inc                                  | BROOKFIELD FIN L               | CUSIP: 11271RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    16950000 | PA      | $11501691.58    | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WBA5<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    16500000 | PA      | $17368899.36    | 0.01%             | 2031-04-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF2956                      | CUSIP: 3133BQH90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3125794 | PA      | $3003806.76     | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2549                      | CUSIP: 3140X5ZP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2363942 | PA      | $2289594.35     | 0.00%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0306                      | CUSIP: 3618N5KU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    41687985 | PA      | $39896197.78    | 0.01%             | 2055-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KG0<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    83456000 | PA      | $85879664.07    | 0.03%             | 2030-03-14      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C3                                            | UBSCM 2017-C3 A4               | CUSIP: 90276GAS1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7325000 | PA      | $7108495.71     | 0.00%             | 2050-08-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7510                      | CUSIP: 3132DVKX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15364521 | PA      | $13574950.49    | 0.00%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AC6834                      | CUSIP: 31417TSY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7243 | PA      | $7171.14        | 0.00%             | 2039-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAE1<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    11430000 | PA      | $11636379.32    | 0.00%             | 2034-04-03      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Vulcan Materials Co                                                              | VULCAN MATERIALS               | CUSIP: 929160AV1<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |     6237000 | PA      | $5258275.10     | 0.00%             | 2047-06-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK8                                                                   | BANK 2017-BNK8 C               | CUSIP: 06650AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2800000 | PA      | $2286247.04     | 0.00%             | 2050-11-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4415                      | CUSIP: 31418D3Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18921378 | PA      | $16481008.62    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BS3<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $14234326.67    | 0.00%             | 2031-05-13      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C7 Mortgage Trust                                                       | BMO 2023-C7 A5                 | CUSIP: 05593FAD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4300000 | PA      | $4602824.92     | 0.00%             | 2056-12-15      | Fixed         | 6.16%                 | No            |                  2 | On Loan: No      |
| United Airlines 2024-1 Class AA Pass Through Trust                               | UNTD AIR 24-1 AA               | CUSIP: 90932WAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11895570 | PA      | $12005245.62    | 0.00%             | 2038-08-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAD2<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1847457.57     | 0.00%             | 2031-06-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5066                      | CUSIP: 3133KYTX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      621209 | PA      | $554554.46      | 0.00%             | 2040-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EA3<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |    16700000 | PA      | $16824096.68    | 0.01%             | 2027-01-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SI2093                      | CUSIP: 3133USKE0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14035435 | PA      | $13277793.79    | 0.00%             | 2050-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1123                      | CUSIP: 3140H2G93<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2365310 | PA      | $2234672.22     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859CA8<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |    18755000 | PA      | $19176193.91    | 0.01%             | 2031-04-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13600                      | CUSIP: 3128PS7M3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28578 | PA      | $28488.69       | 0.00%             | 2025-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8791                      | CUSIP: 3133KQXU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17088600 | PA      | $16805464.19    | 0.01%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13595                      | CUSIP: 31296M7G8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30884 | PA      | $31233.78       | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5084                      | CUSIP: 3140QQUJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15786982 | PA      | $15658614.78    | 0.00%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Voya Financial Inc                                                               | ING US INC                     | CUSIP: 45685EAJ5<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |     4550000 | PA      | $4423112.79     | 0.00%             | 2043-07-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAK9<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |    10119000 | PA      | $6475576.53     | 0.00%             | 2051-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAB8<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     8780000 | PA      | $8218975.41     | 0.00%             | 2028-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5806                      | CUSIP: 3140X9NY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14342663 | PA      | $12793128.65    | 0.00%             | 2048-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blackstone Secured Lending Fund                                                  | BLACKSTONE SEC                 | CUSIP: 09261XAJ1<br>LEI: 549300KM7KWQHVBNH962 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6043206.21     | 0.00%             | 2028-04-13      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3043                      | CUSIP: 31418CLZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      167635 | PA      | $158482.65      | 0.00%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3774                      | CUSIP: 31418DFQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15444908 | PA      | $13563923.23    | 0.00%             | 2049-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1                                  | COPAR 2023-1 A3                | CUSIP: 14043KAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1469425 | PA      | $1473105.27     | 0.00%             | 2028-02-15      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B0468                      | CUSIP: 3128LLQV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28346 | PA      | $29292.07       | 0.00%             | 2042-05-01      | Floating      | 6.39%                 | No            |                  2 | On Loan: No      |
| Beth Israel Lahey Health Inc                                                     | BETH ISRAEL LAHE               | CUSIP: 08661UAB2<br>LEI: 549300QPZ5W3279DU141 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1243226.07     | 0.00%             | 2051-07-01      | Fixed         | 3.08%                 | No            |                  2 | On Loan: No      |
| PartnerRe Finance B LLC                                                          | PARTNERRE FIN B                | CUSIP: 70213BAC5<br>LEI: 549300O0FAGHK2F79881 | Long             | DBT              | CORP              | US        |     3936000 | PA      | $3665745.67     | 0.00%             | 2050-10-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AR9<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     4315000 | PA      | $3660632.26     | 0.00%             | 2043-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DELL INT / EMC                 | CUSIP: 24703DBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8290000 | PA      | $8692421.72     | 0.00%             | 2033-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8163                      | CUSIP: 3140XQB97<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25656362 | PA      | $26416008.82    | 0.01%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EN5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    26493000 | PA      | $27061021.25    | 0.01%             | 2030-11-19      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255028                      | CUSIP: 31371LHD4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      123471 | PA      | $127078.15      | 0.00%             | 2034-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4599                      | CUSIP: 31418EDD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   103405840 | PA      | $89584439.47    | 0.03%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HPS Corporate Lending Fund                                                       | HPS CORPORATE LE               | CUSIP: 40440VAC9<br>LEI: 549300ZS7IHUA6FKFV61 | Long             | DBT              | CORP              | US        |     3710000 | PA      | $3779610.27     | 0.00%             | 2029-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS0303                      | CUSIP: 3138W9KR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2243502 | PA      | $2034034.63     | 0.00%             | 2043-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810FE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    45575000 | PA      | $47953445.31    | 0.02%             | 2028-08-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Northwestern University                                                          | NORTHWESTERN UNI               | CUSIP: 668444AS1<br>LEI: OBWWNZE695DUK77DTI34 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $1855002.12     | 0.00%             | 2050-12-01      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4803                      | CUSIP: 31418EKR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1432823 | PA      | $1290834.89     | 0.00%             | 2052-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0305                      | CUSIP: 3618N5KT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    20559847 | PA      | $19108961.66    | 0.01%             | 2055-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tennessee Gas Pipeline Co LLC                                                    | TENNESSEE GAS PL               | CUSIP: 880451AV1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4303650.90     | 0.00%             | 2028-10-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6610                      | CUSIP: 3140XNKY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16918412 | PA      | $17477571.79    | 0.01%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-A                                            | MBALT 2024-A A3                | CUSIP: 58770JAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2530533.00     | 0.00%             | 2028-01-18      | Fixed         | 5.32%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Private Credit Corp                                                | GOLDMAN                        | CUSIP: 38152BAA9<br>LEI: 549300TD27G6372IYJ65 | Long             | DBT              | CORP              | US        |     1075000 | PA      | $1086087.19     | 0.00%             | 2028-05-06      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AF3<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |     7225000 | PA      | $7206157.32     | 0.00%             | 2028-09-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E09025                      | CUSIP: 31294UA29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      416820 | PA      | $408609.50      | 0.00%             | 2028-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBZ7<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    10003000 | PA      | $10541313.15    | 0.00%             | 2034-02-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AW4<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    18563000 | PA      | $18466346.88    | 0.01%             | 2036-01-26      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3772                      | CUSIP: 3140QPFN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11912755 | PA      | $11124510.63    | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5022                      | CUSIP: 3133KYSK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4552765 | PA      | $4204595.95     | 0.00%             | 2039-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAW4<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    22635000 | PA      | $23162547.89    | 0.01%             | 2028-03-09      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0864                      | CUSIP: 3132DM5Z4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9191006 | PA      | $8324005.92     | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2605                      | CUSIP: 3132DP3N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7451566 | PA      | $7488774.36     | 0.00%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MA SCH BLDG AUTH-B             | CUSIP: 576000ZJ5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2240000 | PA      | $2029388.93     | 0.00%             | 2030-08-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 709033                      | CUSIP: 31401HV25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9066 | PA      | $9320.89        | 0.00%             | 2033-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DBA7<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     8175000 | PA      | $8283965.74     | 0.00%             | 2033-06-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GE7<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2650000 | PA      | $1825295.78     | 0.00%             | 2045-02-01      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE4369                      | CUSIP: 31419E2B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      149592 | PA      | $145003.38      | 0.00%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RDJ8<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    20763000 | PA      | $17273391.85    | 0.01%             | 2048-03-09      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7832                      | CUSIP: 3128UGCU9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      123131 | PA      | $127678.95      | 0.00%             | 2040-11-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1077                      | CUSIP: 3140X4FT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      947874 | PA      | $935584.94      | 0.00%             | 2034-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CN7<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $2894861.34     | 0.00%             | 2045-08-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ryder System Inc                                                                 | RYDER SYSTEM INC               | CUSIP: 78355HLB3<br>LEI: ZXJ6Y2OSPZXIVGRILD15 | Long             | DBT              | CORP              | US        |     3430000 | PA      | $3548762.40     | 0.00%             | 2029-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2600                      | CUSIP: 3140XH3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13078710 | PA      | $11420503.37    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40534                      | CUSIP: 3128K0SX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23890 | PA      | $24711.07       | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAL4<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     6700000 | PA      | $6048919.58     | 0.00%             | 2031-10-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475AW5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $13041698.54    | 0.00%             | 2029-04-23      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Northern States Power Co/MN                                                      | NORTHERN ST PR-M               | CUSIP: 665772CR8<br>LEI: 3S1GHB0TEH85KX44SB51 | Long             | DBT              | CORP              | US        |     2305000 | PA      | $1502277.47     | 0.00%             | 2050-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE1853                      | CUSIP: 31419CBX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      729348 | PA      | $705765.10      | 0.00%             | 2040-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                                              | WACHOVIA BANK NA               | CUSIP: 92976GAG6<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |    11275000 | PA      | $11706189.63    | 0.00%             | 2037-02-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EV1<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    10863000 | PA      | $6781561.01     | 0.00%             | 2051-09-22      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-A                                                       | CNH 2022-A A3                  | CUSIP: 12660DAC1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      748897 | PA      | $743355.85      | 0.00%             | 2027-07-15      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL1052                      | CUSIP: 3138EHE24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      309275 | PA      | $312887.33      | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern Copper Corp                                                             | SOUTHERN COPPER                | CUSIP: 84265VAG0<br>LEI: 2549007U6NAP46Q9TU15 | Long             | DBT              | CORP              | US        |    19245000 | PA      | $17906631.32    | 0.01%             | 2042-11-08      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNL1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  3910330000 | PA      | $3912773956.25  | 1.24%             | 2027-06-30      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15383                      | CUSIP: 3128PU6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24866 | PA      | $24772.58       | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BB6<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     9300000 | PA      | $9382844.75     | 0.00%             | 2029-12-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CR0<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     6395000 | PA      | $5405717.06     | 0.00%             | 2049-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU6735                      | CUSIP: 3138X6PV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3019796 | PA      | $2738702.65     | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| RenaissanceRe Finance Inc                                                        | RENAISSANCERE FI               | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3469974.56     | 0.00%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50950                      | CUSIP: 3128KDBT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4860 | PA      | $5119.64        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3869                      | CUSIP: 3140X7JP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13264872 | PA      | $12798268.62    | 0.00%             | 2035-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844AJ7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1945000 | PA      | $2072991.71     | 0.00%             | 2027-05-15      | Fixed         | 7.80%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   415845000 | PA      | $406943317.97   | 0.13%             | 2027-03-31      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5249                      | CUSIP: 31418EZP8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30383804 | PA      | $31946464.56    | 0.01%             | 2054-01-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C3 MORTGAGE TRUST                                                       | BMO 2022-C3 A5                 | CUSIP: 05602QAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10675000 | PA      | $10912208.11    | 0.00%             | 2054-09-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0081                      | CUSIP: 3138EGCT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1286484 | PA      | $1301385.63     | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BD7148                      | CUSIP: 3140FE5J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      812082 | PA      | $747594.70      | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3385                      | CUSIP: 31418CXP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12520749 | PA      | $12157320.60    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD1523                      | CUSIP: 3133AXVQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      780441 | PA      | $649769.90      | 0.00%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3563                      | CUSIP: 31418C5Z3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15333070 | PA      | $14462257.43    | 0.00%             | 2049-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Western Union Co/The                                                             | WESTERN UNION CO               | CUSIP: 959802AM1<br>LEI: 28ID94QU1140NC23S047 | Long             | DBT              | CORP              | US        |      695000 | PA      | $702061.60      | 0.00%             | 2040-06-21      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FZ1<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    64125000 | PA      | $65525001.24    | 0.02%             | 2028-08-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HHF0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    12465000 | PA      | $13846707.05    | 0.00%             | 2038-05-15      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAH2<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     6200000 | PA      | $6311057.41     | 0.00%             | 2028-01-17      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5187                      | CUSIP: 3140XLXR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13238795 | PA      | $12055120.76    | 0.00%             | 2052-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01391                      | CUSIP: 31283HRL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       60617 | PA      | $63752.58       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AK1<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     6722000 | PA      | $6764324.42     | 0.00%             | 2027-11-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 761915                      | CUSIP: 31403YN82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2314 | PA      | $2386.04        | 0.00%             | 2034-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAN2<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $6994226.81     | 0.00%             | 2031-02-15      | Fixed         | 1.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9224                      | CUSIP: 3140E2HA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      510880 | PA      | $472226.78      | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2773                      | CUSIP: 31418CCK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8461921 | PA      | $8031638.64     | 0.00%             | 2036-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBF0<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    18570000 | PA      | $16292441.42    | 0.01%             | 2031-12-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AC9<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    27579000 | PA      | $27354585.82    | 0.01%             | 2027-08-21      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7590                      | CUSIP: 36179WNF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    53258613 | PA      | $47121526.78    | 0.01%             | 2051-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 595412                      | CUSIP: 36200AN54<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        8446 | PA      | $8724.28        | 0.00%             | 2032-09-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2479                      | CUSIP: 3140H3XH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1355252 | PA      | $1245090.92     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07277                      | CUSIP: 3128M9M25<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      676798 | PA      | $685611.46      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K066 A2                   | CUSIP: 3137F2LJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9890000 | PA      | $9714924.25     | 0.00%             | 2027-06-25      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4646                      | CUSIP: 3132A5ET8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3736532 | PA      | $3328178.73     | 0.00%             | 2046-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866BL1<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $4131837.70     | 0.00%             | 2030-02-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651718                      | CUSIP: 36292LAT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7804 | PA      | $7882.69        | 0.00%             | 2036-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAK3<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |     3750000 | PA      | $3894808.74     | 0.00%             | 2029-08-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Lubrizol Corp/The                                                                | LUBRIZOL CORP                  | CUSIP: 549271AF1<br>LEI: 549300TW3R1QXAWGC017 | Long             | DBT              | CORP              | US        |      420000 | PA      | $474201.38      | 0.00%             | 2034-10-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Smurfit Kappa Treasury ULC                                                       | SMURFIT KAPPA                  | CUSIP: 83272GAF8<br>LEI: 635400B3DOXSWFOWJT40 | Long             | DBT              | CORP              | IE        |    20977000 | PA      | $20723572.79    | 0.01%             | 2054-04-03      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C32                              | JPMBB 2015-C32 ASB             | CUSIP: 46590JAX5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      152162 | PA      | $151828.73      | 0.00%             | 2048-11-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MCG3<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    39275000 | PA      | $36437663.38    | 0.01%             | 2028-09-17      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67716                      | CUSIP: 3132XCSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11013655 | PA      | $10776574.06    | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CNOOC Finance 2013 Ltd                                                           | CNOOC FIN 2013 L               | CUSIP: 12625GAG9<br>LEI: 5493006KAH3PSSMCES09 | Long             | DBT              | CORP              | VG        |     7600000 | PA      | $5691004.62     | 0.00%             | 2049-09-30      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACB9<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    27780000 | PA      | $24887206.16    | 0.01%             | 2031-02-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ2953                      | CUSIP: 3138YUH79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      950198 | PA      | $928209.13      | 0.00%             | 2030-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Marathon Petroleum Corp                                                          | MARATHON PETRO                 | CUSIP: 56585AAF9<br>LEI: 3BNYRYQHD39K4LCKQF12 | Long             | DBT              | CORP              | US        |    13232000 | PA      | $13809362.62    | 0.00%             | 2041-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAG7<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |     7975000 | PA      | $7580151.94     | 0.00%             | 2054-10-01      | Fixed         | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AI9896                      | CUSIP: 36198W7H2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |         287 | PA      | $266.47         | 0.00%             | 2044-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893452                      | CUSIP: 31410PTH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12527 | PA      | $13167.98       | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2016-UBS12                                        | MSC 2016-UB12 A4               | CUSIP: 61691EBA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7350000 | PA      | $7178788.37     | 0.00%             | 2049-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9105                      | CUSIP: 36179YDJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    96624069 | PA      | $95379676.85    | 0.03%             | 2053-08-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6997                      | CUSIP: 3140XAX31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22512519 | PA      | $18188098.57    | 0.01%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Shell Finance US Inc                                                             | SHELL FINANCE US               | CUSIP: 822905AE5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    23195000 | PA      | $18480049.47    | 0.01%             | 2046-05-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    60450000 | PA      | $60627786.74    | 0.02%             | 2028-05-07      | Variable      | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8483                      | CUSIP: 3138WJM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    66197102 | PA      | $58838519.68    | 0.02%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816DA4<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |     9990000 | PA      | $9742565.02     | 0.00%             | 2033-08-03      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4323                      | CUSIP: 36179SYU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2102374 | PA      | $2063092.98     | 0.00%             | 2047-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| University of Southern California                                                | UNIV OF SOUTHERN               | CUSIP: 914886AF3<br>LEI: 0GMCSQ6M60R4T46U5511 | Long             | DBT              | CORP              | US        |    12400000 | PA      | $7973500.22     | 0.00%             | 2051-10-01      | Fixed         | 2.94%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 981750                      | CUSIP: 31415BEX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32718 | PA      | $34051.56       | 0.00%             | 2038-07-01      | Floating      | 7.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 794305                      | CUSIP: 31405NNW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       11232 | PA      | $11565.01       | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AU9<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7414603.12     | 0.00%             | 2028-10-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3437                      | CUSIP: 3132DQZA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8667986 | PA      | $9033019.58     | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q53534                      | CUSIP: 3132XV4U4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      562621 | PA      | $498087.03      | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dell International LLC / EMC Corp                                                | DIAMOND 1 FIN/DI               | CUSIP: 24703TAK2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7046000 | PA      | $8962921.55     | 0.00%             | 2046-07-15      | Fixed         | 8.35%                 | No            |                  2 | On Loan: No      |
| ERP Operating LP                                                                 | ERP OPERATING LP               | CUSIP: 26884ABK8<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8098570.73     | 0.00%             | 2028-12-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Ares Capital Corp                                                                | ARES CAPITAL COR               | CUSIP: 04010LBB8<br>LEI: WEQ82666OJYSI5GUAB47 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4711918.74     | 0.00%             | 2028-06-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06417XAE1<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    20650000 | PA      | $17960282.09    | 0.01%             | 2032-02-02      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BO3185                      | CUSIP: 3140JXRF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9111719 | PA      | $7660154.89     | 0.00%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CK6<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     4075000 | PA      | $3156792.53     | 0.00%             | 2042-09-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167FV0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    22530000 | PA      | $22392977.78    | 0.01%             | 2033-01-12      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA9862                      | CUSIP: 3133KR5X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7612024 | PA      | $7932588.66     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA0147                      | CUSIP: 31417YEV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24308 | PA      | $23594.86       | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DY0<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    11235000 | PA      | $10937219.54    | 0.00%             | 2034-09-26      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                    | CUSIP: 704326AC1<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    12510000 | PA      | $12929976.31    | 0.00%             | 2035-04-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457BU1<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1590822.03     | 0.00%             | 2059-03-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBJ6<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     9520000 | PA      | $9378186.92     | 0.00%             | 2027-06-15      | Fixed         | 3.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 809276                      | CUSIP: 31406GCM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       32911 | PA      | $34000.68       | 0.00%             | 2035-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 930071                      | CUSIP: 31412NJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77986 | PA      | $82179.13       | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2022-B                                                       | CNH 2022-B A3                  | CUSIP: 12663JAC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      399995 | PA      | $398527.27      | 0.00%             | 2027-11-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JX2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    26500000 | PA      | $25673962.75    | 0.01%             | 2026-07-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GXA7<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    31354000 | PA      | $28250878.75    | 0.01%             | 2039-04-23      | Variable      | 4.41%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C5                                       | BBCMS 2019-C5 AS               | CUSIP: 05492JAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6638000 | PA      | $6172579.29     | 0.00%             | 2052-11-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2841                      | CUSIP: 3140QNEP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    57454019 | PA      | $46022703.26    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3694                      | CUSIP: 31418DC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9566498 | PA      | $9273871.78     | 0.00%             | 2049-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CT6<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3038970.03     | 0.00%             | 2031-01-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BF2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    58621000 | PA      | $53004356.08    | 0.02%             | 2037-08-22      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEE7<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     8659000 | PA      | $8634405.33     | 0.00%             | 2033-05-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597ES0<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     1125000 | PA      | $1125902.39     | 0.00%             | 2034-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ford Credit Floorplan Master Owner Trust A                                       | FORDF 2020-2 A                 | CUSIP: 34528QHQ0<br>LEI: 5493001DTG5N7T8BG747 | Long             | ABS-CBDO         | CORP              | US        |     9765000 | PA      | $9693167.68     | 0.00%             | 2027-09-15      | Fixed         | 1.06%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AW5<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     9304000 | PA      | $5744767.68     | 0.00%             | 2052-02-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Invitation Homes Operating Partnership LP                                        | INVITATION HOMES               | CUSIP: 46188BAC6<br>LEI: 549300147YMUQB3GW319 | Long             | DBT              | CORP              | US        |     8005000 | PA      | $6614878.71     | 0.00%             | 2034-01-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4338                      | CUSIP: 3138ELZC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      554712 | PA      | $531881.80      | 0.00%             | 2043-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY                   | CUSIP: 049560AR6<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4446849.20     | 0.00%             | 2029-09-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C30                                                    | BBCMS 2024-C30 A5              | CUSIP: 05493YAE8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    11500000 | PA      | $11913195.00    | 0.00%             | 2057-11-15      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBH7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    10000000 | PA      | $10067775.85    | 0.00%             | 2034-01-19      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAP8<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $6677443.66     | 0.00%             | 2031-06-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AF8<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     6855000 | PA      | $5916828.71     | 0.00%             | 2052-03-17      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638BM3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    25933000 | PA      | $24673230.74    | 0.01%             | 2050-11-18      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AX8<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     3636000 | PA      | $3618811.33     | 0.00%             | 2055-04-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EJ5<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     4450000 | PA      | $3365889.37     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CEW7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   434686000 | PA      | $430746658.13   | 0.14%             | 2027-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q54498                      | CUSIP: 3132XW7L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1655704 | PA      | $1518951.62     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2384                      | CUSIP: 3132DPUH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12903774 | PA      | $13393760.39    | 0.00%             | 2053-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Citigroup COmmercial Mortgage Trust 2018-C6                                      | CGCMT 2018-C6 A4               | CUSIP: 17327GAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1900000 | PA      | $1880861.87     | 0.00%             | 2051-11-10      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3522                      | CUSIP: 36179R4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     7345780 | PA      | $6977181.28     | 0.00%             | 2046-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAJ2<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |    12302000 | PA      | $8528146.50     | 0.00%             | 2050-08-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18716                      | CUSIP: 3128MMYN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2422917 | PA      | $2378974.02     | 0.00%             | 2033-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K746 A2                   | CUSIP: 3137H4BY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8325000 | PA      | $7824179.66     | 0.00%             | 2028-09-25      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CQ1<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    15015000 | PA      | $10078536.12    | 0.00%             | 2051-03-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GLC1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $21852937.13    | 0.01%             | 2028-11-10      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND58<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3750000 | PA      | $2868263.25     | 0.00%             | 2041-06-01      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| Martin Marietta Materials Inc                                                    | MARTIN MAR MTLS                | CUSIP: 573284AW6<br>LEI: 5299005MZ4WZECVATV08 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $14105198.58    | 0.00%             | 2031-07-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18518                      | CUSIP: 3128MMSG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1086921 | PA      | $1065496.97     | 0.00%             | 2029-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5203                        | CUSIP: 36202FX84<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5578728 | PA      | $5375855.18     | 0.00%             | 2041-10-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2023-A                                                       | CNH 2023-A A4                  | CUSIP: 12664QAD6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      625000 | PA      | $629550.63      | 0.00%             | 2030-10-15      | Fixed         | 4.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0943                      | CUSIP: 3138A2BM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1398638 | PA      | $1355567.75     | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286BB2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    15750000 | PA      | $18274167.51    | 0.01%             | 2031-01-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| University of Nebraska Facilities Corp/The                                       | UNIV OF NEBRASKA NE-A          | CUSIP: 914639KY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3660000 | PA      | $2592154.01     | 0.00%             | 2049-10-01      | Fixed         | 3.04%                 | No            |                  2 | On Loan: No      |
| GlaxoSmithKline Capital Inc                                                      | GLAXOSMITHKLINE                | CUSIP: 377372AJ6<br>LEI: 5493007Q8VD7Q3ZYZS59 | Long             | DBT              | CORP              | US        |    14250000 | PA      | $12260182.14    | 0.00%             | 2043-03-18      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MDT4<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |     6500000 | PA      | $6731026.73     | 0.00%             | 2032-01-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3961                      | CUSIP: 31418DMK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5375175 | PA      | $4889543.63     | 0.00%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AS2<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2528057.04     | 0.00%             | 2033-03-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6014                      | CUSIP: 3138WFVG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1339855 | PA      | $1277577.52     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02527                      | CUSIP: 3132GFYY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      262787 | PA      | $260497.68      | 0.00%             | 2041-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K054 A2                   | CUSIP: 3137BNGT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5700930 | PA      | $5639910.86     | 0.00%             | 2026-01-25      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BF8<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3035001.48     | 0.00%             | 2048-09-15      | Variable      | 5.70%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                | CUSIP: 247361ZT8<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     3127000 | PA      | $2989513.59     | 0.00%             | 2029-10-28      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8492                      | CUSIP: 36179XNH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    51102243 | PA      | $52257761.64    | 0.02%             | 2052-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8817                      | CUSIP: 3140QGYP6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25328646 | PA      | $20194160.03    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 571257                      | CUSIP: 36200STN0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5127 | PA      | $5267.34        | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833BH2<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    30889000 | PA      | $27309314.67    | 0.01%             | 2045-05-13      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701857                      | CUSIP: 36296UWS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      473345 | PA      | $468452.87      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4853                        | CUSIP: 36202FMA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6441830 | PA      | $6218039.40     | 0.00%             | 2040-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canada Government International Bond                                             | CANADA GOVT                    | CUSIP: 135087Q56<br>LEI: N/A                  | Long             | DBT              | NUSS              | CA        |    32300000 | PA      | $32334058.42    | 0.01%             | 2028-04-26      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XCM5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |     2756000 | PA      | $2771129.91     | 0.00%             | 2028-05-06      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5258                        | CUSIP: 36202FZX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    10342024 | PA      | $9662726.54     | 0.00%             | 2041-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J21208                      | CUSIP: 31306YKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      298857 | PA      | $293423.40      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599EF8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |    13129000 | PA      | $13613781.27    | 0.00%             | 2031-01-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0073                      | CUSIP: 36179MCJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      418522 | PA      | $413117.23      | 0.00%             | 2027-05-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                  | CUSIP: 30036FAD3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     1200000 | PA      | $1213000.10     | 0.00%             | 2035-03-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | EVERGY KANSAS                  | CUSIP: 30036FAA9<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     8096000 | PA      | $5622112.02     | 0.00%             | 2050-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6763                      | CUSIP: 3138WGQR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3541532 | PA      | $3270260.91     | 0.00%             | 2046-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60344                      | CUSIP: 31335ALZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12448097 | PA      | $11911829.65    | 0.00%             | 2045-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3860                      | CUSIP: 3138WDJE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2089245 | PA      | $1938890.96     | 0.00%             | 2044-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8074                      | CUSIP: 3140XB6L9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3821504 | PA      | $3357289.85     | 0.00%             | 2051-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ1704                      | CUSIP: 3140H23N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3824345 | PA      | $3613123.73     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Global Payments Inc                                                              | GLOBAL PAY INC                 | CUSIP: 37940XAC6<br>LEI: 549300NOMHGVQBX6S778 | Long             | DBT              | CORP              | US        |     9635000 | PA      | $7140149.72     | 0.00%             | 2049-08-15      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NYC -BABS-SER F1               | CUSIP: 64966JAR7<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     6525000 | PA      | $6992293.75     | 0.00%             | 2037-12-01      | Fixed         | 6.27%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738EBS3<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    11600000 | PA      | $9082674.18     | 0.00%             | 2042-03-10      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142ER0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3384199.70     | 0.00%             | 2026-09-17      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q01396                      | CUSIP: 3132GERR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      117738 | PA      | $116614.07      | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAG8<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     3260000 | PA      | $3237251.58     | 0.00%             | 2027-11-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M52 A2                | CUSIP: 3136BCB90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10825000 | PA      | $9373904.42     | 0.00%             | 2030-10-25      | Variable      | 1.36%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CBS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   763824000 | PA      | $715219732.53   | 0.23%             | 2028-03-31      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBJ2<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |    26480000 | PA      | $26927216.19    | 0.01%             | 2033-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AD3<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $6591536.52     | 0.00%             | 2033-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDS5<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    28000000 | PA      | $28547821.49    | 0.01%             | 2029-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GH0<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    35803000 | PA      | $35567465.40    | 0.01%             | 2029-08-28      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   439983800 | PA      | $441908729.13   | 0.14%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Benchmark 2022-B33 Mortgage Trust                                                | BMARK 2022-B33 A5              | CUSIP: 08163PBG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3350000 | PA      | $3062388.43     | 0.00%             | 2055-03-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 876030AK3<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |    11934000 | PA      | $12090255.61    | 0.00%             | 2030-03-11      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CNH Industrial Capital LLC                                                       | CNH INDUSTRIAL                 | CUSIP: 12592BAM6<br>LEI: 549300PNSJ5B81UMVO28 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2421363.42     | 0.00%             | 2026-07-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058JN4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    44050000 | PA      | $41043668.14    | 0.01%             | 2027-11-24      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DBB5<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |      700000 | PA      | $688689.41      | 0.00%             | 2054-07-01      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 717097                      | CUSIP: 3620A2UW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      113437 | PA      | $112250.70      | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEX0<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    80629000 | PA      | $83640471.44    | 0.03%             | 2036-04-22      | Variable      | 5.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8001                      | CUSIP: 3132DV3J2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1529509 | PA      | $1394668.65     | 0.00%             | 2049-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AD6<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |    15729000 | PA      | $15199417.91    | 0.00%             | 2032-11-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHM4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    40000000 | PA      | $39889197.44    | 0.01%             | 2029-07-23      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CC1<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5047336.07     | 0.00%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280CX5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    18264000 | PA      | $17698002.15    | 0.01%             | 2027-11-22      | Variable      | 2.25%                 | No            |                  2 | On Loan: No      |
| Bank of America NA                                                               | BANK OF AMERICA                | CUSIP: 06050TJZ6<br>LEI: B4TYDEB6GKMZO031MB27 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7816284.30     | 0.00%             | 2036-10-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AG8<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |     8325000 | PA      | $6016603.38     | 0.00%             | 2046-11-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BB9<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     9100000 | PA      | $8423387.43     | 0.00%             | 2038-07-26      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2024-4                                    | SDART 2024-4 A3                | CUSIP: 802919AC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3008407.50     | 0.00%             | 2029-01-16      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6926                      | CUSIP: 3133KNVT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9870829 | PA      | $8610084.88     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8460                      | CUSIP: 3140QGMJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11944513 | PA      | $10008070.14    | 0.00%             | 2051-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K752 A2                   | CUSIP: 3137HAGZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8640000 | PA      | $8678625.12     | 0.00%             | 2030-07-25      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBJ9<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     9162000 | PA      | $9367239.23     | 0.00%             | 2028-03-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEH0<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    12550000 | PA      | $12953950.90    | 0.00%             | 2029-06-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Ladder Capital Finance Holdings LLLP / Ladder Capital Finance Corp               | LADDER CAP FINAN               | CUSIP: 505742AS5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2600000 | PA      | $2617227.40     | 0.00%             | 2030-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN-A             | CUSIP: 914455UJ7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    12600000 | PA      | $9882019.98     | 0.00%             | 2122-04-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBK7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    13845000 | PA      | $15726069.81    | 0.00%             | 2038-02-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBR0<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    37750000 | PA      | $27857359.49    | 0.01%             | 2041-06-17      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Uruguay Government International Bond                                            | URUGUAY                        | CUSIP: 760942BH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | UY        |    11172000 | PA      | $11454611.50    | 0.00%             | 2037-02-14      | Fixed         | 5.44%                 | No            |                  2 | On Loan: No      |
| Waste Connections Inc                                                            | WASTE CONNECTION               | CUSIP: 941053AH3<br>LEI: 549300HDLRTPBQU69P29 | Long             | DBT              | CORP              | CA        |     2243000 | PA      | $2251082.85     | 0.00%             | 2028-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4004                      | CUSIP: 36179SNV5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    12476847 | PA      | $11522603.11    | 0.00%             | 2046-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2022-2 Owner Trust                                        | HAROT 2022-2 A4                | CUSIP: 43815PAD1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      650000 | PA      | $647208.58      | 0.00%             | 2028-12-18      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2993                      | CUSIP: 3132DQKE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7655214 | PA      | $6447643.39     | 0.00%             | 2050-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AP3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    15500000 | PA      | $16208125.40    | 0.01%             | 2034-06-01      | Variable      | 6.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2816                      | CUSIP: 3138EKDW2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      113458 | PA      | $117702.03      | 0.00%             | 2042-10-01      | Floating      | 7.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4883                        | CUSIP: 36202FM86<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1308375 | PA      | $1295063.88     | 0.00%             | 2040-12-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q60624                      | CUSIP: 3132VLVS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       52254 | PA      | $50737.12       | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7492                      | CUSIP: 3140XPKE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26991559 | PA      | $25870704.84    | 0.01%             | 2054-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86715                      | CUSIP: 312933N83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       35684 | PA      | $35440.23       | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918BC7<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |    23825000 | PA      | $22259009.78    | 0.01%             | 2035-02-12      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5161                      | CUSIP: 3140QQWX9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13621939 | PA      | $14168993.68    | 0.00%             | 2052-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMK8<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |      218000 | PA      | $219860.57      | 0.00%             | 2029-08-09      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5971                      | CUSIP: 3133KMT47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23799797 | PA      | $20901297.88    | 0.01%             | 2051-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AR3915                      | CUSIP: 3138W1K55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       66279 | PA      | $60274.12       | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Walt Disney Co/The                                                               | WALT DISNEY CO                 | CUSIP: 254687EF9<br>LEI: 549300GZKULIZ0WOW665 | Long             | DBT              | CORP              | US        |    14458000 | PA      | $15774689.87    | 0.01%             | 2037-03-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GU1<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6153512.11     | 0.00%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432MS1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     6552000 | PA      | $6241490.84     | 0.00%             | 2032-11-01      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Regal Rexnord Corp                                                               | REGAL REXNORD                  | CUSIP: 758750AM5<br>LEI: QH78R09VCJGQKPBPYU33 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13382432.94    | 0.00%             | 2028-04-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCU8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     2702000 | PA      | $2732729.41     | 0.00%             | 2035-03-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                                         | DUKE ENERGY PROG               | CUSIP: 26442UAR5<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |     1395000 | PA      | $1327127.17     | 0.00%             | 2053-03-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDT6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    17505000 | PA      | $14128031.52    | 0.00%             | 2039-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EQ4<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3002244.03     | 0.00%             | 2033-07-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corp                                         | GOLDEN ST TOBACCO-A1           | CUSIP: 38122ND41<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2400000 | PA      | $2000799.60     | 0.00%             | 2036-06-01      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MBD9<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    19445000 | PA      | $19737752.06    | 0.01%             | 2034-06-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC1442                      | CUSIP: 3140EVS81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4282903 | PA      | $3950830.12     | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CA2<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |    13540000 | PA      | $13986996.06    | 0.00%             | 2039-10-01      | Fixed         | 5.76%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBN4<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4603777.38     | 0.00%             | 2063-05-17      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc                                                            | BLACKROCK FUND                 | CUSIP: 09290DAH4<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     7020000 | PA      | $7106764.12     | 0.00%             | 2027-07-26      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Microchip Technology Inc                                                         | MICROCHIP TECH                 | CUSIP: 595017BL7<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |     7150000 | PA      | $7253642.88     | 0.00%             | 2030-02-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6423                      | CUSIP: 3140QED58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6383396 | PA      | $5586035.23     | 0.00%             | 2050-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92241                      | CUSIP: 312940P29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      595184 | PA      | $602876.53      | 0.00%             | 2040-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dollar Tree Inc                                                                  | DOLLAR TREE                    | CUSIP: 256746AJ7<br>LEI: 549300PMSTQITB1WHR43 | Long             | DBT              | CORP              | US        |     7784000 | PA      | $6869253.68     | 0.00%             | 2031-12-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05484                      | CUSIP: 3128M7M94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      721349 | PA      | $716174.51      | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967KY6<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    41250000 | PA      | $40683242.25    | 0.01%             | 2026-10-21      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECM1<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    10600000 | PA      | $9070550.97     | 0.00%             | 2031-09-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AS8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5810000 | PA      | $6212173.97     | 0.00%             | 2033-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890818                      | CUSIP: 31410LVK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7192859 | PA      | $6997564.64     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJN1<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |     2285000 | PA      | $2399667.13     | 0.00%             | 2034-06-12      | Variable      | 5.84%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822BU7<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    13200000 | PA      | $11717822.47    | 0.00%             | 2030-07-17      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4773                      | CUSIP: 3132A5JS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11692293 | PA      | $11352911.22    | 0.00%             | 2048-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   690111000 | PA      | $696850361.78   | 0.22%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61772BAC7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13550000 | PA      | $10297600.85    | 0.00%             | 2042-04-22      | Variable      | 3.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3858                      | CUSIP: 3132E0JB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5562214 | PA      | $5771251.12     | 0.00%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569800                      | CUSIP: 36200Q7M0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2995 | PA      | $3094.91        | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Kimco Realty OP LLC                                                              | KIMCO REALTY                   | CUSIP: 49446RAP4<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |     1893000 | PA      | $1855422.69     | 0.00%             | 2026-10-01      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: N/A<br>LEI: N/A                        | Long             | DBT              | NUSS              | PH        |    10504000 | PA      | $8557351.26     | 0.00%             | 2047-03-29      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 619178                      | CUSIP: 36290V2K9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3018 | PA      | $3045.15        | 0.00%             | 2034-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Avangrid Inc                                                                     | AVANGRID INC                   | CUSIP: 05351WAB9<br>LEI: 549300OX0Q38NLSKPB49 | Long             | DBT              | CORP              | US        |     3900000 | PA      | $3808214.28     | 0.00%             | 2029-06-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| ONEOK Inc                                                                        | ONEOK INC                      | CUSIP: 682680BJ1<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7252866.30     | 0.00%             | 2028-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A46280                      | CUSIP: 3128K66R6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6487 | PA      | $6568.99        | 0.00%             | 2035-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PECO Energy Co                                                                   | PECO ENERGY CO                 | CUSIP: 693304AY3<br>LEI: YH65D4JBECK76IFEJ279 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $6841120.46     | 0.00%             | 2050-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8267                      | CUSIP: 36179XFG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    94534804 | PA      | $88675990.62    | 0.03%             | 2052-09-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5261                      | CUSIP: 3140XLZ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17886650 | PA      | $17010551.43    | 0.01%             | 2050-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAQ1<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $9681001.54     | 0.00%             | 2026-09-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB4272                      | CUSIP: 31417AXA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      517513 | PA      | $509829.62      | 0.00%             | 2027-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 884992                      | CUSIP: 31410CF98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1951 | PA      | $2050.13        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCU6<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    13405000 | PA      | $12983161.38    | 0.00%             | 2054-06-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810TM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   501961000 | PA      | $457804118.28   | 0.15%             | 2042-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081CY7<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    19540000 | PA      | $23195006.83    | 0.01%             | 2039-03-15      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4233                      | CUSIP: 31418DV33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9356968 | PA      | $8330373.91     | 0.00%             | 2041-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| NIKE Inc                                                                         | NIKE INC                       | CUSIP: 654106AL7<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | DBT              | CORP              | US        |    14649000 | PA      | $11667596.52    | 0.00%             | 2040-03-27      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 711966                      | CUSIP: 36297G6B1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1015355 | PA      | $1004925.67     | 0.00%             | 2039-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CU9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |    10000000 | PA      | $10304070.00    | 0.00%             | 2047-10-13      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| CSAIL 2021-C20 Commercial Mortgage Trust                                         | CSAIL 2021-C20 AS              | CUSIP: 22945EAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2100000 | PA      | $1836775.92     | 0.00%             | 2054-03-15      | Variable      | 3.08%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW5055                      | CUSIP: 3138XUTM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1916478 | PA      | $1783128.88     | 0.00%             | 2044-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7534                      | CUSIP: 36179WLP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    67043309 | PA      | $57009734.50    | 0.02%             | 2051-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214EW9<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |     9395000 | PA      | $8764112.79     | 0.00%             | 2028-11-20      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2656                      | CUSIP: 3140XH5S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15448684 | PA      | $14866299.23    | 0.00%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Analog Devices Inc                                                               | ANALOG DEVICES                 | CUSIP: 032654AX3<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $7795617.09     | 0.00%             | 2051-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1083                      | CUSIP: 31418AFZ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3267774 | PA      | $3160525.76     | 0.00%             | 2032-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CR7<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10324530.94    | 0.00%             | 2030-08-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ameren Illinois Co                                                               | AMEREN ILLINOIS                | CUSIP: 02361DAY6<br>LEI: RC71E2BZ6UOMFPDJSE79 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2365744.12     | 0.00%             | 2032-09-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08666                      | CUSIP: 3128MJW48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7936646 | PA      | $7088303.84     | 0.00%             | 2045-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| European Bank for Reconstruction & Development                                   | EURO BK RECON&DV               | CUSIP: 29874QEX8<br>LEI: 549300HTGDOVDU6OGK19 | Long             | DBT              | CORP              | N/A       |    35400000 | PA      | $35945098.33    | 0.01%             | 2028-03-09      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CX1<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    57985000 | PA      | $55088796.23    | 0.02%             | 2060-05-01      | Fixed         | 5.93%                 | No            |                  2 | On Loan: No      |
| Nucor Corp                                                                       | NUCOR CORP                     | CUSIP: 670346AU9<br>LEI: 549300GGJCRSI2TIEJ46 | Long             | DBT              | CORP              | US        |    16337000 | PA      | $10018087.73    | 0.00%             | 2055-12-15      | Fixed         | 2.98%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEH5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |     7235000 | PA      | $7598028.00     | 0.00%             | 2035-04-22      | Variable      | 5.77%                 | No            |                  2 | On Loan: No      |
| Foothill-Eastern Transportation Corridor Agency                                  | FOOTHILL ESTRN TRANSP          | CUSIP: 345105JG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     2500000 | PA      | $1916282.25     | 0.00%             | 2053-01-15      | Fixed         | 3.92%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAL7<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     7985000 | PA      | $8208963.89     | 0.00%             | 2035-05-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QD3490                      | CUSIP: 3133B02X0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6453411 | PA      | $5475752.02     | 0.00%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 86765BAU3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14893203.24    | 0.00%             | 2027-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5205                        | CUSIP: 36202FYA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1229494 | PA      | $1245607.97     | 0.00%             | 2041-10-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7521                      | CUSIP: 3132DVLA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21033615 | PA      | $17801118.94    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5461                      | CUSIP: 3140QRB77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5653651 | PA      | $5777286.95     | 0.00%             | 2053-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07273                      | CUSIP: 3128M9MW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1696288 | PA      | $1683101.13     | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BT5<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $7554423.08     | 0.00%             | 2030-11-15      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| PepsiCo Inc                                                                      | PEPSICO INC                    | CUSIP: 713448FR4<br>LEI: FJSUNZKFNQ5YPJ5OT455 | Long             | DBT              | CORP              | US        |    10675000 | PA      | $10837646.63    | 0.00%             | 2028-05-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                 | CUSIP: 31847RAJ1<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4912827.49     | 0.00%             | 2034-09-30      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAU4<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     8450000 | PA      | $8721445.12     | 0.00%             | 2031-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Intercontinental Exchange Inc                                                    | INTERCONTINENT                 | CUSIP: 45866FAP9<br>LEI: 5493000F4ZO33MV32P92 | Long             | DBT              | CORP              | US        |    21940000 | PA      | $15876127.48    | 0.01%             | 2040-09-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT7826                      | CUSIP: 3140LWVU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      146242 | PA      | $121390.38      | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A93784                      | CUSIP: 312942FZ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      817579 | PA      | $811042.57      | 0.00%             | 2040-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408GW7<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     3290000 | PA      | $3009723.99     | 0.00%             | 2042-05-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                                    | UBSCM 2019-C17 A4              | CUSIP: 90278MBA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4910000 | PA      | $4578942.76     | 0.00%             | 2052-10-15      | Fixed         | 2.92%                 | No            |                  2 | On Loan: No      |
| BANK 2017-BNK6                                                                   | BANK 2017-BNK6 AS              | CUSIP: 060352AJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9929000 | PA      | $9702376.53     | 0.00%             | 2060-07-15      | Variable      | 3.74%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DG8<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     7700000 | PA      | $4832569.78     | 0.00%             | 2061-09-23      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAK3<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     6631000 | PA      | $5853750.48     | 0.00%             | 2032-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2901                      | CUSIP: 3140X6GK1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14475644 | PA      | $13753047.12    | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SP4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   731565000 | PA      | $360610108.66   | 0.11%             | 2050-08-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJL5<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    39180000 | PA      | $38714712.74    | 0.01%             | 2034-02-01      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PBU5<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     8742000 | PA      | $7830453.31     | 0.00%             | 2041-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748AK8<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     4025000 | PA      | $4296287.89     | 0.00%             | 2033-08-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZT1680                      | CUSIP: 3132AD2M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3143627 | PA      | $3045503.13     | 0.00%             | 2049-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Banner Health                                                                    | BANNER HEALTH                  | CUSIP: 06654DAD9<br>LEI: PLD0E0WJKFN8IZJ2WD85 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $875000.87      | 0.00%             | 2031-01-01      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCM6<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |      866000 | PA      | $813755.31      | 0.00%             | 2053-03-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE2311                      | CUSIP: 3140FMR99<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5818362 | PA      | $5171582.74     | 0.00%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CX0<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |     1000000 | PA      | $1028369.90     | 0.00%             | 2034-02-22      | Variable      | 5.44%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1159                      | CUSIP: 3140X4JD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12988808 | PA      | $12656442.57    | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9605                      | CUSIP: 36179YU69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    33897435 | PA      | $34003703.68    | 0.01%             | 2054-04-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A34557                      | CUSIP: 31297QB24<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       37833 | PA      | $39095.75       | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8429                      | CUSIP: 36179XLJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    32875776 | PA      | $33112399.60    | 0.01%             | 2052-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Welltower OP LLC                                                                 | HEALTH CARE REIT               | CUSIP: 42217KAX4<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $2205851.08     | 0.00%             | 2041-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   319540300 | PA      | $321924371.01   | 0.10%             | 2028-02-29      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400HS5<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $3074291.89     | 0.00%             | 2027-11-01      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Advocate Health & Hospitals Corp                                                 | ADVOCATE HEALTH                | CUSIP: 007589AD6<br>LEI: 549300AEHU3PPOUCIL87 | Long             | DBT              | CORP              | US        |      775000 | PA      | $701626.08      | 0.00%             | 2030-06-15      | Fixed         | 2.21%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BH2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     2170000 | PA      | $2160236.63     | 0.00%             | 2042-06-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q12454                      | CUSIP: 3132HNWP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      776089 | PA      | $707713.87      | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FBR1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1973076.90     | 0.00%             | 2029-04-15      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J15553                      | CUSIP: 3128PVE22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31085 | PA      | $30968.66       | 0.00%             | 2026-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Edwards Lifesciences Corp                                                        | EDWARDS LIFE                   | CUSIP: 28176EAD0<br>LEI: YA13X31F3V31L8TMPR58 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $6318730.62     | 0.00%             | 2028-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LP4<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    48950000 | PA      | $48185740.96    | 0.02%             | 2028-07-24      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| Evergy Kansas Central Inc                                                        | WESTAR ENERGY                  | CUSIP: 95709TAQ3<br>LEI: J75GNWGEO73W89ZV3S44 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $3134512.48     | 0.00%             | 2049-09-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU1659                      | CUSIP: 3138X0ZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2953238 | PA      | $2886386.66     | 0.00%             | 2028-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A16511                      | CUSIP: 31296RGU6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5946 | PA      | $6017.31        | 0.00%             | 2033-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCE7<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    17525000 | PA      | $17599596.30    | 0.01%             | 2035-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q03510                      | CUSIP: 3132GJR76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1036906 | PA      | $1003073.28     | 0.00%             | 2041-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667AJ0<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    15404000 | PA      | $13615475.93    | 0.00%             | 2046-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| COMM 2016-DC2 Mortgage Trust                                                     | COMM 2016-DC2 ASB              | CUSIP: 12594CBD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |       92152 | PA      | $92023.57       | 0.00%             | 2049-02-10      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CS5<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    30389000 | PA      | $29061948.99    | 0.01%             | 2054-08-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANS                   | CUSIP: 292480AK6<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    11100000 | PA      | $11100951.80    | 0.00%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Energy Transfer LP                                                               | ENERGY TRANSFER                | CUSIP: 29273RAR0<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |    11926000 | PA      | $12386186.20    | 0.00%             | 2042-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank NA                                                           | MORGAN STANLEY B               | CUSIP: 61690U8E3<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10121381.39    | 0.00%             | 2028-07-14      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAT8<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    26143000 | PA      | $22743819.36    | 0.01%             | 2031-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7051                      | CUSIP: 36179VZQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   123593922 | PA      | $100769139.91   | 0.03%             | 2050-12-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: 83192PAD0<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     9450000 | PA      | $9591840.92     | 0.00%             | 2034-03-20      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB9171                      | CUSIP: 31417GFM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1220198 | PA      | $1193699.11     | 0.00%             | 2028-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Mount Nittany Medical Center Obligated Group                                     | MOUNT NITTANY MD               | CUSIP: 62213LAA4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4520000 | PA      | $3341427.24     | 0.00%             | 2052-11-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08728                      | CUSIP: 3128MJY20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1258016 | PA      | $1194385.10     | 0.00%             | 2046-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MBN4<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     9350000 | PA      | $9447140.34     | 0.00%             | 2028-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM9209                      | CUSIP: 3140XDGT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6891627 | PA      | $6058779.30     | 0.00%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW4979                      | CUSIP: 3138XUQ96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1410933 | PA      | $1349894.08     | 0.00%             | 2044-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CFZ9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   422155000 | PA      | $423754570.62   | 0.13%             | 2027-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222AV6<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |     5000000 | PA      | $4531259.40     | 0.00%             | 2030-06-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBB3<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |    17970000 | PA      | $18792064.52    | 0.01%             | 2028-09-29      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0324                      | CUSIP: 36179MLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      149324 | PA      | $156684.80      | 0.00%             | 2039-11-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CD0<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     5023000 | PA      | $4271211.07     | 0.00%             | 2048-06-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GAZ5<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    18434000 | PA      | $12343834.94    | 0.00%             | 2049-08-16      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6038                      | CUSIP: 36179UV74<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    13668078 | PA      | $12161421.29    | 0.00%             | 2049-07-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HCA Inc                                                                          | HCA INC                        | CUSIP: 404119CB3<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |    31047000 | PA      | $20570507.62    | 0.01%             | 2051-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Skyworks Solutions Inc                                                           | SKYWORKS SOLUT                 | CUSIP: 83088MAL6<br>LEI: 549300WZ3ORQ2BVKBD96 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $8368291.46     | 0.00%             | 2031-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q42621                      | CUSIP: 3132WF4F3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2225471 | PA      | $2055567.71     | 0.00%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8020                      | CUSIP: 3132D54D1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5196975 | PA      | $4912506.44     | 0.00%             | 2034-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255706                      | CUSIP: 31371MAF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       87263 | PA      | $90030.18       | 0.00%             | 2035-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A55068                      | CUSIP: 3128KHTZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3668 | PA      | $3861.00        | 0.00%             | 2036-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                                              | DOW CHEMICAL CO                | CUSIP: 260543DJ9<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | DBT              | CORP              | US        |     6245000 | PA      | $6248270.73     | 0.00%             | 2034-02-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| University of Michigan                                                           | UNIV OF MICHIGAN MI            | CUSIP: 914455UF5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     9978000 | PA      | $7404854.40     | 0.00%             | 2040-04-01      | Fixed         | 2.44%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital International SA                                           | TOTAL CAP INTL                 | CUSIP: 89153VAV1<br>LEI: 549300U37G2I8G4RUG09 | Long             | DBT              | CORP              | FR        |    35100000 | PA      | $23175103.25    | 0.01%             | 2050-05-29      | Fixed         | 3.13%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4688                      | CUSIP: 3140QQF67<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14653532 | PA      | $14662599.32    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97294                      | CUSIP: 312946C79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1238506 | PA      | $1199900.70     | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Ohio Inc                                                             | DUKE ENERGY OHIO               | CUSIP: 26442EAG5<br>LEI: L6KC0HABGHNFU1Z6QY21 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $4662761.56     | 0.00%             | 2049-02-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3693                      | CUSIP: 31418DC75<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3866526 | PA      | $3642100.37     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4547                      | CUSIP: 31418EBR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    55684119 | PA      | $44187319.84    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAJ5<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    31170000 | PA      | $27497045.10    | 0.01%             | 2038-07-24      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFD8<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18161777.64    | 0.01%             | 2027-03-12      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAQ1<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     2400000 | PA      | $2343275.43     | 0.00%             | 2027-03-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G01309                      | CUSIP: 31283HN27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4763 | PA      | $5011.29        | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Toll Brothers Finance Corp                                                       | TOLL BR FIN CORP               | CUSIP: 88947EAU4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1000000 | PA      | $970456.17      | 0.00%             | 2029-11-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1510 A3                 | CUSIP: 3137FL2M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12220000 | PA      | $11486753.56    | 0.00%             | 2034-01-25      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBB3<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     8275000 | PA      | $6944977.69     | 0.00%             | 2044-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AY1<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6003232.23     | 0.00%             | 2052-10-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8308                      | CUSIP: 3132D6GR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10281249 | PA      | $10354043.51    | 0.00%             | 2039-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8425                      | CUSIP: 36179XLE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    34594913 | PA      | $31551750.84    | 0.01%             | 2052-11-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAR6<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     6675000 | PA      | $6591862.70     | 0.00%             | 2027-07-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DG1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |     8735000 | PA      | $8886481.58     | 0.00%             | 2029-02-13      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8324                      | CUSIP: 3132DWG98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    47404480 | PA      | $47463422.79    | 0.02%             | 2053-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BC5<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     6366000 | PA      | $6413917.08     | 0.00%             | 2028-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B30 Mortgage Trust                                                | BMARK 2021-B30 A5              | CUSIP: 08163KBG5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    10550000 | PA      | $9283554.79     | 0.00%             | 2054-11-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160DG6<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     6905000 | PA      | $6974813.05     | 0.00%             | 2027-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781649                      | CUSIP: 36225BZN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5954 | PA      | $6139.44        | 0.00%             | 2033-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0070                      | CUSIP: 3138EGCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      501887 | PA      | $507576.43      | 0.00%             | 2039-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NAM7<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     6615000 | PA      | $6313859.71     | 0.00%             | 2046-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 738710                      | CUSIP: 3620ASVB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      354085 | PA      | $341936.41      | 0.00%             | 2041-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Service Electric and Gas Co                                               | PUBLIC SERVICE                 | CUSIP: 74456QCL8<br>LEI: 549300RUHPVD434XUK18 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4971113.07     | 0.00%             | 2033-03-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95258                      | CUSIP: 312943ZX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      136620 | PA      | $132294.72      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 756350                      | CUSIP: 31403SH33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       76681 | PA      | $79016.44       | 0.00%             | 2033-11-01      | Floating      | 6.43%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4049                      | CUSIP: 31418DQB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10285687 | PA      | $9349977.38     | 0.00%             | 2050-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFJ6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    43110000 | PA      | $43513366.97    | 0.01%             | 2034-07-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                                              | FORDO 2024-A A3                | CUSIP: 34535EAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     6600000 | PA      | $6664406.10     | 0.00%             | 2028-12-15      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Simon Property Group LP                                                          | SIMON PROP GP LP               | CUSIP: 828807DF1<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |    22561000 | PA      | $20962757.70    | 0.01%             | 2029-09-13      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Weyerhaeuser Co                                                                  | WEYERHAEUSER CO                | CUSIP: 962166BY9<br>LEI: 08IRJODWFYBI7QWRGS31 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7800014.04     | 0.00%             | 2030-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9424                      | CUSIP: 3138ERPJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11903247 | PA      | $10984054.28    | 0.00%             | 2046-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA0366                      | CUSIP: 3140W0MQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17020071 | PA      | $17158246.83    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AH1<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    17900000 | PA      | $18933260.62    | 0.01%             | 2034-03-02      | Variable      | 6.02%                 | No            |                  2 | On Loan: No      |
| AvalonBay Communities Inc                                                        | AVALONBAY COMMUN               | CUSIP: 053484AF8<br>LEI: K9G90K85RBWD2LAGQX17 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $4731816.00     | 0.00%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| New York City Municipal Water Finance Authority                                  | NYC MUN WTR FIN -BABS          | CUSIP: 64972FY34<br>LEI: 549300Q2EHQ6RJPQKP05 | Long             | DBT              | MUN               | US        |    13105000 | PA      | $13283988.09    | 0.00%             | 2044-06-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| University of Pittsburgh-of the Commonwealth System of Higher Education          | UNIV OF PITTSBURGH PA          | CUSIP: 91335VKQ8<br>LEI: 5493002C83QSGL8ETT42 | Long             | DBT              | MUN               | US        |     8965000 | PA      | $5672508.72     | 0.00%             | 2119-09-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K055 A2                   | CUSIP: 3137BPW21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7300771 | PA      | $7206626.83     | 0.00%             | 2026-03-25      | Fixed         | 2.67%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BV7<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |     2239000 | PA      | $2646970.40     | 0.00%             | 2040-05-01      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| J M Smucker Co/The                                                               | JM SMUCKER CO                  | CUSIP: 832696AZ1<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |    14800000 | PA      | $15821981.43    | 0.01%             | 2053-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BT3<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     7250000 | PA      | $7772052.77     | 0.00%             | 2034-01-17      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BQ5486                      | CUSIP: 3140KRCY3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38589420 | PA      | $30802958.96    | 0.01%             | 2050-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3979                      | CUSIP: 3138A5M58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      466971 | PA      | $451474.21      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBG0<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $10508499.10    | 0.00%             | 2054-03-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A31620                      | CUSIP: 31297LYR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4531 | PA      | $4672.69        | 0.00%             | 2035-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| BA Credit Card Trust                                                             | BACCT 2024-A1 A                | CUSIP: 05522RDJ4<br>LEI: 5493006DQ60M1CRKHH19 | Long             | ABS-CBDO         | CORP              | US        |    15000000 | PA      | $15222196.50    | 0.00%             | 2029-05-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Salesforce Inc                                                                   | SALESFORCE.COM                 | CUSIP: 79466LAM6<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | DBT              | CORP              | US        |    14205000 | PA      | $8681943.03     | 0.00%             | 2061-07-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154DS5<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     5300000 | PA      | $5272720.15     | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PCE4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    37900000 | PA      | $26547598.93    | 0.01%             | 2052-04-22      | Variable      | 3.33%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    24025000 | PA      | $22794857.41    | 0.01%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140CK4<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    13365000 | PA      | $12563122.33    | 0.00%             | 2063-02-10      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Banco Santander SA                                                               | BANCO SANTANDER                | CUSIP: 05971KAG4<br>LEI: 5493006QMFDDMYWIAM13 | Long             | DBT              | CORP              | ES        |    15000000 | PA      | $13361049.38    | 0.00%             | 2030-12-03      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Smith & Nephew PLC                                                               | SMITH & NEPHEW                 | CUSIP: 83192PAA6<br>LEI: 213800ZTMDN8S67S1H61 | Long             | DBT              | CORP              | GB        |     9235000 | PA      | $8092782.19     | 0.00%             | 2030-10-14      | Fixed         | 2.03%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7472                      | CUSIP: 36179WJR0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   106798819 | PA      | $90815510.40    | 0.03%             | 2051-07-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2136                      | CUSIP: 31418BLS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1577287 | PA      | $1462693.97     | 0.00%             | 2045-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Devon Energy Corp                                                                | DEVON ENERGY                   | CUSIP: 25179MBF9<br>LEI: 54930042348RKR3ZPN35 | Long             | DBT              | CORP              | US        |     5648000 | PA      | $5584767.24     | 0.00%             | 2030-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAM9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |    12985000 | PA      | $12866082.14    | 0.00%             | 2028-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAU8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $6100786.42     | 0.00%             | 2031-11-18      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3909                      | CUSIP: 3132E0KW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16348186 | PA      | $16537103.52    | 0.01%             | 2053-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GHX0<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    38825000 | PA      | $36330357.59    | 0.01%             | 2030-10-22      | Variable      | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3776                      | CUSIP: 31418DFS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2758892 | PA      | $2598757.27     | 0.00%             | 2049-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Huntington Bancshares Inc/OH                                                     | HUNTINGTON BANCS               | CUSIP: 446150AS3<br>LEI: 549300XTVCVV9I7B5T19 | Long             | DBT              | CORP              | US        |     1935000 | PA      | $1770980.20     | 0.00%             | 2030-02-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fortune Brands Innovations Inc                                                   | FORTUNE BRANDS H               | CUSIP: 34964CAG1<br>LEI: 54930032LHW54PQUJD44 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $3797137.33     | 0.00%             | 2052-03-25      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2303                      | CUSIP: 36179QRY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6405205 | PA      | $5918310.37     | 0.00%             | 2044-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2017-GS7                                            | GSMS 2017-GS7 AS               | CUSIP: 36254CAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3700000 | PA      | $3537472.69     | 0.00%             | 2050-08-10      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 172967LD1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    35125000 | PA      | $34806961.94    | 0.01%             | 2028-01-10      | Variable      | 3.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7514                      | CUSIP: 3140XBK41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11666984 | PA      | $9804701.49     | 0.00%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q49956                      | CUSIP: 3132WQB20<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1972219 | PA      | $1814254.84     | 0.00%             | 2047-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4468                      | CUSIP: 31418D6E7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2398699 | PA      | $2172426.47     | 0.00%             | 2051-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Permanent University Fund - Texas A&M University System                          | TX A&M UNIV SYS                | CUSIP: 8821177C2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     4725000 | PA      | $3404861.93     | 0.00%             | 2049-07-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5163                      | CUSIP: 3133KYWY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10531228 | PA      | $9551437.39     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607LSL8<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     5500000 | PA      | $5568485.95     | 0.00%             | 2026-07-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 63743HFN7<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |    12652000 | PA      | $12893534.65    | 0.00%             | 2029-02-07      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Texas Health Resources                                                           | TEXAS HEALTH RES               | CUSIP: 882484AC2<br>LEI: 54930008C10TUBW7Z611 | Long             | DBT              | CORP              | US        |     3704000 | PA      | $2077251.21     | 0.00%             | 2050-11-15      | Fixed         | 2.33%                 | No            |                  2 | On Loan: No      |
| University of Chicago/The                                                        | UNIV OF CHICAGO                | CUSIP: 91412NBE9<br>LEI: 54930099Y7GU6182V326 | Long             | DBT              | CORP              | US        |     8050000 | PA      | $5153410.27     | 0.00%             | 2050-04-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1238                      | CUSIP: 3140X4LU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      126031 | PA      | $118873.15      | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783533                      | CUSIP: 36241L4S2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      436851 | PA      | $408931.36      | 0.00%             | 2042-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Colgate-Palmolive Co                                                             | COLGATE-PALM CO                | CUSIP: 194162AP8<br>LEI: YMEGZFW4SBUSS5BQXF88 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9275056.52     | 0.00%             | 2032-08-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAK5<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     7600000 | PA      | $7946988.63     | 0.00%             | 2035-01-17      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03581                      | CUSIP: 3128M5J27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      396126 | PA      | $417991.81      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822DC5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    23050000 | PA      | $23637784.63    | 0.01%             | 2034-04-19      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 779239                      | CUSIP: 36176XPY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2885599 | PA      | $2703435.24     | 0.00%             | 2042-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XBF0<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $6339407.76     | 0.00%             | 2028-10-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932840                      | CUSIP: 31412RLV7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43795 | PA      | $43584.66       | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     2525000 | PA      | $2310684.37     | 0.00%             | 2030-06-20      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFT6<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    15060000 | PA      | $13800565.97    | 0.00%             | 2052-09-09      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Leland Stanford Junior University/The                                            | STANFORD UNIV                  | CUSIP: 85440KAE4<br>LEI: JIUV0DC2REIJXQ26CR37 | Long             | DBT              | CORP              | US        |     3950000 | PA      | $3937497.10     | 0.00%             | 2035-03-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CF9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     9960000 | PA      | $10082800.80    | 0.00%             | 2029-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82907                       | CUSIP: 36225FGR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      225544 | PA      | $229014.87      | 0.00%             | 2041-08-20      | Floating      | 4.62%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Energy Partners LP                                                 | KINDER MORGAN EN               | CUSIP: 494550BN5<br>LEI: 549300PDHUGWPWGOT525 | Long             | DBT              | CORP              | US        |     4380000 | PA      | $3917945.04     | 0.00%             | 2042-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434CR1<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $4506731.22     | 0.00%             | 2048-06-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BH0<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    21887000 | PA      | $22728736.26    | 0.01%             | 2033-08-21      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    45420000 | PA      | $46243290.33    | 0.01%             | 2030-07-22      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4826                      | CUSIP: 3140QQLG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7380840 | PA      | $6880930.84     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3764                      | CUSIP: 31418DFE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4676630 | PA      | $4433796.55     | 0.00%             | 2034-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Pacific Gas and Electric Co                                                      | PACIFIC GAS&ELEC               | CUSIP: 694308JN8<br>LEI: 1HNPXZSMMB7HMBMVBS46 | Long             | DBT              | CORP              | US        |    43227000 | PA      | $34833002.01    | 0.01%             | 2050-07-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G60194                      | CUSIP: 31335AGB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1947105 | PA      | $1796881.72     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Campbell Soup Co                                                                 | THE CAMPBELLS CO               | CUSIP: 134429BR9<br>LEI: 5493007JDSMX8Z5Z1902 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2731009.55     | 0.00%             | 2054-10-13      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03721                      | CUSIP: 3128M5PE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      331088 | PA      | $349380.49      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAV3<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9631848.76     | 0.00%             | 2026-07-15      | Fixed         | 1.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8767                      | CUSIP: 3133KQW44<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13982819 | PA      | $13821056.21    | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Estee Lauder Cos Inc/The                                                         | ESTEE LAUDER CO                | CUSIP: 29736RAC4<br>LEI: 549300VFZ8XJ9NUPU221 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8607031.04     | 0.00%             | 2037-05-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO2976                      | CUSIP: 3138LTJW9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3332105 | PA      | $3132240.49     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03490                      | CUSIP: 31292K2X4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      538487 | PA      | $534066.85      | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 80290                       | CUSIP: 36225CKC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2893 | PA      | $2912.27        | 0.00%             | 2029-06-20      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLX7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   643745000 | PA      | $649729813.58   | 0.21%             | 2027-11-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                                                   | HAROT 2025-1 A4                | CUSIP: 43814VAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4000000 | PA      | $4052284.80     | 0.00%             | 2031-05-21      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK9597                      | CUSIP: 3140HPUX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       97436 | PA      | $91963.45       | 0.00%             | 2048-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMF5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   606305000 | PA      | $614191700.24   | 0.20%             | 2028-01-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Georgetown University/The                                                        | GEORGETOWN UNIV                | CUSIP: 37310PAF8<br>LEI: 549300GCL3B0KVXSX752 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1381535.53     | 0.00%             | 2053-04-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4625                      | CUSIP: 31418ED72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    47867352 | PA      | $43168716.60    | 0.01%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFR8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3454719.15     | 0.00%             | 2055-06-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 906236                      | CUSIP: 31411EY92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21411 | PA      | $22100.46       | 0.00%             | 2037-01-01      | Floating      | 6.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91714                      | CUSIP: 3128P73X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2899949 | PA      | $2793884.53     | 0.00%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638BU5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     9300000 | PA      | $9288671.36     | 0.00%             | 2027-08-25      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058FT5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    11316000 | PA      | $11022434.44    | 0.00%             | 2026-10-27      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBF4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    26191000 | PA      | $19755377.53    | 0.01%             | 2046-01-23      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A38470                      | CUSIP: 31297UMT4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       21318 | PA      | $21588.04       | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DX3<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    16800000 | PA      | $16367199.47    | 0.01%             | 2027-01-31      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH3927                      | CUSIP: 3138A5LH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1221229 | PA      | $1180214.97     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Occidental Petroleum Corp                                                        | OCCIDENTAL PETE                | CUSIP: 674599DD4<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |     9157000 | PA      | $10084494.19    | 0.00%             | 2031-05-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |    15300000 | PA      | $15229872.15    | 0.00%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Ally Auto Receivables Trust 2022-2                                               | ALLYA 2022-2 A3                | CUSIP: 02008MAC3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2459056 | PA      | $2459992.26     | 0.00%             | 2027-05-17      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745354                      | CUSIP: 31403DBX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       77269 | PA      | $79855.10       | 0.00%             | 2036-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7312                      | CUSIP: 36179WDR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   152618201 | PA      | $129873037.78   | 0.04%             | 2051-04-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 521278                      | CUSIP: 36211SCP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       17751 | PA      | $17921.92       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| United Airlines 2018-1 Class AA Pass Through Trust                               | UNTD AIR 18-1 AA               | CUSIP: 909318AA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      221094 | PA      | $208296.52      | 0.00%             | 2031-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109CH2<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    21100000 | PA      | $19607082.91    | 0.01%             | 2032-03-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     8905000 | PA      | $8337456.47     | 0.00%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K103 A2                   | CUSIP: 3137FQKN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12550000 | PA      | $11824372.81    | 0.00%             | 2029-11-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5330                      | CUSIP: 36179T4P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15004374 | PA      | $14138947.36    | 0.00%             | 2048-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555CN2<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |      875000 | PA      | $745349.46      | 0.00%             | 2042-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6045                      | CUSIP: 3140X9WF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13581870 | PA      | $12084819.48    | 0.00%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2482                      | CUSIP: 3138EJXL7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      777973 | PA      | $771034.35      | 0.00%             | 2042-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7339                      | CUSIP: 3138Y9EM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      647668 | PA      | $601549.14      | 0.00%             | 2044-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB8819                      | CUSIP: 31417FYR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3544899 | PA      | $3221040.54     | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0259                      | CUSIP: 3618N5JD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    16151592 | PA      | $16176990.20    | 0.01%             | 2055-03-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05651                      | CUSIP: 3128M7TG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      193620 | PA      | $196091.69      | 0.00%             | 2039-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08117                      | CUSIP: 3128MJDX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      219312 | PA      | $230429.25      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Newmont Corp                                                                     | NEWMONT CORP                   | CUSIP: 651639AY2<br>LEI: 549300VSP3RIX7FGDZ51 | Long             | DBT              | CORP              | US        |    13531000 | PA      | $12215749.19    | 0.00%             | 2030-10-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Halliburton Co                                                                   | HALLIBURTON CO                 | CUSIP: 406216AW1<br>LEI: ENYF8GB5SMQZ25S06U51 | Long             | DBT              | CORP              | US        |    16880000 | PA      | $18521684.70    | 0.01%             | 2038-09-15      | Fixed         | 6.70%                 | No            |                  2 | On Loan: No      |
| Orlando Health Obligated Group                                                   | ORLANDO HEALTH                 | CUSIP: 686514AF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     2200000 | PA      | $1746638.86     | 0.00%             | 2048-10-01      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| British Telecommunications PLC                                                   | BRITISH TELECOMM               | CUSIP: 111021AE1<br>LEI: 549300OWFMSO9NYV4H90 | Long             | DBT              | CORP              | GB        |    28483000 | PA      | $35038370.78    | 0.01%             | 2030-12-15      | Fixed         | 9.62%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDF6<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     3860000 | PA      | $2869411.00     | 0.00%             | 2047-10-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0040                      | CUSIP: 3138EGBJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      113154 | PA      | $117627.26      | 0.00%             | 2041-03-01      | Floating      | 6.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4721                      | CUSIP: 36179TG66<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1800894 | PA      | $1761055.45     | 0.00%             | 2047-09-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELECTRIC               | CUSIP: 737679DH0<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     2100000 | PA      | $2140268.24     | 0.00%             | 2034-03-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| BANK 2019-BNK20                                                                  | BANK 2019-BN20 A3              | CUSIP: 06540AAD3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7785000 | PA      | $7217324.03     | 0.00%             | 2062-09-15      | Fixed         | 3.01%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513EAD3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    11625000 | PA      | $10510065.23    | 0.00%             | 2030-07-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Baker Hughes Holdings LLC / Baker Hughes Co-Obligor Inc                          | BAKER HUGHES                   | CUSIP: 05723KAF7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10500000 | PA      | $8229154.32     | 0.00%             | 2047-12-15      | Fixed         | 4.08%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3596                      | CUSIP: 36179R7H6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4007506 | PA      | $3588293.52     | 0.00%             | 2046-04-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1539                      | CUSIP: 3140X4V94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1639980 | PA      | $1577002.93     | 0.00%             | 2049-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BD8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     8950000 | PA      | $7495665.24     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Takeda Pharmaceutical Co Ltd                                                     | TAKEDA PHARM                   | CUSIP: 874060BN5<br>LEI: 549300ZLMVP4X0OGR454 | Long             | DBT              | CORP              | JP        |     2112000 | PA      | $2049905.87     | 0.00%             | 2064-07-05      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                                            | KENTUCKY UTIL                  | CUSIP: 491674BL0<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $5805484.23     | 0.00%             | 2045-10-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Reynolds American Inc                                                            | REYNOLDS AMERICA               | CUSIP: 761713BB1<br>LEI: 02S2RPPVO9RP4NEU2740 | Long             | DBT              | CORP              | US        |    23590000 | PA      | $22762918.30    | 0.01%             | 2045-08-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E02926                      | CUSIP: 31294MHB0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9849 | PA      | $9812.18        | 0.00%             | 2026-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3998                      | CUSIP: 31418DNQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      530792 | PA      | $514058.39      | 0.00%             | 2050-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636224                      | CUSIP: 36291RYV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12661 | PA      | $13162.62       | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBY5<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    12510000 | PA      | $12741855.91    | 0.00%             | 2027-11-17      | Fixed         | 5.02%                 | No            |                  2 | On Loan: No      |
| S&P Global Inc                                                                   | S&P GLOBAL INC                 | CUSIP: 78409VAQ7<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $4578751.01     | 0.00%             | 2049-12-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7059                      | CUSIP: 31417DZZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      799640 | PA      | $705028.11      | 0.00%             | 2042-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8099                      | CUSIP: 36179W7L6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    40332649 | PA      | $36797367.49    | 0.01%             | 2052-06-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08079                      | CUSIP: 3128MJCR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      177146 | PA      | $179377.02      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DB5236                      | CUSIP: 3140AEZA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2179757 | PA      | $2231183.30     | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AJ0<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4007458.83     | 0.00%             | 2029-12-01      | Fixed         | 4.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A92303                      | CUSIP: 312940RY7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      375188 | PA      | $380011.34      | 0.00%             | 2040-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS-C2-UNREFUND          | CUSIP: 59261A2P1<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |      930000 | PA      | $832960.92      | 0.00%             | 2049-11-15      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783467                      | CUSIP: 36241LZ82<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      618658 | PA      | $597009.21      | 0.00%             | 2041-10-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AF9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    35000000 | PA      | $35652143.33    | 0.01%             | 2030-02-12      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| General Motors Financial Co Inc                                                  | GEN MOTORS FIN                 | CUSIP: 37045XFC5<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |    18279000 | PA      | $18360285.31    | 0.01%             | 2035-01-07      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BN6<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |    11472000 | PA      | $12425158.33    | 0.00%             | 2050-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GAV9<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |      765000 | PA      | $768186.08      | 0.00%             | 2030-11-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH6067                      | CUSIP: 3138A7W53<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14718 | PA      | $14653.10       | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Markel Group Inc                                                                 | MARKEL GROUP INC               | CUSIP: 570535AY0<br>LEI: 549300SCNO12JLWIK605 | Long             | DBT              | CORP              | US        |     6860000 | PA      | $6859198.11     | 0.00%             | 2054-05-16      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 31359MGK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    55935000 | PA      | $63249731.82    | 0.02%             | 2030-11-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Los Angeles Department of Water & Power                                          | LA DEPT WTR/PWR-BABS           | CUSIP: 544495WA8<br>LEI: 549300S8NXV6YU61GG95 | Long             | DBT              | MUN               | US        |     3265000 | PA      | $3424929.17     | 0.00%             | 2050-07-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | RTX CORP                       | CUSIP: 75513ECL3<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    15695000 | PA      | $9673531.42     | 0.00%             | 2051-09-01      | Fixed         | 2.82%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4099                      | CUSIP: 31418DRV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    48317974 | PA      | $45431588.82    | 0.01%             | 2035-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Public Service Co of Colorado                                                    | PUBLIC SERV COLO               | CUSIP: 744448CN9<br>LEI: 5BANEF6PGSEK0SNMQF44 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $2313491.88     | 0.00%             | 2047-06-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | ALLY FINANCIAL                 | CUSIP: 02005NBR0<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    24247000 | PA      | $25560935.86    | 0.01%             | 2027-11-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8255                      | CUSIP: 3132DWE41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17532663 | PA      | $15800707.84    | 0.01%             | 2052-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LCD9<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $12396074.49    | 0.00%             | 2032-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016HZQ6<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    10600000 | PA      | $10743425.91    | 0.00%             | 2033-05-02      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A41066                      | CUSIP: 3128K1FF3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      190049 | PA      | $196737.37      | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9874                      | CUSIP: 3138AP6L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      132510 | PA      | $130903.14      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J17233                      | CUSIP: 3128PXBA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      560430 | PA      | $554794.17      | 0.00%             | 2026-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06883                      | CUSIP: 3128M86U3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      872148 | PA      | $883518.97      | 0.00%             | 2041-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8488                      | CUSIP: 3132DWND1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7377569 | PA      | $6859438.28     | 0.00%             | 2055-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBG2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     7925000 | PA      | $5764818.38     | 0.00%             | 2050-05-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG E04106                      | CUSIP: 31294NR35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      237133 | PA      | $232944.02      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBS6<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1762994.94     | 0.00%             | 2030-05-01      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04190                      | CUSIP: 3128M57B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      311032 | PA      | $322278.50      | 0.00%             | 2038-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516CX2<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |     7025000 | PA      | $7094764.58     | 0.00%             | 2027-07-30      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Owner Trust 2023-A                                                   | BMWOT 2023-A A4                | CUSIP: 05592XAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      440000 | PA      | $447242.53      | 0.00%             | 2029-11-26      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-4 Owner Trust                                        | HAROT 2023-4 A3                | CUSIP: 438123AC5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2021330.00     | 0.00%             | 2028-06-21      | Fixed         | 5.67%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PDZ2<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |     9565000 | PA      | $5952403.65     | 0.00%             | 2050-05-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3881                        | CUSIP: 36202EJ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        3011 | PA      | $3183.79        | 0.00%             | 2036-07-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1138                      | CUSIP: 31418AHQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1832365 | PA      | $1794602.17     | 0.00%             | 2032-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91558                      | CUSIP: 3128P7WT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      650276 | PA      | $637281.44      | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 817366                      | CUSIP: 31406RCB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7381 | PA      | $7583.19        | 0.00%             | 2035-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783535                      | CUSIP: 36241L4U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      444155 | PA      | $428238.91      | 0.00%             | 2042-02-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514Y8B6<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    29200000 | PA      | $29725440.02    | 0.01%             | 2035-02-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C28                      | MSBAM 2016-C28 A3              | CUSIP: 61766LBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5758384 | PA      | $5715312.26     | 0.00%             | 2049-01-15      | Fixed         | 3.27%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECS2<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |     9000000 | PA      | $9228999.01     | 0.00%             | 2055-03-12      | Variable      | 6.04%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS1586                      | CUSIP: 3138WAXQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1150584 | PA      | $1135053.13     | 0.00%             | 2044-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| NatWest Group PLC                                                                | NATWEST GROUP                  | CUSIP: 639057AG3<br>LEI: 2138005O9XJIJN4JPN90 | Long             | DBT              | CORP              | GB        |    37465000 | PA      | $37832112.99    | 0.01%             | 2026-11-10      | Variable      | 7.47%                 | No            |                  2 | On Loan: No      |
| Corebridge Financial Inc                                                         | COREBRIDGE FIN                 | CUSIP: 21871XAD1<br>LEI: 549300XY1661QCIA7J65 | Long             | DBT              | CORP              | US        |    12000000 | PA      | $11849338.63    | 0.00%             | 2027-04-05      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82840                       | CUSIP: 36225FEN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37522 | PA      | $38307.16       | 0.00%             | 2041-05-20      | Floating      | 5.38%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TBG1<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |    13470000 | PA      | $13937253.74    | 0.00%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Citigroup Inc                                                                    | CITIGROUP INC                  | CUSIP: 17308CC53<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    38100000 | PA      | $35637781.00    | 0.01%             | 2030-11-05      | Variable      | 2.98%                 | No            |                  2 | On Loan: No      |
| Israel Government International Bond                                             | STATE OF ISRAEL                | CUSIP: 46514BRA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | IL        |    29375000 | PA      | $27931144.68    | 0.01%             | 2033-01-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7304000 | PA      | $6466511.38     | 0.00%             | 2042-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8303                      | CUSIP: 3132D6GL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15063575 | PA      | $15170229.20    | 0.00%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2972                      | CUSIP: 3132DQJR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5932026 | PA      | $5181777.59     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 552706                      | CUSIP: 36213FAF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5861 | PA      | $6049.65        | 0.00%             | 2032-08-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6849                      | CUSIP: 31417DTF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1164068 | PA      | $1059886.59     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SI2084                      | CUSIP: 3133USJ51<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17806541 | PA      | $17250734.68    | 0.01%             | 2050-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2017-C33                      | MSBAM 2017-C33 AS              | CUSIP: 61767CAY4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3800000 | PA      | $3693566.56     | 0.00%             | 2050-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KH3<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    15092000 | PA      | $14430441.97    | 0.00%             | 2027-05-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K111 A2                   | CUSIP: 3137FUZC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9875000 | PA      | $8684855.13     | 0.00%             | 2030-05-25      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    22853000 | PA      | $19270301.46    | 0.01%             | 2033-07-27      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784353                      | CUSIP: 3622A2ZS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4471319 | PA      | $4220449.03     | 0.00%             | 2046-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2747                      | CUSIP: 3142GTBR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20852832 | PA      | $20976507.64    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAL7<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4358436.05     | 0.00%             | 2031-08-16      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NBY6<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    19195000 | PA      | $18931942.34    | 0.01%             | 2027-02-01      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4637                        | CUSIP: 36202FEJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3472752 | PA      | $3518043.29     | 0.00%             | 2040-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8245                      | CUSIP: 3132DWES8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63447166 | PA      | $60916543.85    | 0.02%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q58217                      | CUSIP: 3132Y2DX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      296092 | PA      | $287682.22      | 0.00%             | 2048-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH NY/NJ-TXBL           | CUSIP: 73358WX90<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     1800000 | PA      | $1471648.50     | 0.00%             | 2048-09-01      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4378                      | CUSIP: 31418D2L5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   147011343 | PA      | $117072174.46   | 0.04%             | 2051-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3238                      | CUSIP: 3140QNS45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18166622 | PA      | $16366363.83    | 0.01%             | 2052-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8139                      | CUSIP: 3132DWBG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25217377 | PA      | $18981066.73    | 0.01%             | 2051-04-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBR2<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    92470000 | PA      | $94737350.36    | 0.03%             | 2029-02-26      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DB3<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    37855000 | PA      | $37051329.79    | 0.01%             | 2027-09-12      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD3263                      | CUSIP: 3132DQTU0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10580351 | PA      | $8947724.35     | 0.00%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DF0<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $6848448.04     | 0.00%             | 2050-08-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| COMM 2015-LC23 Mortgage Trust                                                    | COMM 2015-LC23 A4              | CUSIP: 12636FBJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7797000 | PA      | $7765202.27     | 0.00%             | 2048-10-10      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630ED6<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    21900000 | PA      | $22134689.29    | 0.01%             | 2029-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3266                      | CUSIP: 3133KJTX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15202898 | PA      | $12201813.71    | 0.00%             | 2050-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QE2623                      | CUSIP: 3133BB4G1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13926269 | PA      | $12064860.11    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA6304                      | CUSIP: 3140QEAE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19206831 | PA      | $16123031.92    | 0.01%             | 2050-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK6111                      | CUSIP: 3140HKYH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2065158 | PA      | $1949161.65     | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                                                   | AMER ELEC PWR                  | CUSIP: 025537AP6<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $2317130.56     | 0.00%             | 2050-03-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2373                      | CUSIP: 3140X5T78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1776944 | PA      | $1771379.56     | 0.00%             | 2049-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TKR5<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2507603.97     | 0.00%             | 2033-01-12      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBL4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    28506000 | PA      | $28210378.32    | 0.01%             | 2055-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 737158                      | CUSIP: 3620AQ5T6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       28030 | PA      | $28853.53       | 0.00%             | 2033-09-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400JA2<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     9289000 | PA      | $9341733.57     | 0.00%             | 2027-02-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AR5<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    42480000 | PA      | $41749373.83    | 0.01%             | 2027-07-25      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2019-C51                                   | WFCM 2019-C51 A4               | CUSIP: 95001VAU4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     8750000 | PA      | $8199961.00     | 0.00%             | 2052-06-15      | Fixed         | 3.31%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AP9736                      | CUSIP: 3138MDZA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4711499 | PA      | $4411423.82     | 0.00%             | 2042-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0704                      | CUSIP: 3132DMX91<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16481278 | PA      | $13999899.27    | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4446                        | CUSIP: 36202E5F2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      821872 | PA      | $814359.61      | 0.00%             | 2039-05-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mid-America Apartments LP                                                        | MID-AMER APT LP                | CUSIP: 59523UAS6<br>LEI: 549300FXWGE3QSYCUJ38 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4295986.24     | 0.00%             | 2031-02-15      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582AD4<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    30923000 | PA      | $34349206.57    | 0.01%             | 2038-12-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAJ1<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |     6950000 | PA      | $5414611.37     | 0.00%             | 2047-09-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9893                      | CUSIP: 3138AP7F9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      119936 | PA      | $118997.22      | 0.00%             | 2026-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Tractor Supply Co                                                                | TRACTOR SUPPLY                 | CUSIP: 892356AA4<br>LEI: 549300OJ9VZHZRO6I137 | Long             | DBT              | CORP              | US        |     5750000 | PA      | $4982777.01     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5175                      | CUSIP: 3140XLXD5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12223104 | PA      | $12018674.09    | 0.00%             | 2053-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Sutter Health                                                                    | SUTTER HEALTH                  | CUSIP: 86944BAL7<br>LEI: 549300MJCC12LU768G81 | Long             | DBT              | CORP              | US        |     2648000 | PA      | $2612906.05     | 0.00%             | 2053-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A42254                      | CUSIP: 3128K2QF9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7382 | PA      | $7641.31        | 0.00%             | 2036-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Danaher Corp                                                                     | DANAHER CORP                   | CUSIP: 235851AV4<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | DBT              | CORP              | US        |     6202000 | PA      | $3738453.81     | 0.00%             | 2050-10-01      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| AutoNation Inc                                                                   | AUTONATION INC                 | CUSIP: 05329WAS1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5868000 | PA      | $5047619.87     | 0.00%             | 2031-08-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JDA9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |    18703000 | PA      | $18778843.93    | 0.01%             | 2055-04-01      | Fixed         | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAN0<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    47100000 | PA      | $27749960.79    | 0.01%             | 2061-05-24      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BA6<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     7595000 | PA      | $7439935.91     | 0.00%             | 2027-06-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 757030                      | CUSIP: 36230RY34<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1225237 | PA      | $1183833.87     | 0.00%             | 2040-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AC6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     8700000 | PA      | $8794385.40     | 0.00%             | 2033-10-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| 3M Co                                                                            | 3M CO                          | CUSIP: 88579YBJ9<br>LEI: LUZQVYP4VS22CLWDAR65 | Long             | DBT              | CORP              | US        |    18045000 | PA      | $16731021.22    | 0.01%             | 2029-08-26      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QB2682                      | CUSIP: 3133A86T9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1877604 | PA      | $1569686.62     | 0.00%             | 2050-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United Utilities PLC                                                             | UNITED UTILITIES               | CUSIP: 91311QAC9<br>LEI: 213800KYT12UFB2VE455 | Long             | DBT              | CORP              | GB        |     9302000 | PA      | $9983946.48     | 0.00%             | 2028-08-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     9169000 | PA      | $8691317.44     | 0.00%             | 2029-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3881                      | CUSIP: 3140XKJ35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10462251 | PA      | $10506320.10    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACV5<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    13712000 | PA      | $13930173.51    | 0.00%             | 2033-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780CY0<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    12500000 | PA      | $10892873.50    | 0.00%             | 2031-07-28      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| KLA Corp                                                                         | KLA CORP                       | CUSIP: 482480AH3<br>LEI: 549300H0BF5JCG96TJ81 | Long             | DBT              | CORP              | US        |     5125000 | PA      | $4744619.58     | 0.00%             | 2049-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08835                      | CUSIP: 3128MJ4V9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2417683 | PA      | $2212706.51     | 0.00%             | 2048-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA4368                      | CUSIP: 3140QB2A5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1601574 | PA      | $1508613.85     | 0.00%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA ST-BABS                     | CUSIP: 13063A7D0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    19015000 | PA      | $21991976.99    | 0.01%             | 2039-10-01      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781035                      | CUSIP: 36225BEG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2209 | PA      | $2268.49        | 0.00%             | 2029-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| African Development Bank                                                         | AFRICAN DEV BANK               | CUSIP: 00828EEY1<br>LEI: 549300LNCLMO3ITVCU07 | Long             | DBT              | CORP              | N/A       |    15500000 | PA      | $15669401.83    | 0.00%             | 2027-01-04      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Masco Corp                                                                       | MASCO CORP                     | CUSIP: 574599BR6<br>LEI: 5GCSNMQXHEYA1JO8QN11 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2496475.30     | 0.00%             | 2051-02-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NBY0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |    33300000 | PA      | $35637526.31    | 0.01%             | 2030-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172DA4<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    27345000 | PA      | $28136539.34    | 0.01%             | 2030-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833DU1<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    18500000 | PA      | $16476538.79    | 0.01%             | 2030-05-11      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9394                      | CUSIP: 3138WKNL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2114783 | PA      | $2060668.46     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QAZ3<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     5253000 | PA      | $5202411.52     | 0.00%             | 2027-04-14      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| Puget Energy Inc                                                                 | PUGET ENERGY                   | CUSIP: 745310AN2<br>LEI: SYBSJ96YIDMIUY7WDR33 | Long             | DBT              | CORP              | US        |     5600000 | PA      | $5266492.00     | 0.00%             | 2032-03-15      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2024-A1 A                | CUSIP: 87166PAM3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    13500000 | PA      | $13679410.95    | 0.00%             | 2030-03-15      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Southern Co/The                                                                  | SOUTHERN CO                    | CUSIP: 842587CW5<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |    11245000 | PA      | $10305404.57    | 0.00%             | 2036-07-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844BY3<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |     1400000 | PA      | $1126780.26     | 0.00%             | 2048-02-28      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7987784.04     | 0.00%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 712060                      | CUSIP: 31401MB59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9667 | PA      | $9936.67        | 0.00%             | 2033-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0232                      | CUSIP: 3132DMHH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3349892 | PA      | $2945060.41     | 0.00%             | 2050-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CAY5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    13011000 | PA      | $13343268.41    | 0.00%             | 2045-10-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AM5<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    22925000 | PA      | $14885003.24    | 0.00%             | 2050-05-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781759                      | CUSIP: 36225B5U8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       11329 | PA      | $11686.13       | 0.00%             | 2034-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Oglethorpe Power Corp                                                            | OGLETHORPE POWER               | CUSIP: 677050AW6<br>LEI: 3EERXCUSWMS9GV5D9M98 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7286236.13     | 0.00%             | 2054-06-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 6 7/25                    | CUSIP: 01F060675<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    67840000 | PA      | $68934469.50    | 0.02%             | 2025-07-14      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZZ3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |     7700000 | PA      | $7434924.27     | 0.00%             | 2026-11-02      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| Sabra Health Care LP                                                             | CARE CAPITAL                   | CUSIP: 14162VAB2<br>LEI: 549300OVKLRFSIQG0H81 | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12517120.19    | 0.00%             | 2026-08-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CG8<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    11080000 | PA      | $11267851.52    | 0.00%             | 2026-08-24      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1285                      | CUSIP: 3140QLNB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26117643 | PA      | $22830758.32    | 0.01%             | 2051-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397D42<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     5347000 | PA      | $5623815.41     | 0.00%             | 2030-06-10      | Fixed         | 7.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4133                      | CUSIP: 3140QPSX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11670412 | PA      | $11219520.21    | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4515                      | CUSIP: 31418EAR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    39013926 | PA      | $34720182.07    | 0.01%             | 2037-01-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Metropolitan Transportation Authority                                            | MET TRANS AUTH                 | CUSIP: 59259YBY4<br>LEI: 5493000TKYODLXADQD60 | Long             | DBT              | MUN               | US        |     9215000 | PA      | $9965416.15     | 0.00%             | 2039-11-15      | Fixed         | 6.67%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0935                      | CUSIP: 3132DNBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      610986 | PA      | $529320.20      | 0.00%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535903                      | CUSIP: 31384WKQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3399 | PA      | $3572.72        | 0.00%             | 2031-03-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112BS1<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |    11250000 | PA      | $9780615.74     | 0.00%             | 2032-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91858                      | CUSIP: 3128P8B34<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2079220 | PA      | $1990122.19     | 0.00%             | 2035-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8193                      | CUSIP: 3132DWC68<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34646195 | PA      | $27492981.92    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX5249                      | CUSIP: 3138Y6ZP2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      194855 | PA      | $186506.66      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q06299                      | CUSIP: 3132GRKL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12530 | PA      | $12095.78       | 0.00%             | 2042-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Bow USA Infrastructure Holdings LLC                                        | SOUTH BOW USA                  | CUSIP: 83007CAE2<br>LEI: 254900Z1WAY7QFQ7O850 | Long             | DBT              | CORP              | US        |    14225000 | PA      | $14068957.52    | 0.00%             | 2034-10-01      | Fixed         | 5.58%                 | Yes           |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKS9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   257982000 | PA      | $259806012.71   | 0.08%             | 2026-05-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8161                      | CUSIP: 3140QUB70<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36146228 | PA      | $37014044.25    | 0.01%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GXO Logistics Inc                                                                | GXO LOGISTICS                  | CUSIP: 36262GAB7<br>LEI: 5493007CNWMXN78JRN66 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3867887.28     | 0.00%             | 2026-07-15      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 965365                      | CUSIP: 31414F6A4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6188 | PA      | $6527.23        | 0.00%             | 2038-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   765472000 | PA      | $766757755.66   | 0.24%             | 2027-03-31      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Northwell Healthcare Inc                                                         | NORTHWELL HEALTH               | CUSIP: 667274AC8<br>LEI: 54930073NUTKK4QD3P47 | Long             | DBT              | CORP              | US        |     8325000 | PA      | $6609243.96     | 0.00%             | 2047-11-01      | Fixed         | 4.26%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY CORP               | CUSIP: 26441CAP0<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |     9966000 | PA      | $8629490.88     | 0.00%             | 2045-12-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2037                      | CUSIP: 3132DPHN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15592932 | PA      | $15355530.96    | 0.00%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL5247                      | CUSIP: 36184BZL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      384375 | PA      | $356192.37      | 0.00%             | 2045-01-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One NA                                                                   | CAPITAL ONE NA                 | CUSIP: 25466AAR2<br>LEI: 207ALC1P1YM0OVDV0K75 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7363783.75     | 0.00%             | 2030-02-06      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Korea International Bond                                                         | REP OF KOREA                   | CUSIP: 50064FAM6<br>LEI: N/A                  | Long             | DBT              | NUSS              | KR        |    42176000 | PA      | $41390314.18    | 0.01%             | 2027-01-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-C                                         | WOART 2024-C A4                | CUSIP: 98164NAE5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2010792.00     | 0.00%             | 2030-05-15      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Consolidated Inc                                                       | COCA-COLA CONSOL               | CUSIP: 191098AP7<br>LEI: 57VG5X0E00X0QJU7CQ58 | Long             | DBT              | CORP              | US        |     3392000 | PA      | $3495722.71     | 0.00%             | 2034-06-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06945                      | CUSIP: 3128M9BN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      193679 | PA      | $200843.78      | 0.00%             | 2040-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8147                      | CUSIP: 3132DWBQ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    90564049 | PA      | $75655404.16    | 0.02%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBL5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4002617.86     | 0.00%             | 2027-07-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKA8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   475506000 | PA      | $477772080.90   | 0.15%             | 2027-02-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LR2<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    65125000 | PA      | $65930054.53    | 0.02%             | 2030-03-20      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBN7<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8199999.86     | 0.00%             | 2029-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AS3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4100000 | PA      | $4129571.37     | 0.00%             | 2035-07-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JN1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |    11173000 | PA      | $11037254.98    | 0.00%             | 2028-08-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K058 A2                   | CUSIP: 3137BSP72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9400000 | PA      | $9226594.44     | 0.00%             | 2026-08-25      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2021-4                                    | SDART 2021-4 D                 | CUSIP: 80285VAF6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      538254 | PA      | $533048.87      | 0.00%             | 2027-10-15      | Fixed         | 1.67%                 | No            |                  2 | On Loan: No      |
| Oklahoma Gas and Electric Co                                                     | OKLAHOMA GAS & E               | CUSIP: 678858BS9<br>LEI: 549300VJ8YXGPO8EV472 | Long             | DBT              | CORP              | US        |     3975000 | PA      | $3022588.12     | 0.00%             | 2047-08-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAE3<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     3425000 | PA      | $3394524.80     | 0.00%             | 2027-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J13166                      | CUSIP: 3128PSQT7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3375 | PA      | $3366.52        | 0.00%             | 2025-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08669                      | CUSIP: 3128MJW71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3841134 | PA      | $3656450.95     | 0.00%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-B                                            | HART 2024-B A3                 | CUSIP: 44934QAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     5000000 | PA      | $5050960.00     | 0.00%             | 2029-03-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LF8<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    58900000 | PA      | $60616357.01    | 0.02%             | 2031-04-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CS9<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10041997.30    | 0.00%             | 2032-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1502475.59     | 0.00%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4536                      | CUSIP: 31418EBE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25038870 | PA      | $22887517.84    | 0.01%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBX7<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |     5855000 | PA      | $5942384.40     | 0.00%             | 2029-04-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAC8<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     4500000 | PA      | $4421116.26     | 0.00%             | 2028-06-12      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Southern Power Co                                                                | SOUTHERN POWER                 | CUSIP: 843646AH3<br>LEI: 5LADC78JBG2BMZD5XF57 | Long             | DBT              | CORP              | US        |     4990000 | PA      | $4710074.51     | 0.00%             | 2041-09-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QBB9<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    13878000 | PA      | $13819323.78    | 0.00%             | 2032-01-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MB0148                      | CUSIP: 3618N5EW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   130606803 | PA      | $132529504.43   | 0.04%             | 2055-01-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFP1<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    13550000 | PA      | $13560458.51    | 0.00%             | 2026-10-05      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| City of Riverside CA                                                             | RIVERSIDE CA PENSN OB          | CUSIP: 769036BT0<br>LEI: 549300FG48YQF1N4C302 | Long             | DBT              | MUN               | US        |     3820000 | PA      | $3257614.63     | 0.00%             | 2045-06-01      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| American Homes 4 Rent LP                                                         | AMERICAN HOMES 4               | CUSIP: 02666TAH0<br>LEI: 549300N4PXZ37U8QKI55 | Long             | DBT              | CORP              | US        |     5797000 | PA      | $5870947.96     | 0.00%             | 2034-07-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| DCP Midstream Operating LP                                                       | DCP MIDSTREAM OP               | CUSIP: 23311VAJ6<br>LEI: 549300Y6CTBSE0QIPL28 | Long             | DBT              | CORP              | US        |     6343000 | PA      | $6480359.64     | 0.00%             | 2027-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Massachusetts Institute of Technology                                            | MASS INSTIT TECH               | CUSIP: 575718AJ0<br>LEI: DLZO3A31IADZ27B62557 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $3556195.07     | 0.00%             | 2052-04-01      | Fixed         | 3.07%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GS6<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |    10405000 | PA      | $9630783.83     | 0.00%             | 2029-08-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AS6<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     9390000 | PA      | $8143746.27     | 0.00%             | 2031-02-15      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4542                      | CUSIP: 3140QQBL8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1060205 | PA      | $1011315.49     | 0.00%             | 2037-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Intel Corp                                                                       | INTEL CORP                     | CUSIP: 458140BH2<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |    41000000 | PA      | $37488379.04    | 0.01%             | 2029-11-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Providence St Joseph Health Obligated Group                                      | ST JOSEPH HLTH                 | CUSIP: 743820AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7627132.62     | 0.00%             | 2032-10-01      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Golub Capital Private Credit Fund                                                | GOLUB CAP                      | CUSIP: 38179RAD7<br>LEI: 254900B5KBW6OY1F9951 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6794797.34     | 0.00%             | 2030-05-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SL1133                      | CUSIP: 31427NHK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24632093 | PA      | $24724300.84    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAG9<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     7825000 | PA      | $7826276.11     | 0.00%             | 2028-05-23      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334DB7<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     8200000 | PA      | $8239964.87     | 0.00%             | 2035-01-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| CRH America Finance Inc                                                          | CRH AMERICA FIN                | CUSIP: 12636YAE2<br>LEI: 549300WEVUODRJ4CWK56 | Long             | DBT              | CORP              | US        |    11160000 | PA      | $11441366.17    | 0.00%             | 2034-05-21      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RBZ4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    12159000 | PA      | $12445039.46    | 0.00%             | 2035-02-24      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Mastercard Inc                                                                   | MASTERCARD INC                 | CUSIP: 57636QAL8<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    11030000 | PA      | $8425831.91     | 0.00%             | 2049-06-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GJ7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     3650000 | PA      | $3078544.26     | 0.00%             | 2052-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M11 A2                | CUSIP: 3136AT5C4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8178663 | PA      | $8012464.62     | 0.00%             | 2026-07-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2015-C22                      | MSBAM 2015-C22 B               | CUSIP: 61690FAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1875000 | PA      | $1781287.50     | 0.00%             | 2048-04-15      | Variable      | 3.88%                 | No            |                  2 | On Loan: No      |
| United Parcel Service Inc                                                        | UNITED PARCEL                  | CUSIP: 911312AR7<br>LEI: D01LMJZU09ULLNCY6Z23 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $4983517.19     | 0.00%             | 2042-10-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162CJ7<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |    21425000 | PA      | $21039339.43    | 0.01%             | 2026-08-19      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0632                      | CUSIP: 3140JGV28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7531 | PA      | $7108.46        | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fortive Corp                                                                     | FORTIVE CORP                   | CUSIP: 34959JAH1<br>LEI: 549300MU9YQJYHDQEF63 | Long             | DBT              | CORP              | US        |     6250000 | PA      | $5133425.49     | 0.00%             | 2046-06-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18707                      | CUSIP: 3128MMYD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2494183 | PA      | $2452844.97     | 0.00%             | 2033-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| United Airlines 2019-1 Class AA Pass Through Trust                               | UNTD AIR 19-1 AA               | CUSIP: 90931CAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1972752 | PA      | $1889332.84     | 0.00%             | 2033-02-25      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBF7<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |    23500000 | PA      | $23699033.50    | 0.01%             | 2029-09-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VAH0<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     1001000 | PA      | $1058821.54     | 0.00%             | 2034-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4955                      | CUSIP: 3140X8QH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13047574 | PA      | $12290252.19    | 0.00%             | 2050-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130B5K64<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    37475000 | PA      | $37566364.05    | 0.01%             | 2027-03-10      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBF9<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     4525000 | PA      | $3957209.31     | 0.00%             | 2054-10-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 569898                      | CUSIP: 36200RDB5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5561 | PA      | $5740.46        | 0.00%             | 2032-06-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| City of New York NY                                                              | NEW YORK-TXBL-D-1              | CUSIP: 64966SHN9<br>LEI: 549300ABYZD2SFD5JB29 | Long             | DBT              | MUN               | US        |     5000000 | PA      | $4705339.50     | 0.00%             | 2054-10-01      | Fixed         | 5.11%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC0443                      | CUSIP: 3140EUP52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7172736 | PA      | $6623325.51     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 735484                      | CUSIP: 31402RCV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      748036 | PA      | $756288.43      | 0.00%             | 2035-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5435                      | CUSIP: 3140X9BD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3598486 | PA      | $3564516.19     | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-6                                    | SDART 2022-6 C                 | CUSIP: 802918AE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      829622 | PA      | $829976.18      | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CS6<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    10199000 | PA      | $8889286.19     | 0.00%             | 2030-11-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6864                      | CUSIP: 36179VTV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |   114945850 | PA      | $93789997.62    | 0.03%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07961                      | CUSIP: 3128MAFA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2106305 | PA      | $1959561.23     | 0.00%             | 2045-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAF9<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |    17391000 | PA      | $16587905.19    | 0.01%             | 2030-04-06      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| US Bancorp                                                                       | US BANCORP                     | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |    27988000 | PA      | $29047934.31    | 0.01%             | 2029-06-12      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| Nutrien Ltd                                                                      | NUTRIEN LTD                    | CUSIP: 67077MAU2<br>LEI: 5493002QQ7GD21OWF963 | Long             | DBT              | CORP              | CA        |    13246000 | PA      | $11766986.27    | 0.00%             | 2049-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tapestry Inc                                                                     | TAPESTRY INC                   | CUSIP: 189754AC8<br>LEI: 549300LJNVY5SW3VTN33 | Long             | DBT              | CORP              | US        |     2796000 | PA      | $2777602.88     | 0.00%             | 2027-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-C4                                      | CGCMT 2017-C4 AS               | CUSIP: 17326FAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1575000 | PA      | $1514095.70     | 0.00%             | 2050-10-12      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9019                      | CUSIP: 3140QVAV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29307873 | PA      | $29836762.65    | 0.01%             | 2054-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKP5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   652610000 | PA      | $673055044.39   | 0.21%             | 2029-04-30      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725024                      | CUSIP: 31402CPH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7293 | PA      | $7677.97        | 0.00%             | 2033-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2016-BNK1                                  | WFCM 2016-BNK1 A3              | CUSIP: 95000GAY0<br>LEI: 549300DNBJ7A0SEFVK31 | Long             | ABS-MBS          | CORP              | US        |     8875000 | PA      | $8653700.99     | 0.00%             | 2049-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3215                      | CUSIP: 31418CSD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6740343 | PA      | $6462071.09     | 0.00%             | 2037-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets PLC                                                           | BP CAPITAL PLC                 | CUSIP: 05565QDN5<br>LEI: 549300CRVT18MXX0AG93 | Long             | DBT              | CORP              | GB        |    22573000 | PA      | $22153901.18    | 0.01%             | 2027-09-19      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   662247000 | PA      | $680407051.14   | 0.22%             | 2029-05-31      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Kenvue Inc                                                                       | KENVUE INC                     | CUSIP: 49177JAF9<br>LEI: 5493008HSF8L4M2LIJ82 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10753337.66    | 0.00%             | 2028-03-22      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Mass General Brigham Inc                                                         | PARTNERS HEALTH                | CUSIP: 70213HAC2<br>LEI: 5493007Z86EDN0QFYU66 | Long             | DBT              | CORP              | US        |     7550000 | PA      | $5914674.44     | 0.00%             | 2055-07-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4229                      | CUSIP: 3140QPVX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23991 | PA      | $22400.17       | 0.00%             | 2037-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH9277                      | CUSIP: 3140GYJX8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3128323 | PA      | $2866217.71     | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818EK0<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     6900000 | PA      | $4966702.99     | 0.00%             | 2046-08-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFQ3<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    48850000 | PA      | $50769805.45    | 0.02%             | 2030-04-18      | Variable      | 5.66%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2022-3 A                 | CUSIP: 02582JJV3<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    23050000 | PA      | $23027168.98    | 0.01%             | 2027-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAQ3<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |    15225000 | PA      | $14227548.19    | 0.00%             | 2054-09-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| President and Fellows of Harvard College                                         | PRES & FELLOWS                 | CUSIP: 740816AM5<br>LEI: 6S3X7J22E861RNTJSA74 | Long             | DBT              | CORP              | US        |     6300000 | PA      | $4513865.16     | 0.00%             | 2046-07-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2222                      | CUSIP: 36179QPF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      930105 | PA      | $842038.96      | 0.00%             | 2044-09-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9322                      | CUSIP: 3140QVLC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28940233 | PA      | $29265619.64    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Adobe Inc                                                                        | ADOBE INC                      | CUSIP: 00724PAE9<br>LEI: FU4LY2G4933NH2E1CP29 | Long             | DBT              | CORP              | US        |     4220000 | PA      | $4282313.70     | 0.00%             | 2027-04-04      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 054989AA6<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11850649.75    | 0.00%             | 2030-08-02      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| Federal Realty OP LP                                                             | FEDERAL RLTY OP                | CUSIP: 313747BA4<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1904137.55     | 0.00%             | 2030-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Church & Dwight Co Inc                                                           | CHURCH & DWIGHT                | CUSIP: 171340AN2<br>LEI: POOXSI30AWAQGYJZC921 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3503949.58     | 0.00%             | 2027-08-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INT               | CUSIP: 22822VAL5<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     4827000 | PA      | $4765879.37     | 0.00%             | 2029-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781908                      | CUSIP: 36241KDM7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       12968 | PA      | $13096.12       | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7096                      | CUSIP: 3133KN3D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16937578 | PA      | $15301458.86    | 0.00%             | 2052-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AV0<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     2033000 | PA      | $1947565.25     | 0.00%             | 2027-02-23      | Fixed         | 1.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8529                      | CUSIP: 31418WPP9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2611513 | PA      | $2586398.65     | 0.00%             | 2040-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Hasbro Inc                                                                       | HASBRO INC                     | CUSIP: 418056AU1<br>LEI: 549300NUB6D2R1ITYR45 | Long             | DBT              | CORP              | US        |     5413000 | PA      | $4696368.42     | 0.00%             | 2044-05-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Oshkosh Corp                                                                     | OSHKOSH CORP                   | CUSIP: 688225AH4<br>LEI: 549300FEKNPCFSA2B506 | Long             | DBT              | CORP              | US        |      600000 | PA      | $562060.78      | 0.00%             | 2030-03-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Duke Energy Carolinas LLC                                                        | DUKE ENERGY CAR                | CUSIP: 26442CAT1<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |     6135000 | PA      | $4608692.15     | 0.00%             | 2047-12-01      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| HP Inc                                                                           | HP INC                         | CUSIP: 40434LAR6<br>LEI: WHKXQACZ14C5XRO8LW03 | Long             | DBT              | CORP              | US        |     9750000 | PA      | $10012741.85    | 0.00%             | 2030-04-25      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865BA2<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |     6850000 | PA      | $6731393.31     | 0.00%             | 2029-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust 2017-C2                                            | UBSCM 2017-C2 A4               | CUSIP: 90276CAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5850000 | PA      | $5703145.11     | 0.00%             | 2050-08-15      | Fixed         | 3.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V81296                      | CUSIP: 3132L6NM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      310644 | PA      | $297863.46      | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8293                      | CUSIP: 3140QUGB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    34306881 | PA      | $34746211.27    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4793                      | CUSIP: 3140XLKF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2773612 | PA      | $2535302.02     | 0.00%             | 2038-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4123                      | CUSIP: 31418DSM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6745729 | PA      | $6210400.99     | 0.00%             | 2035-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4954                      | CUSIP: 3140XLQG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17695140 | PA      | $17589965.36    | 0.01%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Dignity Health                                                                   | DIGNITY HEALTH                 | CUSIP: 254010AB7<br>LEI: TFVG45LTYVO3XKPZWP18 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5031186.61     | 0.00%             | 2042-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G07921                      | CUSIP: 3128MAD22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6415363 | PA      | $6021782.00     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                                                | BMARK 2024-V10 A3              | CUSIP: 08163UAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     7200000 | PA      | $7366821.12     | 0.00%             | 2057-09-15      | Fixed         | 5.28%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781324                      | CUSIP: 36225BPH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        7544 | PA      | $7758.17        | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FA1509                      | CUSIP: 3140W1VB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    16706605 | PA      | $16894444.09    | 0.01%             | 2055-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFE9<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    37595000 | PA      | $35598545.24    | 0.01%             | 2030-03-22      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 788303                      | CUSIP: 31405FX80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1428 | PA      | $1466.69        | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18622                      | CUSIP: 3128MMVQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15956423 | PA      | $15364988.24    | 0.00%             | 2031-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Cleveland Electric Illuminating Co/The                                           | CLEVE ELEC ILLUM               | CUSIP: 186108CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4539000 | PA      | $4722946.20     | 0.00%             | 2036-12-15      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6821                      | CUSIP: 36179VSJ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    25817290 | PA      | $23649123.12    | 0.01%             | 2050-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5481                      | CUSIP: 3140X9CT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13722297 | PA      | $12671210.25    | 0.00%             | 2046-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638FD9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |     6968000 | PA      | $7002732.52     | 0.00%             | 2055-06-30      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Ohio Edison Co                                                                   | OHIO EDISON CO                 | CUSIP: 677347CE4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4180000 | PA      | $4696980.65     | 0.00%             | 2036-07-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807CJ9<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |    11755000 | PA      | $10552022.87    | 0.00%             | 2053-03-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fortis Inc/Canada                                                                | FORTIS INC                     | CUSIP: 349553AM9<br>LEI: 549300MQYQ9Y065XPR71 | Long             | DBT              | CORP              | CA        |     6473000 | PA      | $6360511.73     | 0.00%             | 2026-10-04      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 701811                      | CUSIP: 36296UVC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      545249 | PA      | $539752.11      | 0.00%             | 2039-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ0530                      | CUSIP: 3142GQSU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13986293 | PA      | $14472585.71    | 0.00%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DR3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    11430000 | PA      | $12293109.01    | 0.00%             | 2031-05-01      | Fixed         | 6.39%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8612                      | CUSIP: 3140XQSA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11947959 | PA      | $11471408.21    | 0.00%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162BK5<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     3478000 | PA      | $3277305.85     | 0.00%             | 2041-11-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B16 Mortgage Trust                                                | BMARK 2020-B16 A5              | CUSIP: 08161NAF4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4225000 | PA      | $3879341.77     | 0.00%             | 2053-02-15      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| CD 2018-CD7 Mortgage Trust                                                       | CD 2018-CD7 ASB                | CUSIP: 12512JAT1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      372194 | PA      | $370456.41      | 0.00%             | 2051-08-15      | Fixed         | 4.21%                 | No            |                  2 | On Loan: No      |
| Franciscan Missionaries of Our Lady Health System Inc                            | FRANCISCAN HEALT               | CUSIP: 351837AA7<br>LEI: 254900OPFK0OOKZFLV35 | Long             | DBT              | CORP              | US        |     3975000 | PA      | $2974218.13     | 0.00%             | 2049-07-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08062                      | CUSIP: 3128MJB82<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      332290 | PA      | $336461.67      | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08776                      | CUSIP: 3128MJ2J8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1580304 | PA      | $1541841.99     | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mondelez International Inc                                                       | MONDELEZ INT INC               | CUSIP: 609207BA2<br>LEI: 549300DV9GIB88LZ5P30 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5848618.20     | 0.00%             | 2027-03-17      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Cigna Group/The                                                                  | CIGNA GROUP/THE                | CUSIP: 125523CV0<br>LEI: 549300VIWYMSIGT1U456 | Long             | DBT              | CORP              | US        |    14565000 | PA      | $14789930.80    | 0.00%             | 2034-02-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Massachusetts School Building Authority                                          | MASSACHUSETTS ST SCH           | CUSIP: 576000ZW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     8820000 | PA      | $6645580.70     | 0.00%             | 2043-05-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234DB1<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    51760000 | PA      | $51000002.31    | 0.02%             | 2027-05-19      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0020                      | CUSIP: 3128S4AV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15758 | PA      | $16261.66       | 0.00%             | 2035-12-01      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 746683                      | CUSIP: 31403ERC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       31773 | PA      | $32707.68       | 0.00%             | 2033-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1028                      | CUSIP: 31418AEA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      694754 | PA      | $669464.40      | 0.00%             | 2042-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBH3<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3068938.68     | 0.00%             | 2052-03-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822AJ3<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    30337000 | PA      | $29797547.33    | 0.01%             | 2026-09-13      | Fixed         | 2.76%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 726765                      | CUSIP: 3620ADMN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4383 | PA      | $4430.35        | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH0207                      | CUSIP: 3140GNGR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4071628 | PA      | $3748302.12     | 0.00%             | 2047-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1G1915                      | CUSIP: 3128QSDU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       49051 | PA      | $50815.01       | 0.00%             | 2037-05-01      | Floating      | 6.48%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08800                      | CUSIP: 3128MJ3J7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11217360 | PA      | $10290864.73    | 0.00%             | 2048-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G61006                      | CUSIP: 31335BDK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2515542 | PA      | $2420802.19     | 0.00%             | 2044-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6300                      | CUSIP: 3140XNAA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13427019 | PA      | $11724651.65    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AT2<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |    14300000 | PA      | $14032842.54    | 0.00%             | 2029-04-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2014-C24                              | JPMBB 2014-C24 AS              | CUSIP: 46643GAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2750000 | PA      | $2621845.05     | 0.00%             | 2047-11-15      | Variable      | 3.91%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7419                      | CUSIP: 36179WG44<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14996296 | PA      | $13272932.51    | 0.00%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A57774                      | CUSIP: 3128KLT72<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2895 | PA      | $3000.03        | 0.00%             | 2037-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8422                      | CUSIP: 3132DWLB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13326304 | PA      | $13766743.18    | 0.00%             | 2054-04-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BlackRock Funding Inc/DE                                                         | BLACKROCK INC                  | CUSIP: 09247XAP6<br>LEI: 529900VBK42Y5HHRMD23 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2915296.45     | 0.00%             | 2029-04-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL4003                      | CUSIP: 3138ELNV1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      226247 | PA      | $234689.02      | 0.00%             | 2042-07-01      | Floating      | 7.19%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96258                      | CUSIP: 3129445T4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2317305 | PA      | $2244376.96     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810UC0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   731521000 | PA      | $668198713.44   | 0.21%             | 2054-08-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WEH0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    14900000 | PA      | $14904306.41    | 0.00%             | 2030-04-17      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 891799                      | CUSIP: 31410MX47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4704 | PA      | $4891.97        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Eastern Energy Gas Holdings LLC                                                  | EASTERN ENERGY                 | CUSIP: 27636AAA0<br>LEI: 549300BFOD6TDMVV4O24 | Long             | DBT              | CORP              | US        |    10250000 | PA      | $9814556.93     | 0.00%             | 2054-10-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner T                                                   | HAROT 2025-2 A4                | CUSIP: 437921AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      500000 | PA      | $502653.05      | 0.00%             | 2031-08-15      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08300                      | CUSIP: 3128MJKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       34926 | PA      | $36170.66       | 0.00%             | 2038-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61748UAF9<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    64000000 | PA      | $65805895.62    | 0.02%             | 2036-01-18      | Variable      | 5.59%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B25 Mortgage Trust                                                | BMARK 2021-B25 A5              | CUSIP: 08163DAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6425000 | PA      | $5653892.06     | 0.00%             | 2054-04-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Black Hills Corp                                                                 | BLACK HILLS CORP               | CUSIP: 092113AT6<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4497540.03     | 0.00%             | 2030-06-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AK5<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     7300000 | PA      | $7410929.20     | 0.00%             | 2028-03-28      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4492                      | CUSIP: 31418D7E6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   149976454 | PA      | $119152228.50   | 0.04%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAR5<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |    22620000 | PA      | $22302686.87    | 0.01%             | 2034-01-27      | Variable      | 5.05%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78017DAC2<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |    40222000 | PA      | $41043359.34    | 0.01%             | 2031-02-04      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Uber Technologies Inc                                                            | UBER TECHNOLOGIE               | CUSIP: 90353TAP5<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $4823948.29     | 0.00%             | 2034-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Tucson Electric Power Co                                                         | TUCSON ELEC PWR                | CUSIP: 898813AS9<br>LEI: YLF139GXSRKPBBTNZL03 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2156856.14     | 0.00%             | 2030-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0160                      | CUSIP: 3138EGFA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4280928 | PA      | $4239720.99     | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02988                      | CUSIP: 3128M4UM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       83432 | PA      | $87867.84       | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3456                      | CUSIP: 36179RZV4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1974362 | PA      | $1940557.64     | 0.00%             | 2046-02-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-2                                                   | CARMX 2022-2 A4                | CUSIP: 14317HAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1225000 | PA      | $1217571.72     | 0.00%             | 2027-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     1950000 | PA      | $2008124.36     | 0.00%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BF7<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     6694000 | PA      | $6585143.46     | 0.00%             | 2034-09-11      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BHP Billiton Finance USA Ltd                                                     | BHP FINANCE USA                | CUSIP: 055451BA5<br>LEI: 5493003NUVITP3TMY274 | Long             | DBT              | CORP              | AU        |     5500000 | PA      | $5517713.49     | 0.00%             | 2033-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAN8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |      450000 | PA      | $391224.54      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Phillips 66                                                                      | PHILLIPS 66                    | CUSIP: 718546AR5<br>LEI: 5493005JBO5YSIGK1814 | Long             | DBT              | CORP              | US        |     9896000 | PA      | $9795149.58     | 0.00%             | 2028-03-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| Koninklijke Philips NV                                                           | PHILIPS ELECTRON               | CUSIP: 500472AC9<br>LEI: H1FJE8H61JGM1JSGM897 | Long             | DBT              | CORP              | NL        |     4600000 | PA      | $5050945.10     | 0.00%             | 2038-03-11      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783635                      | CUSIP: 3622A2BC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       72045 | PA      | $71153.47       | 0.00%             | 2027-07-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   276616000 | PA      | $274627822.50   | 0.09%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08477                      | CUSIP: 3128MJQ78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      903075 | PA      | $850093.33      | 0.00%             | 2042-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 700761                      | CUSIP: 36296TQN6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        6837 | PA      | $7187.80        | 0.00%             | 2038-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CD4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    27750000 | PA      | $25572930.86    | 0.01%             | 2029-01-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9363                      | CUSIP: 36179YML5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    36258304 | PA      | $36987526.91    | 0.01%             | 2053-12-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Georgia Power Co                                                                 | GEORGIA POWER                  | CUSIP: 373334KY6<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |    12750000 | PA      | $12880618.97    | 0.00%             | 2030-03-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CA TXB-VAR PURP                | CUSIP: 13063A5G5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    31220000 | PA      | $37416601.80    | 0.01%             | 2039-04-01      | Fixed         | 7.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD7726                      | CUSIP: 31418VSQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          97 | PA      | $96.54          | 0.00%             | 2025-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBX6<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5595171.58     | 0.00%             | 2027-07-03      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A95960                      | CUSIP: 312944TR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      854471 | PA      | $827860.19      | 0.00%             | 2040-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03238                      | CUSIP: 3128M44X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40720 | PA      | $42946.99       | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2659                      | CUSIP: 3140X55V1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11723670 | PA      | $10807353.84    | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Kyndryl Holdings Inc                                                             | KYNDRYL HOLDINGS               | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |     3100000 | PA      | $3004116.89     | 0.00%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97052                      | CUSIP: 312945ZR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      765580 | PA      | $775522.77      | 0.00%             | 2041-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBX7<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     6725000 | PA      | $6757373.22     | 0.00%             | 2034-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ADA0<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    47100000 | PA      | $47741394.07    | 0.02%             | 2028-07-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI4815                      | CUSIP: 3138AJK50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1114684 | PA      | $1103259.32     | 0.00%             | 2041-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AY2<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     3375000 | PA      | $3390750.40     | 0.00%             | 2028-05-09      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G04680                      | CUSIP: 3128M6Q92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      143665 | PA      | $148994.12      | 0.00%             | 2038-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 785098                      | CUSIP: 3622AART3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2850664 | PA      | $2667734.15     | 0.00%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CF7<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    19822000 | PA      | $18497338.34    | 0.01%             | 2027-11-01      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBS8<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    37749000 | PA      | $32466616.91    | 0.01%             | 2049-06-19      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K148 A2                   | CUSIP: 3137H8U90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21325000 | PA      | $20184598.71    | 0.01%             | 2032-07-25      | Variable      | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6065                      | CUSIP: 3138WFW36<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      221224 | PA      | $204486.13      | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PAX4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    19500000 | PA      | $19538735.76    | 0.01%             | 2029-12-05      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BJ2<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |     9529000 | PA      | $9542796.11     | 0.00%             | 2033-12-05      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3154                      | CUSIP: 31418CQG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2096729 | PA      | $2009674.41     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745355                      | CUSIP: 31403DBY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1785307 | PA      | $1805664.45     | 0.00%             | 2036-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508BQ6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |     3750000 | PA      | $2970298.15     | 0.00%             | 2052-08-16      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CDW LLC / CDW Finance Corp                                                       | CDW LLC/CDW FIN                | CUSIP: 12513GBK4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3778000 | PA      | $3811329.41     | 0.00%             | 2030-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHF1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   289453000 | PA      | $288819821.56   | 0.09%             | 2030-05-31      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H7                                           | MSC 2019-H7 A4                 | CUSIP: 61771MAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     5650000 | PA      | $5360647.68     | 0.00%             | 2052-07-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| COMM 2014-CR14 Mortgage Trust                                                    | COMM 2014-CR14 B               | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1474520 | PA      | $1415833.97     | 0.00%             | 2047-02-10      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DU0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     9216000 | PA      | $9582036.57     | 0.00%             | 2029-03-09      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA2677                      | CUSIP: 36179Q6N6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1732624 | PA      | $1564668.97     | 0.00%             | 2045-03-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AL9337                      | CUSIP: 36184HLS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      254994 | PA      | $229210.89      | 0.00%             | 2045-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109CC6<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |     6570000 | PA      | $6289957.06     | 0.00%             | 2030-01-15      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2518                      | CUSIP: 31416XYQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63386 | PA      | $63094.26       | 0.00%             | 2026-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXM6<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18239399.86    | 0.01%             | 2027-03-05      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2842                      | CUSIP: 3132DQEP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18312600 | PA      | $16048032.60    | 0.01%             | 2052-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAN3<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4583201.60     | 0.00%             | 2062-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A49323                      | CUSIP: 3128KALC3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59881 | PA      | $62682.88       | 0.00%             | 2036-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO/THE                  | CUSIP: 097023DP7<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    11430000 | PA      | $11760374.14    | 0.00%             | 2027-05-01      | Fixed         | 6.26%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJP7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   462876900 | PA      | $466330396.78   | 0.15%             | 2026-12-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C31                      | MSBAM 2016-C31 A5              | CUSIP: 61766RAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     9400000 | PA      | $9148188.10     | 0.00%             | 2049-11-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EG0<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    11286000 | PA      | $11732825.65    | 0.00%             | 2032-05-17      | Variable      | 5.73%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | COOPERATIEVE RAB               | CUSIP: 21684AAF3<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    11935000 | PA      | $11847109.55    | 0.00%             | 2026-07-21      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C09004                      | CUSIP: 31292SAD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4282138 | PA      | $4020880.29     | 0.00%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6181                      | CUSIP: 3138WF2P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2846418 | PA      | $2538900.45     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LBB6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3135000 | PA      | $2571661.61     | 0.00%             | 2047-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Securities Trust 2015-C30                              | JPMBB 2015-C30 AS              | CUSIP: 46644UBE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1850000 | PA      | $1814761.39     | 0.00%             | 2048-07-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C03478                      | CUSIP: 31292K2K2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1950604 | PA      | $1934637.87     | 0.00%             | 2040-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8953                      | CUSIP: 3138AA5P2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      169256 | PA      | $176555.40      | 0.00%             | 2041-04-01      | Floating      | 6.71%                 | No            |                  2 | On Loan: No      |
| VICI Properties LP                                                               | VICI PROPERTIE                 | CUSIP: 925650AG8<br>LEI: 254900X4QE7SGKQLLN38 | Long             | DBT              | CORP              | US        |     1865000 | PA      | $1839445.12     | 0.00%             | 2054-04-01      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1Q0275                      | CUSIP: 3128S4JU2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       61837 | PA      | $63801.04       | 0.00%             | 2037-06-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CG1<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |     8700000 | PA      | $9193827.18     | 0.00%             | 2037-10-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                                                | STATE STREET CRP               | CUSIP: 857477CD3<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    13510000 | PA      | $13650961.03    | 0.00%             | 2026-08-03      | Fixed         | 5.27%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCG6<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    23740000 | PA      | $23662102.93    | 0.01%             | 2035-02-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RAV6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     2900000 | PA      | $2830081.13     | 0.00%             | 2035-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Linde Inc/CT                                                                     | PRAXAIR INC                    | CUSIP: 74005PBS2<br>LEI: ZU69GUVJQGZ6Z1UOOO79 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $5507380.87     | 0.00%             | 2050-08-10      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236THX6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4312296.78     | 0.00%             | 2031-01-10      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5918                      | CUSIP: 3140XMSG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14324755 | PA      | $14508195.92    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hungary Government International Bond                                            | HUNGARY                        | CUSIP: 445545AF3<br>LEI: N/A                  | Long             | DBT              | NUSS              | HU        |    18941000 | PA      | $21309415.30    | 0.01%             | 2041-03-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBP9<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    26873000 | PA      | $27002914.42    | 0.01%             | 2027-04-02      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CKE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   438770000 | PA      | $442095051.71   | 0.14%             | 2027-03-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH8855                      | CUSIP: 3138AAZV6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      341739 | PA      | $345725.56      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0754                      | CUSIP: 3140XFZU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7549844 | PA      | $6950703.54     | 0.00%             | 2037-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| KeyBank NA/Cleveland OH                                                          | KEY BANK NA                    | CUSIP: 49306CAB7<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |     2750000 | PA      | $2899365.54     | 0.00%             | 2028-02-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4732                      | CUSIP: 31418EHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    58445963 | PA      | $54469118.58    | 0.02%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234C97<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     2376000 | PA      | $2419530.91     | 0.00%             | 2035-06-11      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust 2023-1                                  | COPAR 2023-1 A4                | CUSIP: 14043KAK1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1309221.55     | 0.00%             | 2028-08-15      | Fixed         | 4.76%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS9736                      | CUSIP: 3138WKZA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3259453 | PA      | $3201512.64     | 0.00%             | 2047-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LORAL CORP                     | CUSIP: 539830AR0<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |    11685000 | PA      | $12894380.25    | 0.00%             | 2036-09-01      | Fixed         | 6.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   606783900 | PA      | $447147587.29   | 0.14%             | 2049-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX0111                      | CUSIP: 3138Y1DR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       91314 | PA      | $87421.41       | 0.00%             | 2044-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DY9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     1750000 | PA      | $1755302.80     | 0.00%             | 2031-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS8226                      | CUSIP: 3138WJD88<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3879806 | PA      | $3733492.72     | 0.00%             | 2031-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAW8<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4586468.84     | 0.00%             | 2028-04-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QF0481                      | CUSIP: 3133BMRA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11522900 | PA      | $11378792.56    | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AEP Texas Inc                                                                    | AEP TEXAS                      | CUSIP: 00108WAH3<br>LEI: 5493001L78U618KXNZ75 | Long             | DBT              | CORP              | US        |     9350000 | PA      | $9235279.19     | 0.00%             | 2028-06-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AW4182                      | CUSIP: 3138XTUG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1038503 | PA      | $966928.78      | 0.00%             | 2044-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BANK5 Trust 2024-5YR6                                                            | BANK5 2024-5YR6 A3             | CUSIP: 066043AB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    37200000 | PA      | $39164230.68    | 0.01%             | 2057-05-15      | Fixed         | 6.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03511                      | CUSIP: 3128M5GU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19497 | PA      | $20587.64       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFT6<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   105406000 | PA      | $74352183.35    | 0.02%             | 2040-11-20      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315AV5<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     6059000 | PA      | $6021799.89     | 0.00%             | 2029-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                                               | CAN IMPERIAL BK                | CUSIP: 13607L8C0<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |     6320000 | PA      | $6432099.69     | 0.00%             | 2027-06-28      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2198                      | CUSIP: 3140XHNQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6063930 | PA      | $6134096.56     | 0.00%             | 2047-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                                                                | HYATT HOTELS                   | CUSIP: 448579AU6<br>LEI: T27JQIMTYSH41TCD5186 | Long             | DBT              | CORP              | US        |     3525000 | PA      | $3563398.49     | 0.00%             | 2028-03-30      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5389                      | CUSIP: 31418E7B0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    61387382 | PA      | $62437628.32    | 0.02%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Cooperatieve Rabobank UA                                                         | RABOBANK                       | CUSIP: 21684AAB2<br>LEI: DG3RU1DBUFHT4ZF9WN62 | Long             | DBT              | CORP              | NL        |    20449000 | PA      | $20610028.64    | 0.01%             | 2043-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CK6<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |     6580000 | PA      | $4742722.76     | 0.00%             | 2041-11-26      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5651                      | CUSIP: 3140XMH58<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6160702 | PA      | $6456726.59     | 0.00%             | 2053-08-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 783449                      | CUSIP: 36241LZN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      223600 | PA      | $226545.01      | 0.00%             | 2041-09-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | DR PEPPER SNAPPL               | CUSIP: 26138EAT6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     5525000 | PA      | $4638927.50     | 0.00%             | 2045-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1147145000 | PA      | $1120258789.06  | 0.36%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DT4<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    19825000 | PA      | $19365934.12    | 0.01%             | 2064-05-13      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Capital One Multi-Asset Execution Trust                                          | COMET 2021-A2 A2               | CUSIP: 14041NFX4<br>LEI: R42WS16M9R97TJJKGU15 | Long             | ABS-CBDO         | CORP              | US        |    24275000 | PA      | $22436265.85    | 0.01%             | 2030-07-15      | Fixed         | 1.39%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8572                      | CUSIP: 36179XQZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    28286682 | PA      | $29148234.98    | 0.01%             | 2053-01-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 636074                      | CUSIP: 36291RT77<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1982 | PA      | $2064.23        | 0.00%             | 2034-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8309                      | CUSIP: 3132DWGS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22179511 | PA      | $22635211.54    | 0.01%             | 2053-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6153                      | CUSIP: 3140X9ZT5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15829278 | PA      | $13886642.09    | 0.00%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Biogen Inc                                                                       | BIOGEN INC                     | CUSIP: 09062XAM5<br>LEI: W8J5WZB5IY3K0NDQT671 | Long             | DBT              | CORP              | US        |     8110000 | PA      | $8348299.92     | 0.00%             | 2055-05-15      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AQF65<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    67100000 | PA      | $64568249.90    | 0.02%             | 2026-12-21      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCM0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     9450000 | PA      | $9582465.03     | 0.00%             | 2028-02-28      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Inter-American Investment Corp                                                   | INTER-AMERICAN I               | CUSIP: 45828Q2F3<br>LEI: 5493001X4LH60PFRL744 | Long             | DBT              | CORP              | N/A       |    20750000 | PA      | $21012172.67    | 0.01%             | 2030-04-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98389BAH3<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     1646000 | PA      | $1771619.76     | 0.00%             | 2036-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Public Storage Operating Co                                                      | PUBLIC STORAGE                 | CUSIP: 74460WAG2<br>LEI: 549300LMZF40TKJ6DM64 | Long             | DBT              | CORP              | US        |     9675000 | PA      | $9927866.12     | 0.00%             | 2033-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CX5<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    10350000 | PA      | $8912816.15     | 0.00%             | 2048-11-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Safehold GL Holdings LLC                                                         | SAFEHOLD GL HLD                | CUSIP: 78646UAB5<br>LEI: 54930012UY5Z4Q8NL108 | Long             | DBT              | CORP              | US        |     9800000 | PA      | $8531450.18     | 0.00%             | 2032-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAH5<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     3300000 | PA      | $2981996.88     | 0.00%             | 2031-04-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PER3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    42665000 | PA      | $42224622.35    | 0.01%             | 2035-10-22      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CK3<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |     5234000 | PA      | $3892364.55     | 0.00%             | 2050-05-20      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AP0<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     3848000 | PA      | $3413512.19     | 0.00%             | 2052-05-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08553                      | CUSIP: 3128MJTK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1378631 | PA      | $1251601.80     | 0.00%             | 2043-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCF0<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     7945000 | PA      | $8165047.76     | 0.00%             | 2054-06-27      | Variable      | 7.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3245                      | CUSIP: 36179RTA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6110617 | PA      | $5803996.21     | 0.00%             | 2045-11-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 890441                      | CUSIP: 31410LHS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      321146 | PA      | $318282.29      | 0.00%             | 2042-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Warnermedia Holdings Inc                                                         | WARNERMEDIA HLDG               | CUSIP: 55903VBA0<br>LEI: 549300DXR29GD4N0A520 | Long             | DBT              | CORP              | US        |    43800000 | PA      | $41381592.56    | 0.01%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Store Capital LLC                                                                | STORE CAPITA                   | CUSIP: 862121AB6<br>LEI: 254900Z9PIEFQ6AYXK50 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10325809.23    | 0.00%             | 2029-03-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3448                      | CUSIP: 3140X6ZN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      831538 | PA      | $829982.62      | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA2275                      | CUSIP: 3140Q9Q55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19507 | PA      | $19162.86       | 0.00%             | 2033-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Boston Scientific Corp                                                           | BOSTON SCIENTIFC               | CUSIP: 101137BA4<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | DBT              | CORP              | US        |     5425000 | PA      | $5022577.10     | 0.00%             | 2030-06-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7791                      | CUSIP: 3140XPUR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29530658 | PA      | $26783222.90    | 0.01%             | 2042-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06507                      | CUSIP: 3128M8R48<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      216638 | PA      | $209868.52      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Issuer: BB Company ID:70987808                                               | GMCAR 2023-2 A4                | CUSIP: 362583AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3450000 | PA      | $3458289.32     | 0.00%             | 2028-10-16      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Federal National Mortgage Association                                            | FANNIE MAE                     | CUSIP: 3135G05Y5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | DBT              | USGSE             | US        |    98290000 | PA      | $91904196.99    | 0.03%             | 2027-10-08      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5257                      | CUSIP: 3133KLZW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18072611 | PA      | $14392085.49    | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630DN5<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    11000000 | PA      | $10473921.19    | 0.00%             | 2027-04-25      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAV0<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     5325000 | PA      | $4720591.19     | 0.00%             | 2045-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAG6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4680000 | PA      | $4408947.78     | 0.00%             | 2041-09-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2019-C7                                      | CGCMT 2019-C7 A4               | CUSIP: 17328CAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2061000 | PA      | $1928779.02     | 0.00%             | 2072-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2014-GC22                                           | GSMS 2014-GC22 A5              | CUSIP: 36253BAU7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      315592 | PA      | $304402.14      | 0.00%             | 2047-06-10      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HV8<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    17520000 | PA      | $14791588.99    | 0.00%             | 2052-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX1644                      | CUSIP: 3138Y2ZJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1031508 | PA      | $957248.63      | 0.00%             | 2044-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Albemarle Corp                                                                   | ALBEMARLE CORP                 | CUSIP: 012653AE1<br>LEI: HDBLS2Q6GV1LSKQPBS54 | Long             | DBT              | CORP              | US        |     5730000 | PA      | $5514274.32     | 0.00%             | 2032-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-1                                                   | CARMX 2024-1 A3                | CUSIP: 14318WAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2200000 | PA      | $2213649.24     | 0.00%             | 2028-10-16      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 68323AFH2<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |     9500000 | PA      | $8315155.29     | 0.00%             | 2031-02-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 995407                      | CUSIP: 31416BYC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      266982 | PA      | $281205.80      | 0.00%             | 2038-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL2696                      | CUSIP: 3138EJ7J1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      182845 | PA      | $189883.20      | 0.00%             | 2042-02-01      | Floating      | 6.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2750                      | CUSIP: 3140QNBU5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22079041 | PA      | $18458190.48    | 0.01%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAH6<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    14269000 | PA      | $15484562.20    | 0.00%             | 2036-11-21      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BP7<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8622018.73     | 0.00%             | 2029-05-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| PG&E Wildfire Recovery Funding LLC                                               | PG&E WILDFIRE                  | CUSIP: 693342AD9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12725000 | PA      | $10929519.14    | 0.00%             | 2049-12-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785JJ6<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |     4000000 | PA      | $3727958.37     | 0.00%             | 2027-10-21      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BY0014                      | CUSIP: 3140NGAQ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2056592 | PA      | $2100164.23     | 0.00%             | 2053-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96022                      | CUSIP: 312944VP3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      621579 | PA      | $602000.86      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| New Jersey Turnpike Authority                                                    | NJ TPK-TXB-A-BABS              | CUSIP: 646139X83<br>LEI: 5493005YN67D71KSMI84 | Long             | DBT              | MUN               | US        |    19751000 | PA      | $22622969.21    | 0.01%             | 2041-01-01      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A29945                      | CUSIP: 31297JBN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       14939 | PA      | $15429.15       | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JY1<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    43200000 | PA      | $43067394.05    | 0.01%             | 2033-07-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Invesco Finance PLC                                                              | INVESCO FIN PLC                | CUSIP: 46132FAC4<br>LEI: 549300OYQ3LAJYXXO449 | Long             | DBT              | CORP              | GB        |     7125000 | PA      | $6734039.62     | 0.00%             | 2043-11-30      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Lockheed Martin Corp                                                             | LOCKHEED MARTIN                | CUSIP: 539830CE7<br>LEI: DPRBOZP0K5RM2YE8UU08 | Long             | DBT              | CORP              | US        |     1300000 | PA      | $1196840.20     | 0.00%             | 2064-02-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747572                      | CUSIP: 31403FQZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41617 | PA      | $42040.53       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Amrize Finance US LLC                                                            | AMRIZE FINANCE                 | CUSIP: 43475RAB2<br>LEI: 529900FB2F1WKLFNGY62 | Long             | DBT              | CORP              | US        |     1828000 | PA      | $1844362.83     | 0.00%             | 2028-04-07      | Fixed         | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08793                      | CUSIP: 3128MJ3B4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1613738 | PA      | $1528080.17     | 0.00%             | 2047-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Southern California Edison Co                                                    | SOUTHERN CAL ED                | CUSIP: 842400GY3<br>LEI: 9R1Z5I36FERIBVKW4P77 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1167109.64     | 0.00%             | 2051-02-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4617                        | CUSIP: 36202FDW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2322011 | PA      | $2299753.54     | 0.00%             | 2040-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                                             | PNC FINANCIAL                  | CUSIP: 693475BK0<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    10205000 | PA      | $10445136.99    | 0.00%             | 2028-12-02      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K737 A2                   | CUSIP: 3137FQXJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19000000 | PA      | $18605058.40    | 0.01%             | 2026-10-25      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255933                      | CUSIP: 31371MHJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      242856 | PA      | $250900.08      | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M29 A2                | CUSIP: 3136BAQE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13625000 | PA      | $11978353.35    | 0.00%             | 2030-05-25      | Variable      | 1.49%                 | No            |                  2 | On Loan: No      |
| CommonSpirit Health                                                              | COMMONSPIRIT                   | CUSIP: 20268JAG8<br>LEI: 4SXHN5XW08IBO0UG2V58 | Long             | DBT              | CORP              | US        |     7740000 | PA      | $5714193.58     | 0.00%             | 2050-10-01      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| Nasdaq Inc                                                                       | NASDAQ INC                     | CUSIP: 63111XAE1<br>LEI: 549300L8X1Q78ERXFD06 | Long             | DBT              | CORP              | US        |    17777000 | PA      | $12330491.73    | 0.00%             | 2040-12-21      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ING Groep NV                                                                     | ING GROEP NV                   | CUSIP: 456837BM4<br>LEI: 549300NYKK9MWM7GGW15 | Long             | DBT              | CORP              | NL        |    33575000 | PA      | $34390746.47    | 0.01%             | 2035-03-19      | Variable      | 5.55%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048DA3<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     5800000 | PA      | $5885967.22     | 0.00%             | 2034-04-17      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| International Paper Co                                                           | INTL PAPER CO                  | CUSIP: 460146CS0<br>LEI: 824LMFJDH41EY779Q875 | Long             | DBT              | CORP              | US        |     8300000 | PA      | $6639094.12     | 0.00%             | 2048-08-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AS5<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7761037.90     | 0.00%             | 2029-10-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3427                        | CUSIP: 36202DYY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      355240 | PA      | $353304.57      | 0.00%             | 2033-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables 2022-B Owner Trust                                       | NAROT 2022-B A4                | CUSIP: 65480JAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      850000 | PA      | $851360.68      | 0.00%             | 2029-11-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56513                      | CUSIP: 3128KKGW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3961 | PA      | $4179.05        | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M6 A3                 | CUSIP: 3136B4KK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1000000 | PA      | $966073.80      | 0.00%             | 2029-03-01      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B21 Mortgage Trust                                                | BMARK 2020-B21 AS              | CUSIP: 08163LAQ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      600000 | PA      | $517381.80      | 0.00%             | 2053-12-17      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| MidAmerican Energy Co                                                            | MIDAMERICAN ENER               | CUSIP: 595620AR6<br>LEI: NINLOILYRTLIMK26MZ18 | Long             | DBT              | CORP              | US        |     3199000 | PA      | $2525020.39     | 0.00%             | 2047-08-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AF5<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    21695000 | PA      | $21692303.14    | 0.01%             | 2027-07-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | STATOILHYDRO                   | CUSIP: 24820RAG3<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |      225000 | PA      | $241366.13      | 0.00%             | 2028-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                                       | ZIMMER BIOMET                  | CUSIP: 98956PAZ5<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |     3892000 | PA      | $3902791.86     | 0.00%             | 2034-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781577                      | CUSIP: 36225BXE3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       18469 | PA      | $19030.02       | 0.00%             | 2033-03-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HQ9<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |    11965000 | PA      | $11034682.68    | 0.00%             | 2030-02-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8268                      | CUSIP: 3140XQFJ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9543211 | PA      | $9723479.50     | 0.00%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Equinix Inc                                                                      | EQUINIX INC                    | CUSIP: 29444UBG0<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12385016.93    | 0.00%             | 2027-07-15      | Fixed         | 1.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4285                      | CUSIP: 3132E0XN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6571918 | PA      | $6619110.16     | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8N5<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |     7100000 | PA      | $7275282.48     | 0.00%             | 2033-05-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 893909                      | CUSIP: 31410QDN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8510 | PA      | $8956.99        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AV0<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    10394000 | PA      | $9277047.34     | 0.00%             | 2030-06-15      | Fixed         | 1.90%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BG5<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |     7850000 | PA      | $6330058.34     | 0.00%             | 2048-02-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| W R Berkley Corp                                                                 | BERKLEY (WR)                   | CUSIP: 084423AV4<br>LEI: SQOAGCLKBDWNVYV1OV80 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $5522415.67     | 0.00%             | 2052-03-30      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMJ1<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6021400.27     | 0.00%             | 2026-08-07      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDG3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   647235000 | PA      | $624126684.65   | 0.20%             | 2026-10-31      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06066                      | CUSIP: 3128M8CB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      115582 | PA      | $121895.55      | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| RTX Corp                                                                         | UNITED TECH CORP               | CUSIP: 913017CP2<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |    13950000 | PA      | $11109615.65    | 0.00%             | 2047-05-04      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Fairfax Financial Holdings Ltd                                                   | FAIRFAX FINL HLD               | CUSIP: 303901BL5<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |     7600000 | PA      | $7819775.12     | 0.00%             | 2032-08-16      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08323                      | CUSIP: 3128MJLD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      498860 | PA      | $505254.10      | 0.00%             | 2039-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | SCHERING-PLOUGH                | CUSIP: 806605AG6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     5650000 | PA      | $6407519.02     | 0.00%             | 2033-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Assured Guaranty US Holdings Inc                                                 | ASSURED GUARANTY               | CUSIP: 04621WAF7<br>LEI: 5493007YCE0652G9TZ64 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3784036.81     | 0.00%             | 2028-09-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBL6<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    12350000 | PA      | $10653153.83    | 0.00%             | 2032-02-04      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2895                      | CUSIP: 31418CGD0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    28283472 | PA      | $25139433.54    | 0.01%             | 2047-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AH4<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3346949.89     | 0.00%             | 2048-01-30      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                                                 | DUKE ENERGY COR                | CUSIP: 26441CBS3<br>LEI: I1BZKREC126H0VB1BL91 | Long             | DBT              | CORP              | US        |    13400000 | PA      | $13427648.04    | 0.00%             | 2028-03-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K756 A2                   | CUSIP: 3137HDVA5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5200000 | PA      | $5375293.56     | 0.00%             | 2031-05-25      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Astrazeneca Finance LLC                                                          | ASTRAZENECA FIN                | CUSIP: 04636NAE3<br>LEI: 549300C3HATU4Q460S18 | Long             | DBT              | CORP              | US        |    17500000 | PA      | $16409405.34    | 0.01%             | 2028-05-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LQ4<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    80500000 | PA      | $83252392.57    | 0.03%             | 2032-01-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHC8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   793091300 | PA      | $756101022.12   | 0.24%             | 2033-05-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AW6<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $7143116.78     | 0.00%             | 2034-02-20      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EZ9<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7936209.28     | 0.00%             | 2030-05-12      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18514                      | CUSIP: 3128MMSC8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2195771 | PA      | $2153004.49     | 0.00%             | 2029-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255671                      | CUSIP: 31371L6G9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      160643 | PA      | $165767.57      | 0.00%             | 2035-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00600                      | CUSIP: 31292GUZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1778 | PA      | $1870.44        | 0.00%             | 2028-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7723                      | CUSIP: 3140XPSM2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14151208 | PA      | $12454312.50    | 0.00%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Blue Owl Capital Corp                                                            | BLUE OWL CAPITAL               | CUSIP: 69121KAF1<br>LEI: 2549000BD79OOCPF2L94 | Long             | DBT              | CORP              | US        |     9900000 | PA      | $9565993.54     | 0.00%             | 2027-01-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Arch Capital Group US Inc                                                        | ARCH CAPITAL GRP               | CUSIP: 03938JAA7<br>LEI: 549300B4QKQFLY1XST28 | Long             | DBT              | CORP              | US        |     9837000 | PA      | $9160259.22     | 0.00%             | 2043-11-01      | Fixed         | 5.14%                 | No            |                  2 | On Loan: No      |
| CF Industries Inc                                                                | CF INDUSTRIES IN               | CUSIP: 12527GAE3<br>LEI: 5FVKT86LAD2F40NPC183 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7431219.46     | 0.00%             | 2044-03-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NXP BV / NXP Funding LLC / NXP USA Inc                                           | NXP BV/NXP FDG                 | CUSIP: 62954HAX6<br>LEI: N/A                  | Long             | DBT              | CORP              | N/A       |     8000000 | PA      | $7833864.21     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G00932                      | CUSIP: 31283HA96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |          16 | PA      | $16.21          | 0.00%             | 2027-01-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-4                                       | EART 2022-4A C                 | CUSIP: 30166BAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      357759 | PA      | $357814.95      | 0.00%             | 2028-12-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BBA7<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    29745000 | PA      | $27403827.24    | 0.01%             | 2054-05-07      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2894                      | CUSIP: 3140XJGC1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4296144 | PA      | $4140900.52     | 0.00%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DJ5<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |      600000 | PA      | $644621.76      | 0.00%             | 2032-11-27      | Fixed         | 7.35%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAM8<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     7985000 | PA      | $7260727.41     | 0.00%             | 2031-03-01      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EAU0<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     3725000 | PA      | $4319894.45     | 0.00%             | 2038-01-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7908                      | CUSIP: 3138WHYE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6879464 | PA      | $6121180.22     | 0.00%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BT9483                      | CUSIP: 3140LYRD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19077616 | PA      | $16086104.49    | 0.01%             | 2051-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA6768                      | CUSIP: 3133KNQV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       40986 | PA      | $32690.46       | 0.00%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5419                      | CUSIP: 31418FAV9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      396089 | PA      | $388288.07      | 0.00%             | 2054-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5377                      | CUSIP: 3132DS6N7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33083990 | PA      | $33877459.99    | 0.01%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08232                      | CUSIP: 3128MJHJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      135796 | PA      | $143267.91      | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EG0<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     9200000 | PA      | $9195153.81     | 0.00%             | 2027-10-17      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00680                      | CUSIP: 31292GXH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       30940 | PA      | $31477.32       | 0.00%             | 2028-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887BW8<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    20860000 | PA      | $20621792.86    | 0.01%             | 2027-06-06      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ2763                      | CUSIP: 3140H4B94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1797414 | PA      | $1745803.49     | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA5986                      | CUSIP: 36179UUK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    25656899 | PA      | $24112910.33    | 0.01%             | 2049-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAR9<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5023923.28     | 0.00%             | 2027-07-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EWL9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $7908231.83     | 0.00%             | 2032-09-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752BE2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    10695000 | PA      | $10360489.35    | 0.00%             | 2055-02-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GFG9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |     7682000 | PA      | $7115962.98     | 0.00%             | 2044-04-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1171                      | CUSIP: 3140XGJR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       18909 | PA      | $16458.44       | 0.00%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C00635                      | CUSIP: 31292GV45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         905 | PA      | $919.43         | 0.00%             | 2028-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS7162                      | CUSIP: 3138WG5Y6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4295137 | PA      | $3978222.07     | 0.00%             | 2046-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BL0<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     2300000 | PA      | $2238444.86     | 0.00%             | 2027-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DV6<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     6775000 | PA      | $6393967.69     | 0.00%             | 2040-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QK1172                      | CUSIP: 3133D4JR5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5911668 | PA      | $5053779.68     | 0.00%             | 2041-11-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   966932800 | PA      | $993296822.29   | 0.32%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DS2<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    12400000 | PA      | $12271310.67    | 0.00%             | 2053-01-11      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A91627                      | CUSIP: 312939YY1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      171513 | PA      | $173726.66      | 0.00%             | 2040-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                                       | TAOT 2024-D A4                 | CUSIP: 89239TAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2000000 | PA      | $2015146.80     | 0.00%             | 2030-04-15      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BD4<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     2125000 | PA      | $1764125.70     | 0.00%             | 2047-06-02      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD0902                      | CUSIP: 3132DNAB9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      757299 | PA      | $628846.38      | 0.00%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Piedmont Natural Gas Co Inc                                                      | PIEDMONT NAT GAS               | CUSIP: 720186AK1<br>LEI: VXB4M3BDPKF3I2AZ3G89 | Long             | DBT              | CORP              | US        |     6223000 | PA      | $4520114.10     | 0.00%             | 2046-11-01      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A69654                      | CUSIP: 3128L1WP1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      196188 | PA      | $207048.11      | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AD9110                      | CUSIP: 36180NDP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     2967804 | PA      | $2688569.82     | 0.00%             | 2043-05-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS4750                      | CUSIP: 3132A5H32<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8213030 | PA      | $7274389.98     | 0.00%             | 2048-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RR0002                      | CUSIP: 3142JCAC4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    45249497 | PA      | $45569876.62    | 0.01%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6283                      | CUSIP: 36179U6U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    24310352 | PA      | $21535616.85    | 0.01%             | 2049-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance BV                                                     | LYB INTL FIN                   | CUSIP: 50247VAB5<br>LEI: 549300J6QSW38QNOJK61 | Long             | DBT              | CORP              | NL        |     9574000 | PA      | $8528542.84     | 0.00%             | 2043-07-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08659                      | CUSIP: 3128MJWV8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3839965 | PA      | $3554003.50     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2908                      | CUSIP: 3140X6GS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3541304 | PA      | $3537962.23     | 0.00%             | 2049-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG V83156                      | CUSIP: 3132L8QH3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2047514 | PA      | $1997680.00     | 0.00%             | 2047-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 784703                      | CUSIP: 3622AADG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4069204 | PA      | $3804939.49     | 0.00%             | 2043-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Lazard Group LLC                                                                 | LAZARD GROUP LLC               | CUSIP: 52107QAL9<br>LEI: FI94J2CJ1D7BIGVMS874 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5250209.81     | 0.00%             | 2031-03-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAQ6<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |    13500000 | PA      | $13969193.23    | 0.00%             | 2054-12-01      | Variable      | 7.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BN0647                      | CUSIP: 3140JGWH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      238445 | PA      | $238666.78      | 0.00%             | 2048-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Express Co                                                              | AMERICAN EXPRESS               | CUSIP: 025816CS6<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |    31536000 | PA      | $30713987.34    | 0.01%             | 2027-03-04      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82695                       | CUSIP: 36225E7H9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      133241 | PA      | $135389.59      | 0.00%             | 2040-12-20      | Floating      | 5.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5605                      | CUSIP: 3140X9GP4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24599303 | PA      | $22018548.41    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CDK4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   835735000 | PA      | $805864000.84   | 0.26%             | 2026-11-30      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Canadian National Railway Co                                                     | CANADIAN NATL RR               | CUSIP: 136375CZ3<br>LEI: 3SU7BEP7TH9YEQOZCS77 | Long             | DBT              | CORP              | CA        |    16661000 | PA      | $9789165.18     | 0.00%             | 2050-05-01      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Alexandria Real Estate Equities Inc                                              | ALEXANDRIA REAL                | CUSIP: 015271AX7<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |     7000000 | PA      | $4244539.74     | 0.00%             | 2051-05-18      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46647PBM7<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    33275000 | PA      | $25452013.36    | 0.01%             | 2041-04-22      | Variable      | 3.11%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08827                      | CUSIP: 3128MJ4M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4514286 | PA      | $4388897.03     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AT5<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |    11046000 | PA      | $10064582.87    | 0.00%             | 2049-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EJ4<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     9900000 | PA      | $10018222.71    | 0.00%             | 2028-01-14      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BL0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     5058000 | PA      | $5353374.00     | 0.00%             | 2030-04-01      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JW1<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5466156.83     | 0.00%             | 2032-03-15      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Brixmor Operating Partnership LP                                                 | BRIXMOR OPERATIN               | CUSIP: 11120VAH6<br>LEI: 549300CJHBL7JBUA6503 | Long             | DBT              | CORP              | US        |     8400000 | PA      | $8263216.00     | 0.00%             | 2029-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Plains All American Pipeline LP / PAA Finance Corp                               | PLAINS ALL AMER                | CUSIP: 72650RBC5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3645000 | PA      | $2895097.69     | 0.00%             | 2043-01-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4992                      | CUSIP: 31418ERN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6850896 | PA      | $6922952.81     | 0.00%             | 2038-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BB8<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |    10500000 | PA      | $10561026.57    | 0.00%             | 2028-12-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| GLP Capital LP / GLP Financing II Inc                                            | GLP CAP/FIN II                 | CUSIP: 361841AR0<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8820937.51     | 0.00%             | 2032-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFY2<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    13541000 | PA      | $13648040.05    | 0.00%             | 2030-03-05      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Enbridge Inc                                                                     | ENBRIDGE INC                   | CUSIP: 29250NCJ2<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |     6025000 | PA      | $6086029.47     | 0.00%             | 2030-06-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Waste Management Inc                                                             | WASTE MANAGEMENT               | CUSIP: 94106LBP3<br>LEI: 549300YX8JIID70NFS41 | Long             | DBT              | CORP              | US        |    17595000 | PA      | $15054079.28    | 0.00%             | 2031-03-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                | CUSIP: 05253JB34<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |     7000000 | PA      | $7111631.07     | 0.00%             | 2027-07-16      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DS3<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     7226000 | PA      | $7346317.58     | 0.00%             | 2033-03-27      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAK2<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    20951000 | PA      | $19155821.06    | 0.01%             | 2030-03-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Michigan Strategic Fund                                                          | MICHIGAN ST STRATEGIC          | CUSIP: 594698SJ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3300000 | PA      | $2449576.14     | 0.00%             | 2047-09-01      | Fixed         | 3.23%                 | No            |                  2 | On Loan: No      |
| Korea Development Bank/The                                                       | KOREA DEV BANK                 | CUSIP: 500630EH7<br>LEI: 549300ML2LNRZUCS7149 | Long             | DBT              | NUSS              | KR        |    11800000 | PA      | $12134202.82    | 0.00%             | 2030-02-03      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN DC9897                      | CUSIP: 3140AX7K7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6189519 | PA      | $6067140.75     | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Chevron USA Inc                                                                  | CHEVRON USA INC                | CUSIP: 166756AZ9<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |     1836000 | PA      | $1851387.97     | 0.00%             | 2027-02-26      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13645RBH6<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |    20830000 | PA      | $13687059.43    | 0.00%             | 2051-12-02      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Baxter International Inc                                                         | BAXTER INTL                    | CUSIP: 071813BY4<br>LEI: J5OIVXX3P24RJRW5CK77 | Long             | DBT              | CORP              | US        |     6025000 | PA      | $5886781.75     | 0.00%             | 2030-04-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Blackstone Private Credit Fund                                                   | BLACKSTONE PRIVA               | CUSIP: 09261HBC0<br>LEI: 549300ORP3TTCNXSYO43 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $10031985.11    | 0.00%             | 2028-11-27      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C8                                                     | BBCMS 2020-C8 AS               | CUSIP: 05552ABD9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1205000 | PA      | $1049885.41     | 0.00%             | 2053-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605773                      | CUSIP: 36200N6J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       31344 | PA      | $31646.79       | 0.00%             | 2034-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18669                      | CUSIP: 3128MMW74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12449117 | PA      | $11935975.46    | 0.00%             | 2032-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA6360                      | CUSIP: 3133A1B50<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20271738 | PA      | $18300879.25    | 0.01%             | 2050-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 901567                      | CUSIP: 31410YTY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4347 | PA      | $4571.93        | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610BG9<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     8556000 | PA      | $9225659.46     | 0.00%             | 2035-04-25      | Variable      | 6.64%                 | No            |                  2 | On Loan: No      |
| Eaton Corp                                                                       | EATON CORP                     | CUSIP: 278062AK0<br>LEI: 0NZWDMRCE180888QQE14 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5039891.51     | 0.00%             | 2028-05-18      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737269                      | CUSIP: 3620ARCE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      554268 | PA      | $548262.56      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch InBev Worldwide Inc                                               | ANHEUSER-BUSCH                 | CUSIP: 035240AG5<br>LEI: 549300CRGMZK3K53BF92 | Long             | DBT              | CORP              | US        |     8776000 | PA      | $8282795.61     | 0.00%             | 2042-01-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021BA3<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |    12450000 | PA      | $12642126.51    | 0.00%             | 2035-05-09      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PFB3<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    17280000 | PA      | $17262266.90    | 0.01%             | 2034-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA7376                      | CUSIP: 3140QFFS3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17289317 | PA      | $15248543.32    | 0.00%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 2B0082                      | CUSIP: 3128LLCT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      208849 | PA      | $216509.95      | 0.00%             | 2041-12-01      | Floating      | 6.47%                 | No            |                  2 | On Loan: No      |
| Burlington Northern Santa Fe LLC                                                 | BURLINGTON NORTH               | CUSIP: 12189LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    11275000 | PA      | $11791176.24    | 0.00%             | 2040-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2018-C5                                      | CGCMT 2018-C5 A3               | CUSIP: 17291DAC7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4750540 | PA      | $4694536.83     | 0.00%             | 2051-06-10      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Asian Infrastructure Investment Bank/The                                         | ASIAN INFRASTRUC               | CUSIP: 04522KAM8<br>LEI: 25490065OSV2524LCR32 | Long             | DBT              | CORP              | N/A       |     8625000 | PA      | $8640521.09     | 0.00%             | 2034-03-13      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCQ5<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8538243.79     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Raymond James Financial Inc                                                      | RAYMOND JAMES                  | CUSIP: 754730AH2<br>LEI: RGUZHJ05YTITL6D76949 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $6199924.92     | 0.00%             | 2051-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BU5<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6219486.83     | 0.00%             | 2033-09-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV2326                      | CUSIP: 3138XDSQ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      550961 | PA      | $544639.40      | 0.00%             | 2028-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Paychex Inc                                                                      | PAYCHEX INC                    | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |    16300000 | PA      | $16691032.52    | 0.01%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Agree LP                                                                         | AGREE LP                       | CUSIP: 008513AF0<br>LEI: 549300DXY3G299V1BO77 | Long             | DBT              | CORP              | US        |     4350000 | PA      | $4428349.23     | 0.00%             | 2035-06-15      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCM0<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    24005000 | PA      | $24514539.44    | 0.01%             | 2035-01-31      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Kite Realty Group LP                                                             | KITE REALTY GRP                | CUSIP: 49803XAA1<br>LEI: 549300X6R2GYI8Y3OD81 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $7829839.19     | 0.00%             | 2026-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9608                      | CUSIP: 36179YU93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8357096 | PA      | $8651318.75     | 0.00%             | 2054-04-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3389                      | CUSIP: 31418CXT6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6022565 | PA      | $5844262.96     | 0.00%             | 2038-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781976                      | CUSIP: 36241KFR4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       51464 | PA      | $52839.13       | 0.00%             | 2035-02-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMW6<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    64705000 | PA      | $66389516.19    | 0.02%             | 2036-05-09      | Variable      | 5.46%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8432                      | CUSIP: 36179XLM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      582643 | PA      | $604247.98      | 0.00%             | 2052-11-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ2857                      | CUSIP: 3142GTE77<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24886349 | PA      | $24503178.72    | 0.01%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A13484                      | CUSIP: 31296M2R9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2682 | PA      | $2856.36        | 0.00%             | 2033-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Nomura Holdings Inc                                                              | NOMURA HOLDINGS                | CUSIP: 65535HAX7<br>LEI: 549300B3CEAHYG7K8164 | Long             | DBT              | CORP              | JP        |     6975000 | PA      | $6149101.73     | 0.00%             | 2031-07-14      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1788                      | CUSIP: 3140QL7A8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3870784 | PA      | $3088539.09     | 0.00%             | 2051-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KCJ7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2273000 | PA      | $2299886.41     | 0.00%             | 2032-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Methodist Hospital/The                                                           | METHODIST HOSP                 | CUSIP: 591539AA9<br>LEI: 549300Y1E42JLBRENF23 | Long             | DBT              | CORP              | US        |     6500000 | PA      | $3963834.48     | 0.00%             | 2050-12-01      | Fixed         | 2.71%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286CT2<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     8700000 | PA      | $9116718.11     | 0.00%             | 2033-04-13      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6957                      | CUSIP: 3132DUWS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30381308 | PA      | $30893792.30    | 0.01%             | 2054-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BC9083                      | CUSIP: 3140F5CV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2260934 | PA      | $2009604.85     | 0.00%             | 2046-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3907                      | CUSIP: 3138WDKV2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1542565 | PA      | $1475959.69     | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Xcel Energy Inc                                                                  | XCEL ENERGY INC                | CUSIP: 98388MAD9<br>LEI: LGJNMI9GH8XIDG5RCM61 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4597511.44     | 0.00%             | 2032-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CHA2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   384416000 | PA      | $382328740.29   | 0.12%             | 2028-04-30      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781958                      | CUSIP: 36241KE79<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       76861 | PA      | $77610.79       | 0.00%             | 2035-07-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256101                      | CUSIP: 31371MNS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      206835 | PA      | $213611.13      | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                                         | TOYOTA MTR CRED                | CUSIP: 89236TMT9<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |    20750000 | PA      | $20778247.72    | 0.01%             | 2031-10-10      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Air Lease Corp                                                                   | AIR LEASE CORP                 | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |     1569000 | PA      | $1551810.08     | 0.00%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468P7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    74800000 | PA      | $71706608.06    | 0.02%             | 2031-04-01      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Targa Resources Corp                                                             | TARGA RESOURCES                | CUSIP: 87612GAC5<br>LEI: 5493003QENHHS261UR94 | Long             | DBT              | CORP              | US        |     7794000 | PA      | $8221198.29     | 0.00%             | 2033-03-15      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745275                      | CUSIP: 31403C6L0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2455944 | PA      | $2484046.02     | 0.00%             | 2036-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FN3<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |    17396000 | PA      | $10113156.52    | 0.00%             | 2062-09-16      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795JY7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3319406.75     | 0.00%             | 2053-02-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Rio Tinto Finance USA PLC                                                        | RIO TINTO FINANC               | CUSIP: 76720AAN6<br>LEI: 2138006TSNBEUA761G16 | Long             | DBT              | CORP              | GB        |    20400000 | PA      | $20672011.81    | 0.01%             | 2033-03-09      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hartford HealthCare Corp                                                         | HARTFORD HLTHCAR               | CUSIP: 41652PAC3<br>LEI: 549300W3L482NUDOFF24 | Long             | DBT              | CORP              | US        |     3705000 | PA      | $2583208.44     | 0.00%             | 2054-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 748487                      | CUSIP: 3620C4RG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      401882 | PA      | $397356.05      | 0.00%             | 2040-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Barclays PLC                                                                     | BARCLAYS PLC                   | CUSIP: 06738ECL7<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |    20415000 | PA      | $22300066.62    | 0.01%             | 2034-09-13      | Variable      | 6.69%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAQ0<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     9000000 | PA      | $7821966.97     | 0.00%             | 2031-10-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4900                      | CUSIP: 36179TNR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22546090 | PA      | $20842875.37    | 0.01%             | 2047-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2020-B17 Mortgage Trust                                                | BMARK 2020-B17 A5              | CUSIP: 08162MAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    14279461 | PA      | $12639836.17    | 0.00%             | 2053-03-15      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BW4979                      | CUSIP: 3140MWQ90<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1563034 | PA      | $1532269.46     | 0.00%             | 2038-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-5C23                                                   | BBCMS 2023-5C23 A3             | CUSIP: 05493QAB1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1000000 | PA      | $1060434.30     | 0.00%             | 2056-12-15      | Variable      | 6.67%                 | No            |                  2 | On Loan: No      |
| Commonwealth Edison Co                                                           | COMMONWEALTH EDI               | CUSIP: 202795KA7<br>LEI: D8YOXB8L2ZDC8P7Q0771 | Long             | DBT              | CORP              | US        |     2250000 | PA      | $2232717.85     | 0.00%             | 2054-06-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFV2<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    79391000 | PA      | $77612001.73    | 0.02%             | 2055-11-19      | Variable      | 5.52%                 | No            |                  2 | On Loan: No      |
| Veralto Corp                                                                     | VERALTO CORP                   | CUSIP: 92338CAB9<br>LEI: 635400FJE6GSOJUSNY27 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8095900.73     | 0.00%             | 2026-09-18      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4216                      | CUSIP: 3132E0VH2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14546896 | PA      | $15159507.81    | 0.00%             | 2053-11-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2023-B                                              | FORDL 2023-B A3                | CUSIP: 34529NAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1735594 | PA      | $1738870.31     | 0.00%             | 2026-10-15      | Fixed         | 5.91%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMER INTL GROUP                | CUSIP: 026874DA2<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |     4106000 | PA      | $3583538.98     | 0.00%             | 2044-07-16      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8137                      | CUSIP: 3132D6BE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24685824 | PA      | $22564805.92    | 0.01%             | 2037-01-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | PORT AUTH-TXB-165TH            | CUSIP: 73358WCX0<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    14510000 | PA      | $15112462.46    | 0.00%             | 2040-11-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WFL0<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     7200000 | PA      | $7295299.48     | 0.00%             | 2031-07-10      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| EOG Resources Inc                                                                | EOG RESOURCES IN               | CUSIP: 26875PAW1<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | DBT              | CORP              | US        |    11650000 | PA      | $11394893.06    | 0.00%             | 2054-12-01      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110CE2<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    12000000 | PA      | $12635559.13    | 0.00%             | 2033-10-24      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08010                      | CUSIP: 3128MJAL4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      508576 | PA      | $524499.80      | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| State of California                                                              | CALIFORNIA ST -TXBL            | CUSIP: 13063EBQ8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3500000 | PA      | $3591399.70     | 0.00%             | 2034-09-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06021                      | CUSIP: 3128M8AW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2258571 | PA      | $2342179.08     | 0.00%             | 2040-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Weibo Corp                                                                       | WEIBO CORP                     | CUSIP: 948596AE1<br>LEI: 549300Q9ID4640FE0422 | Long             | DBT              | CORP              | KY        |     8565000 | PA      | $7969498.24     | 0.00%             | 2030-07-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| T-Mobile USA Inc                                                                 | T-MOBILE USA INC               | CUSIP: 87264ACQ6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    12446000 | PA      | $10962967.13    | 0.00%             | 2032-03-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Roper Technologies Inc                                                           | ROPER TECHNOLOGI               | CUSIP: 776743AN6<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |    17709000 | PA      | $16664162.00    | 0.01%             | 2027-09-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| DTE Energy Co                                                                    | DTE ENERGY CO                  | CUSIP: 233331AY3<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |    33494000 | PA      | $32896446.27    | 0.01%             | 2026-10-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Best Buy Co Inc                                                                  | BEST BUY CO INC                | CUSIP: 08652BAA7<br>LEI: HL5XPTVRV0O8TUN5LL90 | Long             | DBT              | CORP              | US        |    16000000 | PA      | $16038069.42    | 0.01%             | 2028-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                                              | JPMORGAN CHASE                 | CUSIP: 46625HRV4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |    58625000 | PA      | $57771980.60    | 0.02%             | 2026-10-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TAZ9<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |    17025000 | PA      | $15826276.68    | 0.01%             | 2030-09-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Houston Electric LLC                                          | CENTERPOINT HOUS               | CUSIP: 15189XAW8<br>LEI: 549300S8SEQBOJLKHW63 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4192602.70     | 0.00%             | 2051-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759BC3<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |    13300000 | PA      | $13495809.77    | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Southwest Airlines Co                                                            | SOUTHWEST AIR                  | CUSIP: 844741BF4<br>LEI: UDTZ87G0STFETI6HGH41 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5469131.66     | 0.00%             | 2030-02-10      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AA7720                      | CUSIP: 31416RSJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1237710 | PA      | $1200830.37     | 0.00%             | 2039-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2125                      | CUSIP: 31418BLF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      456667 | PA      | $423605.77      | 0.00%             | 2044-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4364                      | CUSIP: 31418DZ62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    44605713 | PA      | $38302613.74    | 0.01%             | 2041-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CC0405                      | CUSIP: 3140Y6NX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30445622 | PA      | $31282849.30    | 0.01%             | 2055-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 725423                      | CUSIP: 31402C4G4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3666374 | PA      | $3771195.14     | 0.00%             | 2034-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Shell International Finance BV                                                   | SHELL INTL FIN                 | CUSIP: 822582CE0<br>LEI: 213800ITMMKU4Z7I4F78 | Long             | DBT              | CORP              | NL        |    13195000 | PA      | $8831569.52     | 0.00%             | 2049-11-07      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 931368                      | CUSIP: 31412PW56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       39987 | PA      | $39898.78       | 0.00%             | 2029-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9966                      | CUSIP: 36180ACB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    28392489 | PA      | $28790497.53    | 0.01%             | 2054-10-20      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Asian Development Bank                                                           | ASIAN DEV BANK                 | CUSIP: 045167GB3<br>LEI: 549300X0MVH42CY8Q105 | Long             | DBT              | CORP              | N/A       |    28000000 | PA      | $27812134.40    | 0.01%             | 2034-01-12      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA9221                      | CUSIP: 3140QHG74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2319601 | PA      | $1853008.09     | 0.00%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Dominion Energy Inc                                                              | DOMINION ENERGY                | CUSIP: 25746UDU0<br>LEI: ILUL7B6Z54MRYCF6H308 | Long             | DBT              | CORP              | US        |     6325000 | PA      | $6770889.95     | 0.00%             | 2054-06-01      | Variable      | 7.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2020-C6                                                     | BBCMS 2020-C6 A4               | CUSIP: 05492TBP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     6080000 | PA      | $5566862.59     | 0.00%             | 2053-02-15      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4910                      | CUSIP: 3140XLN46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20879274 | PA      | $21061829.84    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320BJ0<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |    10900000 | PA      | $10521146.85    | 0.00%             | 2052-03-01      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| AutoZone Inc                                                                     | AUTOZONE INC                   | CUSIP: 053332BF8<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4047775.75     | 0.00%             | 2033-08-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Molson Coors Beverage Co                                                         | MOLSON COORS                   | CUSIP: 60871RAD2<br>LEI: 54930073LBBH6ZCBE225 | Long             | DBT              | CORP              | US        |    10925000 | PA      | $9959812.13     | 0.00%             | 2042-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Power and Light Co                                                     | WISCONSIN P&L                  | CUSIP: 976826BN6<br>LEI: JWBYHVQVMY66CVCOSO49 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2857525.34     | 0.00%             | 2050-04-01      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560AX3<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     1700000 | PA      | $1777799.52     | 0.00%             | 2032-10-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Mitsubishi UFJ Financial Group Inc                                               | MITSUB UFJ FIN                 | CUSIP: 606822CN2<br>LEI: 353800V2V8PUY9TK3E06 | Long             | DBT              | CORP              | JP        |    11780000 | PA      | $12036271.45    | 0.00%             | 2028-09-13      | Variable      | 5.35%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VCK7<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    12925000 | PA      | $13018477.43    | 0.00%             | 2031-01-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAK3<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     5100000 | PA      | $5288907.15     | 0.00%             | 2030-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08587                      | CUSIP: 3128MJUM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1538628 | PA      | $1516085.73     | 0.00%             | 2044-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YAV1<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |     9275000 | PA      | $8746091.14     | 0.00%             | 2036-05-14      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| EQT Corp                                                                         | EQT CORP                       | CUSIP: 26884LAR0<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |     7400000 | PA      | $7649024.03     | 0.00%             | 2034-02-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 583126                      | CUSIP: 36201GYX7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        5256 | PA      | $5309.53        | 0.00%             | 2035-08-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08761                      | CUSIP: 3128MJZ37<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6301778 | PA      | $5808854.25     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5787                      | CUSIP: 3140XMND4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9507672 | PA      | $9795122.71     | 0.00%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4143                      | CUSIP: 3140XKS92<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17218254 | PA      | $17271947.81    | 0.01%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CX0<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |     2175000 | PA      | $2187443.26     | 0.00%             | 2027-01-30      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Ford Motor Credit Co LLC                                                         | FORD MOTOR CRED                | CUSIP: 345397ZW6<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |     8161000 | PA      | $8104879.60     | 0.00%             | 2026-08-01      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD8536                      | CUSIP: 31418WPW4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      723496 | PA      | $731905.05      | 0.00%             | 2040-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5552                      | CUSIP: 31418FE29<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    94920829 | PA      | $93044073.41    | 0.03%             | 2054-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1686                      | CUSIP: 31418A2U1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130196 | PA      | $124835.02      | 0.00%             | 2043-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CQ9<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    11482000 | PA      | $11519504.39    | 0.00%             | 2029-08-14      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Citibank NA                                                                      | CITIBANK NA                    | CUSIP: 17325FBP2<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6929744.33     | 0.00%             | 2030-05-29      | Fixed         | 4.91%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H6                                           | MSC 2019-H6 AS                 | CUSIP: 61769JBD2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1450000 | PA      | $1374466.89     | 0.00%             | 2052-06-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 900347                      | CUSIP: 31410XHY5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6191 | PA      | $6481.43        | 0.00%             | 2036-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                                                  | DTE ELECTRIC CO                | CUSIP: 23338VAG1<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |     6927000 | PA      | $5268852.23     | 0.00%             | 2047-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 704169                      | CUSIP: 36296XJN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15834 | PA      | $16004.82       | 0.00%             | 2039-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2023-1 Owner Trust                                        | HAROT 2023-1 A3                | CUSIP: 43815JAC7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1252506 | PA      | $1255532.02     | 0.00%             | 2027-04-21      | Fixed         | 5.04%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8011                      | CUSIP: 3132DV3U7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8762630 | PA      | $7990121.28     | 0.00%             | 2049-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5270                      | CUSIP: 3133KL2B2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7534789 | PA      | $6612442.84     | 0.00%             | 2051-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389AU7<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $4936956.66     | 0.00%             | 2040-09-30      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAR6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |     6000000 | PA      | $6024245.83     | 0.00%             | 2027-10-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97620                      | CUSIP: 312946PD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1159961 | PA      | $1150076.74     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Municipal Power Inc                                                     | AMERN MUN PWR-B-BABS           | CUSIP: 02765UEJ9<br>LEI: EARKGGZJJEMVD66XQ486 | Long             | DBT              | MUN               | US        |     3625000 | PA      | $4304312.68     | 0.00%             | 2041-02-15      | Fixed         | 7.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4330                      | CUSIP: 3140XKY46<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7403993 | PA      | $6761424.91     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Kroger Co/The                                                                    | KROGER CO                      | CUSIP: 501044DF5<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |    14619000 | PA      | $11105336.97    | 0.00%             | 2046-10-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PG&E Recovery Funding LLC                                                        | PG&E RECOV FND                 | CUSIP: 71710TAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4970000 | PA      | $4863800.37     | 0.00%             | 2049-07-15      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78826                      | CUSIP: 31288HYX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1511 | PA      | $1517.25        | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Baptist Healthcare System Obligated Group                                        | BAPTIST HEALTH                 | CUSIP: 06684QAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     7250000 | PA      | $4933501.41     | 0.00%             | 2050-08-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| Texas Natural Gas Securitization Finance Corp                                    | TX NATURAL GAS SECZ            | CUSIP: 88258MAB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    19715000 | PA      | $19914222.05    | 0.01%             | 2041-04-01      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-A                                         | WOART 2024-A A4                | CUSIP: 98164RAE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1517829.60     | 0.00%             | 2029-10-15      | Fixed         | 4.84%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J14198                      | CUSIP: 3128PTUX1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      106564 | PA      | $106139.76      | 0.00%             | 2026-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| SCE Recovery Funding LLC                                                         | SCE REC FUND                   | CUSIP: 78433LAG1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     3897726 | PA      | $3783114.68     | 0.00%             | 2042-06-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Northrop Grumman Corp                                                            | NORTHROP GRUMMAN               | CUSIP: 666807BJ0<br>LEI: RIMU48P07456QXSO0R61 | Long             | DBT              | CORP              | US        |     5275000 | PA      | $4166468.04     | 0.00%             | 2045-04-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08341                      | CUSIP: 3128MJLX6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128936 | PA      | $130592.92      | 0.00%             | 2039-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 840962                      | CUSIP: 31407UJF5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       25369 | PA      | $26197.94       | 0.00%             | 2035-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Snap-on Inc                                                                      | SNAP-ON INC                    | CUSIP: 833034AL5<br>LEI: HHWAT5TDOYZMM26KKQ73 | Long             | DBT              | CORP              | US        |     4600000 | PA      | $3707424.38     | 0.00%             | 2048-03-01      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4866                      | CUSIP: 3140XLMQ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12474154 | PA      | $12400011.18    | 0.00%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| American Airlines 2015-2 Class AA Pass Through Trust                             | AM AIRLN 15-2 AA               | CUSIP: 02377BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      602295 | PA      | $585969.19      | 0.00%             | 2029-03-22      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 745466                      | CUSIP: 31403DFF1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       28380 | PA      | $29369.16       | 0.00%             | 2036-04-01      | Floating      | 6.66%                 | No            |                  2 | On Loan: No      |
| Japan International Cooperation Agency                                           | JAPAN INT'L COOP               | CUSIP: 47109LAE4<br>LEI: 254900XEIG78M2AJB031 | Long             | DBT              | NUSS              | JP        |     3700000 | PA      | $3233024.10     | 0.00%             | 2031-04-28      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB6649                      | CUSIP: 31417DL76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      429259 | PA      | $420994.03      | 0.00%             | 2027-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CANADIAN NATL RE               | CUSIP: 136385BA8<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     9000000 | PA      | $8261495.77     | 0.00%             | 2030-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K057 A2                   | CUSIP: 3137BRQJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8909912 | PA      | $8759470.62     | 0.00%             | 2026-07-25      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2548                      | CUSIP: 3132DPZM3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10598155 | PA      | $10026060.26    | 0.00%             | 2052-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5119                      | CUSIP: 3132DSVL3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    17829825 | PA      | $18008005.49    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698392                      | CUSIP: 36296Q2Z1<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      320786 | PA      | $310926.42      | 0.00%             | 2039-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 932122                      | CUSIP: 31412QSK6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      122694 | PA      | $120053.42      | 0.00%             | 2035-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0731                      | CUSIP: 3140XFY54<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    27372950 | PA      | $22037904.60    | 0.01%             | 2052-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                                          | FED HOME LN BANK               | CUSIP: 3130AYPN0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |    13175000 | PA      | $13229004.33    | 0.00%             | 2027-01-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Grand Parkway Transportation Corp                                                | GRAND PARKWAY-E                | CUSIP: 38611TAV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      190000 | PA      | $187605.51      | 0.00%             | 2042-10-01      | Fixed         | 5.18%                 | No            |                  2 | On Loan: No      |
| Capital One Financial Corp                                                       | CAPITAL ONE FINL               | CUSIP: 14040HCV5<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $6133158.71     | 0.00%             | 2030-07-26      | Variable      | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QX3134                      | CUSIP: 31425XPU7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6055138 | PA      | $5935417.36     | 0.00%             | 2055-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1876                      | CUSIP: 3132DPCM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6804721 | PA      | $6834447.18     | 0.00%             | 2052-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DU7<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     7175000 | PA      | $7049045.95     | 0.00%             | 2034-02-10      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111EH2<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     2050000 | PA      | $2101118.47     | 0.00%             | 2035-03-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C66953                      | CUSIP: 31287SWN3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4258 | PA      | $4496.35        | 0.00%             | 2032-05-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| HA Sustainable Infrastructure Capital Inc                                        | HA SUST INF CAP                | CUSIP: 41068XAF7<br>LEI: 254900ZZRL7MWL1X8E92 | Long             | DBT              | CORP              | US        |    10350000 | PA      | $10359312.48    | 0.00%             | 2034-07-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JAH7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |     3500000 | PA      | $3433139.35     | 0.00%             | 2040-09-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE0548                      | CUSIP: 31419ATE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1718842 | PA      | $1702076.38     | 0.00%             | 2040-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2021-M3G A2                | CUSIP: 3136BG3C3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12050000 | PA      | $10326511.40    | 0.00%             | 2031-01-25      | Variable      | 1.29%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AJ7<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     5375000 | PA      | $5308385.78     | 0.00%             | 2027-07-06      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                                                   | ONCOR ELECTRIC D               | CUSIP: 68233JCF9<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |      600000 | PA      | $579168.36      | 0.00%             | 2032-06-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4256                      | CUSIP: 31418DWS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63709951 | PA      | $53222025.25    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CLS8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   916007000 | PA      | $918583269.69   | 0.29%             | 2026-10-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5263                      | CUSIP: 31418EZ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1685193 | PA      | $1567630.31     | 0.00%             | 2054-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Choice Hotels International Inc                                                  | CHOICE HOTELS                  | CUSIP: 169905AG1<br>LEI: 5493003CYRY5RFGTIR97 | Long             | DBT              | CORP              | US        |     1650000 | PA      | $1531137.38     | 0.00%             | 2031-01-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C91912                      | CUSIP: 3128P8DR9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12271131 | PA      | $11645592.97    | 0.00%             | 2037-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2870                      | CUSIP: 3140X6FL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63188313 | PA      | $55789012.48    | 0.02%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Instruments Inc                                                            | TEXAS INSTRUMENT               | CUSIP: 882508CC6<br>LEI: WDJNR2L6D8RWOEB8T652 | Long             | DBT              | CORP              | US        |    13262000 | PA      | $12228993.17    | 0.00%             | 2053-03-14      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| PPG Industries Inc                                                               | PPG INDUSTRIES                 | CUSIP: 693506BS5<br>LEI: 549300BKPEP01R3V6C59 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4555315.40     | 0.00%             | 2030-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Canadian Natural Resources Ltd                                                   | CAN NATURAL RES                | CUSIP: 136385AE1<br>LEI: 549300T15RIMIKZC5Q38 | Long             | DBT              | CORP              | CA        |     3845000 | PA      | $4080753.98     | 0.00%             | 2033-06-30      | Fixed         | 6.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3358                      | CUSIP: 31418CWU4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12077510 | PA      | $11730721.18    | 0.00%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5199                        | CUSIP: 36202FX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      113815 | PA      | $112907.06      | 0.00%             | 2026-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                                                      | HONEYWELL INTL                 | CUSIP: 438516BL9<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | DBT              | CORP              | US        |    14375000 | PA      | $14057405.99    | 0.00%             | 2026-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2259                      | CUSIP: 3140X5QM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3081578 | PA      | $3002724.84     | 0.00%             | 2048-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JobsOhio Beverage System                                                         | JOBSOHIO BEVERAGE SYS          | CUSIP: 47770VBQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3165000 | PA      | $2604815.26     | 0.00%             | 2038-01-01      | Fixed         | 2.83%                 | No            |                  2 | On Loan: No      |
| Air Products and Chemicals Inc                                                   | AIR PROD & CHEM                | CUSIP: 009158BJ4<br>LEI: 7QEON6Y1RL5XR3R1W237 | Long             | DBT              | CORP              | US        |     7900000 | PA      | $8035680.44     | 0.00%             | 2031-02-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A58269                      | CUSIP: 3128KMFJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       52918 | PA      | $54767.37       | 0.00%             | 2037-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5421                      | CUSIP: 31418FAX5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    95267205 | PA      | $96897084.33    | 0.03%             | 2054-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024                                                      | JDOT 2024-A A3                 | CUSIP: 47800RAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3600000 | PA      | $3633255.36     | 0.00%             | 2028-11-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06193                      | CUSIP: 3128M8GA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      233694 | PA      | $242341.71      | 0.00%             | 2040-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| RPM International Inc                                                            | RPM INTL INC                   | CUSIP: 749685AV5<br>LEI: 549300TJCKW4BRXPJ474 | Long             | DBT              | CORP              | US        |     5890000 | PA      | $5819253.38     | 0.00%             | 2027-03-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 698386                      | CUSIP: 36296Q2T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      676185 | PA      | $669196.60      | 0.00%             | 2039-07-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A50801                      | CUSIP: 3128KC3J4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2886 | PA      | $3026.27        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Intuit Inc                                                                       | INTUIT INC                     | CUSIP: 46124HAG1<br>LEI: VI90HBPH7XSFMB9E4M29 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10349750.90    | 0.00%             | 2033-09-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VEA8<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    30833000 | PA      | $29953907.79    | 0.01%             | 2033-08-10      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZE3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    91965000 | PA      | $87108098.44    | 0.03%             | 2027-03-31      | Fixed         | 0.62%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | MERRILL LYNCH                  | CUSIP: 59023VAA8<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    18175000 | PA      | $21702579.85    | 0.01%             | 2038-05-14      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| Westlake Corp                                                                    | WESTLAKE CHEM                  | CUSIP: 960413BA9<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $2792264.34     | 0.00%             | 2061-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058KL6<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    56150000 | PA      | $55746091.04    | 0.02%             | 2029-09-21      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BV3<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     8955000 | PA      | $9270079.99     | 0.00%             | 2033-03-01      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp                                | NATL RURAL UTIL                | CUSIP: 637432NV3<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |     4700000 | PA      | $4323068.30     | 0.00%             | 2030-03-15      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05179                      | CUSIP: 3128M7CQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      311694 | PA      | $322960.89      | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0939                      | CUSIP: 3138EHBH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      217073 | PA      | $215184.27      | 0.00%             | 2039-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737274                      | CUSIP: 3620ARCK5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      156322 | PA      | $154599.81      | 0.00%             | 2040-05-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40328                      | CUSIP: 3128K0LH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        4454 | PA      | $4607.78        | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA7648                      | CUSIP: 36179WP93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    64719346 | PA      | $52797595.74    | 0.02%             | 2051-10-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fifth Third Auto Trust 2023-1                                                    | FITAT 2023-1 A4                | CUSIP: 31680EAE1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1380000 | PA      | $1408764.31     | 0.00%             | 2031-02-17      | Fixed         | 5.52%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBF4<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |     5808000 | PA      | $5374356.75     | 0.00%             | 2030-05-01      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| M&T Bank Corp                                                                    | M&T BANK CORP                  | CUSIP: 55261FAY0<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4575543.07     | 0.00%             | 2031-07-08      | Variable      | 5.18%                 | No            |                  2 | On Loan: No      |
| Freeport-McMoRan Inc                                                             | FREEPORT-MCMORAN               | CUSIP: 35671DCH6<br>LEI: 549300IRDTHJQ1PVET45 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7443273.09     | 0.00%             | 2030-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Vodafone Group PLC                                                               | VODAFONE GROUP                 | CUSIP: 92857WBY5<br>LEI: 213800TB53ELEUKM7Q61 | Long             | DBT              | CORP              | GB        |    22910000 | PA      | $21597585.02    | 0.01%             | 2053-02-10      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Entergy Louisiana LLC                                                            | ENTERGY LA LLC                 | CUSIP: 29364WAX6<br>LEI: 0V5453U14HDZO63CGH17 | Long             | DBT              | CORP              | US        |     6055000 | PA      | $5588186.61     | 0.00%             | 2031-06-01      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAR1<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     2219000 | PA      | $2178814.04     | 0.00%             | 2028-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| San Diego Gas & Electric Co                                                      | SAN DIEGO G & E                | CUSIP: 797440CB8<br>LEI: KNIRVXKVNJJ4P8OTMS63 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $5400188.99     | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A53411                      | CUSIP: 3128KFYG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12356 | PA      | $13014.42       | 0.00%             | 2036-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2023-2                                    | SDART 2023-2 C                 | CUSIP: 80287JAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      875000 | PA      | $886691.40      | 0.00%             | 2030-12-16      | Fixed         | 5.47%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS4761                      | CUSIP: 3140XLJF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11369450 | PA      | $9622165.60     | 0.00%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XAM2<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |    20295000 | PA      | $19897729.22    | 0.01%             | 2027-01-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8262                      | CUSIP: 3132D6FB1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14265082 | PA      | $14401745.57    | 0.00%             | 2038-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBQ2<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |    15341000 | PA      | $13887971.26    | 0.00%             | 2030-08-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C20                                                    | BBCMS 2023-C20 AS              | CUSIP: 07336DBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      875000 | PA      | $907400.90      | 0.00%             | 2056-07-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 947624                      | CUSIP: 31413KG96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8553 | PA      | $9018.20        | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Arizona Public Service Co                                                        | ARIZONA PUB SERV               | CUSIP: 040555DH4<br>LEI: YG6VT0TPHRH4TFVAQV64 | Long             | DBT              | CORP              | US        |     5311000 | PA      | $5479955.74     | 0.00%             | 2034-08-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769JD7<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |     7225000 | PA      | $6659320.20     | 0.00%             | 2029-09-14      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6202                      | CUSIP: 3138WF3L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9930581 | PA      | $9179238.16     | 0.00%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280EF2<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    20325000 | PA      | $20713614.01    | 0.01%             | 2028-05-17      | Variable      | 5.60%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-C Owner Trust                                       | TAOT 2024-C A4                 | CUSIP: 89237QAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4200000 | PA      | $4267698.54     | 0.00%             | 2029-11-15      | Fixed         | 4.83%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                                           | UNITEDHEALTH GRP               | CUSIP: 91324PCX8<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |    14950000 | PA      | $12000806.30    | 0.00%             | 2047-01-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Santander Drive Auto Receivables Trust 2022-2                                    | SDART 2022-2 B                 | CUSIP: 80286MAD0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      222839 | PA      | $222693.96      | 0.00%             | 2027-09-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority                            | PA ECON DEV-TXBL               | CUSIP: 70869PRR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     7675000 | PA      | $7561169.77     | 0.00%             | 2054-06-01      | Fixed         | 5.69%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C4 Mortgage Trust                                                       | BMO 2023-C4 AS                 | CUSIP: 05610CAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      681000 | PA      | $693295.73      | 0.00%             | 2056-02-15      | Variable      | 5.54%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PBP2<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $12877810.97    | 0.00%             | 2033-05-01      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Wisconsin Electric Power Co                                                      | WISCONSIN ELECTR               | CUSIP: 976656CN6<br>LEI: AENKIFMULUAWOUU8Q584 | Long             | DBT              | CORP              | US        |    10997000 | PA      | $11108452.27    | 0.00%             | 2032-09-30      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Juniper Networks Inc                                                             | JUNIPER NETWORKS               | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |     9025000 | PA      | $8772481.09     | 0.00%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAY6<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    14400000 | PA      | $14145815.72    | 0.00%             | 2028-01-17      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| FirstEnergy Transmission LLC                                                     | FIRSTENERGY TRAN               | CUSIP: 33767BAG4<br>LEI: 549300AINIIPOLYX2R63 | Long             | DBT              | CORP              | US        |     7350000 | PA      | $7353946.43     | 0.00%             | 2030-01-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4979                      | CUSIP: 31418EQ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    90762243 | PA      | $91045275.77    | 0.03%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB2281                      | CUSIP: 3140QMRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14883056 | PA      | $11926505.46    | 0.00%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769KK9<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    41528000 | PA      | $41377442.98    | 0.01%             | 2030-07-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ7821                      | CUSIP: 3140E0VP7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1333096 | PA      | $1232235.06     | 0.00%             | 2045-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3416                      | CUSIP: 31418CYN8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6917259 | PA      | $6716477.81     | 0.00%             | 2048-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200KA8<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    29255000 | PA      | $28430073.23    | 0.01%             | 2029-05-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280AM1<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |     5325000 | PA      | $5629559.97     | 0.00%             | 2042-01-14      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5170                      | CUSIP: 3140XLW87<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    19541962 | PA      | $19576031.55    | 0.01%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AY0000                      | CUSIP: 3138YDAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      357684 | PA      | $341995.16      | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBS3<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    24000000 | PA      | $21624893.40    | 0.01%             | 2031-03-25      | Fixed         | 2.73%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BE3625                      | CUSIP: 3140FPA33<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1586044 | PA      | $1460096.83     | 0.00%             | 2047-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2016-M5 A2                 | CUSIP: 3136AR5S3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6317732 | PA      | $6216154.98     | 0.00%             | 2026-04-25      | Fixed         | 2.47%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C25558                      | CUSIP: 31293PE76<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3132 | PA      | $3184.82        | 0.00%             | 2029-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EP4<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    13470000 | PA      | $9095678.58     | 0.00%             | 2049-09-24      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 252437                      | CUSIP: 31371HLS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         394 | PA      | $397.11         | 0.00%             | 2029-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AU6739                      | CUSIP: 3138X6PZ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      786224 | PA      | $734280.45      | 0.00%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Broadcom Inc                                                                     | BROADCOM INC                   | CUSIP: 11135FAS0<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |    26650000 | PA      | $25830057.37    | 0.01%             | 2032-11-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BJ1<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     6425000 | PA      | $5860106.04     | 0.00%             | 2036-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DX1<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |    13004000 | PA      | $12761734.00    | 0.00%             | 2034-09-10      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2025-3 A                 | CUSIP: 02582JKR0<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |     7500000 | PA      | $7606554.75     | 0.00%             | 2032-04-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS3581                      | CUSIP: 3140XJ6T5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14658790 | PA      | $15153511.18    | 0.00%             | 2053-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Hewlett Packard Enterprise Co                                                    | HP ENTERPRISE                  | CUSIP: 42824CBV0<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |    42359000 | PA      | $41099234.73    | 0.01%             | 2034-10-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| MetLife Inc                                                                      | METLIFE INC                    | CUSIP: 59156RBN7<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | DBT              | CORP              | US        |     1835000 | PA      | $1501019.58     | 0.00%             | 2045-03-01      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| PacifiCorp                                                                       | PACIFICORP                     | CUSIP: 695114CU0<br>LEI: SGY07Y7FNYBNLM6Z1M11 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14493392.30    | 0.00%             | 2029-06-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08583                      | CUSIP: 3128MJUH1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      996806 | PA      | $982202.17      | 0.00%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV2674                      | CUSIP: 3140MF6L2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2220883 | PA      | $1930282.60     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8T2<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    21404000 | PA      | $21708472.45    | 0.01%             | 2031-08-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Ovintiv Inc                                                                      | OVINTIV INC                    | CUSIP: 69047QAD4<br>LEI: 2549003MEX7YMKLGI239 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4139491.55     | 0.00%             | 2053-07-15      | Fixed         | 7.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK7109                      | CUSIP: 3140HL3T1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15688 | PA      | $14807.01       | 0.00%             | 2048-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips                                                                   | CONOCOPHILLIPS                 | CUSIP: 20825CAF1<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | DBT              | CORP              | US        |     3625000 | PA      | $3908988.43     | 0.00%             | 2032-10-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081FQ5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    19054000 | PA      | $15171652.75    | 0.00%             | 2048-03-01      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Kreditanstalt fuer Wiederaufbau                                                  | KFW                            | CUSIP: 500769HS6<br>LEI: 549300GDPG70E3MBBU98 | Long             | DBT              | CORP              | DE        |    18635000 | PA      | $18225007.75    | 0.01%             | 2028-04-03      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G05149                      | CUSIP: 3128M7BS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       23468 | PA      | $25341.00       | 0.00%             | 2038-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5687                      | CUSIP: 3140QRJ95<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11063933 | PA      | $11264393.78    | 0.00%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 747576                      | CUSIP: 31403FQ56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       24931 | PA      | $25653.50       | 0.00%             | 2033-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PBK0<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    18000000 | PA      | $18071497.32    | 0.01%             | 2027-08-01      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Charter Communications Operating LLC / Charter Communications Operating Capital  | CHARTER COMM OPT               | CUSIP: 161175CL6<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5675000 | PA      | $4797049.51     | 0.00%             | 2063-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Coca-Cola Co/The                                                                 | COCA-COLA CO/THE               | CUSIP: 191216DK3<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | DBT              | CORP              | US        |    19400000 | PA      | $17250710.50    | 0.01%             | 2031-03-05      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058LL5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    34315000 | PA      | $33359882.22    | 0.01%             | 2034-08-28      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5436                      | CUSIP: 3140QRBE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14687155 | PA      | $14563141.31    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS2509                      | CUSIP: 3140XHYF8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15265098 | PA      | $14331360.73    | 0.00%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4531                      | CUSIP: 3140X8A98<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2960863 | PA      | $2593792.41     | 0.00%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| ConocoPhillips Co                                                                | CONOCOPHIL CO                  | CUSIP: 20826FBE5<br>LEI: 6VJJ5GQWIRDQ06DUXG89 | Long             | DBT              | CORP              | US        |    12470000 | PA      | $11514870.99    | 0.00%             | 2053-05-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3377                      | CUSIP: 31418CXF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       20791 | PA      | $18382.06       | 0.00%             | 2048-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AO4133                      | CUSIP: 3138LUSX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2639199 | PA      | $2482318.88     | 0.00%             | 2042-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3726                        | CUSIP: 36202ED71<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       37288 | PA      | $39081.30       | 0.00%             | 2035-06-20      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A56498                      | CUSIP: 3128KKGF0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       59715 | PA      | $62838.92       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA5287                      | CUSIP: 3133KL2U0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7347611 | PA      | $5867327.43     | 0.00%             | 2051-05-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Conagra Brands Inc                                                               | CONAGRA BRANDS                 | CUSIP: 205887CD2<br>LEI: 54930035UDEIH090K650 | Long             | DBT              | CORP              | US        |    21530000 | PA      | $20591954.86    | 0.01%             | 2038-11-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8324                      | CUSIP: 3140XCHA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6267715 | PA      | $5883504.96     | 0.00%             | 2036-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4356                      | CUSIP: 31418DZW5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   117508348 | PA      | $98017250.41    | 0.03%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Synchrony Card Funding LLC                                                       | SYNIT 2024-A2 A                | CUSIP: 87166PAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    16300000 | PA      | $16539655.64    | 0.01%             | 2030-07-15      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CV5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |    38815000 | PA      | $38282981.20    | 0.01%             | 2040-05-01      | Fixed         | 5.71%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2023-2                                     | GMALT 2023-2 A4                | CUSIP: 362548AE9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      425000 | PA      | $425510.60      | 0.00%             | 2027-05-20      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BK5507                      | CUSIP: 3617J6DL5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       73325 | PA      | $70832.67       | 0.00%             | 2049-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AA5897                      | CUSIP: 36178DRS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     1158633 | PA      | $1049200.29     | 0.00%             | 2042-12-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5202                        | CUSIP: 36202FX76<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5457548 | PA      | $5098079.87     | 0.00%             | 2041-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA2654                      | CUSIP: 3133KH5P7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2206717 | PA      | $2140595.87     | 0.00%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mosaic Co/The                                                                    | MOSAIC CO                      | CUSIP: 61945CAE3<br>LEI: 2YD5STGSJNMUB7H76907 | Long             | DBT              | CORP              | US        |     6400000 | PA      | $6136112.12     | 0.00%             | 2043-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Entergy Arkansas LLC                                                             | ENTERGY ARKANSAS               | CUSIP: 29366MAD0<br>LEI: 549300A0I5ONUIFMLP35 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1536302.76     | 0.00%             | 2033-01-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Southwestern Public Service Co                                                   | SOUTHWESTERN PUB               | CUSIP: 845743BS1<br>LEI: OL6FE7QD5EQ3DOYEO258 | Long             | DBT              | CORP              | US        |     1422000 | PA      | $1139051.95     | 0.00%             | 2048-11-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Hershey Co/The                                                                   | HERSHEY COMPANY                | CUSIP: 427866AW8<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | DBT              | CORP              | US        |      300000 | PA      | $218553.01      | 0.00%             | 2046-08-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Cardinal Health Inc                                                              | CARDINAL HEALTH                | CUSIP: 14149YBQ0<br>LEI: CCU46N3GJMF4OK4N7U60 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5025666.71     | 0.00%             | 2026-11-15      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAL7<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     9541000 | PA      | $8810873.62     | 0.00%             | 2030-06-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Canadian Pacific Railway Co                                                      | CANADIAN PACIFIC               | CUSIP: 13648TAE7<br>LEI: 54930036474DURYNB481 | Long             | DBT              | CORP              | CA        |     5525000 | PA      | $5047661.11     | 0.00%             | 2045-08-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Sysco Corp                                                                       | SYSCO CORP                     | CUSIP: 871829BM8<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |     8415000 | PA      | $9181960.89     | 0.00%             | 2040-04-01      | Fixed         | 6.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5378                      | CUSIP: 3140XL6Q6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15965938 | PA      | $12809238.90    | 0.00%             | 2052-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| AEP Transmission Co LLC                                                          | AEP TRANSMISSION               | CUSIP: 00115AAE9<br>LEI: 549300X123Z1I0LA3Y84 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2954585.17     | 0.00%             | 2026-12-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Extra Space Storage LP                                                           | EXTRA SPACE STOR               | CUSIP: 30225VAJ6<br>LEI: 549300YNKSKNZFR8UC42 | Long             | DBT              | CORP              | US        |     7630000 | PA      | $7882315.28     | 0.00%             | 2028-04-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA3599                      | CUSIP: 36179R7L7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3669291 | PA      | $3606467.49     | 0.00%             | 2046-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tencent Music Entertainment Group                                                | TENCENT MUSIC                  | CUSIP: 88034PAB5<br>LEI: 213800XTZK2GOHQTYK41 | Long             | DBT              | CORP              | KY        |     5630000 | PA      | $4978074.06     | 0.00%             | 2030-09-03      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Darden Restaurants Inc                                                           | DARDEN RESTAURAN               | CUSIP: 237194AM7<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |     3850000 | PA      | $3133471.16     | 0.00%             | 2048-02-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG J16933                      | CUSIP: 3128PWV21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      299365 | PA      | $296353.95      | 0.00%             | 2026-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Parker-Hannifin Corp                                                             | PARKER-HANNIFIN                | CUSIP: 70109HAJ4<br>LEI: 5493002CONDB4N2HKI23 | Long             | DBT              | CORP              | US        |     4050000 | PA      | $4395842.66     | 0.00%             | 2038-05-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS1580                      | CUSIP: 3140XGXJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13975126 | PA      | $13643725.92    | 0.00%             | 2049-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eni USA Inc                                                                      | LASMO (USA) INC                | CUSIP: 51808BAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     1095000 | PA      | $1164957.23     | 0.00%             | 2027-11-15      | Fixed         | 7.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7479                      | CUSIP: 3140XBJZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18661537 | PA      | $18125696.99    | 0.01%             | 2050-01-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS4328                      | CUSIP: 3138WDY21<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41330 | PA      | $40429.51       | 0.00%             | 2030-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Indiana LLC                                                          | DUKE ENERGY IND                | CUSIP: 26443TAB2<br>LEI: 6URPHM2EAWGJ2C6ISB97 | Long             | DBT              | CORP              | US        |     7635000 | PA      | $5185804.39     | 0.00%             | 2049-10-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Motorola Solutions Inc                                                           | MOTOROLA SOLUTIO               | CUSIP: 620076BU2<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |     5700000 | PA      | $5120715.13     | 0.00%             | 2031-05-24      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8253                      | CUSIP: 3133KQE28<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14777490 | PA      | $14915931.25    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3606                      | CUSIP: 3140QPAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11684224 | PA      | $10537306.75    | 0.00%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NEF4<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    20280000 | PA      | $18779728.33    | 0.01%             | 2053-05-15      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5676                      | CUSIP: 31418FJW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5593341 | PA      | $5882670.60     | 0.00%             | 2055-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BM2<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |    11668000 | PA      | $11880862.86    | 0.00%             | 2035-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| AmeriCredit Automobile Receivables Trust 2024-1                                  | AMCAR 2024-1 B                 | CUSIP: 023947AE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3046752.90     | 0.00%             | 2029-06-18      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM3812                      | CUSIP: 3140X7GW3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5063180 | PA      | $4742338.00     | 0.00%             | 2047-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Export-Import Bank of Korea                                                      | EXP-IMP BK KOREA               | CUSIP: 302154EL9<br>LEI: 549300APVP4R32PI3Y06 | Long             | DBT              | NUSS              | KR        |     6100000 | PA      | $6369914.78     | 0.00%             | 2035-01-14      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8J4<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    31150000 | PA      | $26253287.64    | 0.01%             | 2052-08-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299BN3<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |    42275000 | PA      | $32262223.61    | 0.01%             | 2032-09-29      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Constellation Energy Generation LLC                                              | CONSTL ENRGY GEN               | CUSIP: 210385AC4<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    19200000 | PA      | $20309624.22    | 0.01%             | 2033-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA5423                      | CUSIP: 3140QDAZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2161088 | PA      | $1893168.87     | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Trane Technologies Financing Ltd                                                 | TRANE TECH                     | CUSIP: 892938AB7<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |     2620000 | PA      | $2658187.18     | 0.00%             | 2034-06-13      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Philippine Government International Bond                                         | PHILIPPINES(REP)               | CUSIP: 718286DB0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PH        |     8000000 | PA      | $7869187.43     | 0.00%             | 2049-05-14      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| HSBC Holdings PLC                                                                | HSBC HOLDINGS                  | CUSIP: 404280DV8<br>LEI: MLU0ZO3ML4LN2LL2TL39 | Long             | DBT              | CORP              | GB        |    46074000 | PA      | $49261251.73    | 0.02%             | 2034-03-09      | Variable      | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4282                      | CUSIP: 3132E0XK3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10341609 | PA      | $10428798.23    | 0.00%             | 2053-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS5749                      | CUSIP: 3140XML79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    49016915 | PA      | $50629287.48    | 0.02%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Province of Ontario Canada                                                       | ONTARIO PROVINCE               | CUSIP: 683234AW8<br>LEI: C7PVKCRGLG18EBQGZV36 | Long             | DBT              | NUSS              | CA        |    31925000 | PA      | $31605499.81    | 0.01%             | 2029-09-17      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 819296                      | CUSIP: 31406TGD7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1739 | PA      | $1796.11        | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6473                      | CUSIP: 36179VFN5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       26746 | PA      | $22776.50       | 0.00%             | 2050-02-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM4439                      | CUSIP: 3140X74Z9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24386095 | PA      | $21675295.52    | 0.01%             | 2049-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Oracle Corp                                                                      | ORACLE CORP                    | CUSIP: 68389XAW5<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |    11844000 | PA      | $9979850.22     | 0.00%             | 2044-07-08      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA5611                      | CUSIP: 31418FGV3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    32500919 | PA      | $30218359.62    | 0.01%             | 2055-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFC3<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    11327000 | PA      | $9572993.81     | 0.00%             | 2047-03-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL6031                      | CUSIP: 3138ENVZ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4183493 | PA      | $4027392.07     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BQ0<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     7650000 | PA      | $6549186.98     | 0.00%             | 2046-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust 2024-B                                            | MBALT 2024-B A4                | CUSIP: 58769GAE3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1350000 | PA      | $1347716.88     | 0.00%             | 2030-06-17      | Fixed         | 4.22%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD7501                      | CUSIP: 3132DVKN4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23762258 | PA      | $22524110.99    | 0.01%             | 2049-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                                                      | AMERICAN HONDA F               | CUSIP: 02665WDJ7<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4173785.45     | 0.00%             | 2027-01-08      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AI9852                      | CUSIP: 3138AP5N4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      724670 | PA      | $733132.12      | 0.00%             | 2041-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Potomac Electric Power Co                                                        | POTOMAC ELEC PWR               | CUSIP: 737679DB3<br>LEI: 549300BXF2DWUNN57U06 | Long             | DBT              | CORP              | US        |     4118000 | PA      | $4598622.25     | 0.00%             | 2037-11-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| BANK5 2023-5YR3                                                                  | BANK5 2023-5YR3 AS             | CUSIP: 06211EAP6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     3450000 | PA      | $3688449.86     | 0.00%             | 2056-09-15      | Variable      | 7.56%                 | No            |                  2 | On Loan: No      |
| Constellation Brands Inc                                                         | CONSTELLATION BR               | CUSIP: 21036PAS7<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |    13275000 | PA      | $13071125.74    | 0.00%             | 2027-05-09      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| California Institute of Technology                                               | CALTECH                        | CUSIP: 13034VAB0<br>LEI: 549300CITPNHOTVPHC04 | Long             | DBT              | CORP              | US        |     1606000 | PA      | $1373862.88     | 0.00%             | 2045-08-01      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA1224                      | CUSIP: 36179NLD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5140104 | PA      | $4776413.04     | 0.00%             | 2043-08-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G67705                      | CUSIP: 3132XCR23<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11093657 | PA      | $10584537.56    | 0.00%             | 2047-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Kellanova                                                                        | KELLOGG CO                     | CUSIP: 487836BW7<br>LEI: LONOZNOJYIBXOHXWDB86 | Long             | DBT              | CORP              | US        |     4850000 | PA      | $4878703.51     | 0.00%             | 2028-05-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Progress Energy Inc                                                              | PROGRESS ENERGY                | CUSIP: 743263AP0<br>LEI: 549300FBMTW0JYWMNB26 | Long             | DBT              | CORP              | US        |     4007000 | PA      | $4179578.43     | 0.00%             | 2039-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A35673                      | CUSIP: 31297RJS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9606 | PA      | $9726.61        | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS3392                      | CUSIP: 3138WCXW8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2347546 | PA      | $2246729.42     | 0.00%             | 2044-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8172                      | CUSIP: 3140QUCJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11972106 | PA      | $12536146.54    | 0.00%             | 2054-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Royalty Pharma PLC                                                               | ROYALTY PHARMA                 | CUSIP: 78081BAK9<br>LEI: 549300FGFN7VOK8BZR03 | Long             | DBT              | CORP              | GB        |    10200000 | PA      | $9035990.87     | 0.00%             | 2030-09-02      | Fixed         | 2.20%                 | No            |                  2 | On Loan: No      |
| Enbridge Energy Partners LP                                                      | ENBRIDGE ENERGY                | CUSIP: 29250RAT3<br>LEI: CZ6VG2MNE1J6YDI02G48 | Long             | DBT              | CORP              | US        |     9573000 | PA      | $9242840.08     | 0.00%             | 2040-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB0355                      | CUSIP: 3132CWMC5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4638488 | PA      | $4521885.22     | 0.00%             | 2035-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB3120                      | CUSIP: 3140QNPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    20207717 | PA      | $17487774.85    | 0.01%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2435                      | CUSIP: 31418BV52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      197398 | PA      | $176071.63      | 0.00%             | 2045-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 969457CA6<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |     7130000 | PA      | $6513033.70     | 0.00%             | 2052-08-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A15636                      | CUSIP: 31296QHM5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       19950 | PA      | $20182.56       | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                                          | NATL BANK CANADA               | CUSIP: 63307A2X2<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |    11000000 | PA      | $11420787.04    | 0.00%             | 2028-12-18      | Fixed         | 5.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QC9909                      | CUSIP: 3133AVAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      918110 | PA      | $767831.97      | 0.00%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 774987                      | CUSIP: 31404P6Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       86227 | PA      | $87146.70       | 0.00%             | 2034-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM3743                      | CUSIP: 3140J8ER0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4063484 | PA      | $3880960.05     | 0.00%             | 2047-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08722                      | CUSIP: 3128MJYU8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      541742 | PA      | $500382.57      | 0.00%             | 2046-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-166 A2                  | CUSIP: 3137HHJA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    29750000 | PA      | $29757154.88    | 0.01%             | 2034-10-25      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL9405                      | CUSIP: 3138ERNX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2546162 | PA      | $2393311.94     | 0.00%             | 2044-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357705                      | CUSIP: 31376KKS4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      128942 | PA      | $133006.06      | 0.00%             | 2035-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage Trust 2017-P8                                      | CGCMT 2017-P8 A3               | CUSIP: 17326DAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1300000 | PA      | $1269592.22     | 0.00%             | 2050-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9604                      | CUSIP: 36179YU51<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    26434263 | PA      | $26002956.13    | 0.01%             | 2054-04-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A68885                      | CUSIP: 3128L02S0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       43382 | PA      | $45747.45       | 0.00%             | 2037-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7227                      | CUSIP: 3140XBA59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15941461 | PA      | $15075949.25    | 0.00%             | 2049-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Alabama Economic Settlement Authority                                            | ALABAMA ECON SETTLEME          | CUSIP: 01026CAC5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |      400000 | PA      | $398871.04      | 0.00%             | 2025-09-15      | Fixed         | 3.16%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BC8973                      | CUSIP: 3617BC6J3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      262081 | PA      | $253501.10      | 0.00%             | 2047-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8502                      | CUSIP: 3132D6NT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8428304 | PA      | $7767352.11     | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Rogers Communications Inc                                                        | ROGERS COMMUNIC                | CUSIP: 775109BB6<br>LEI: 5493000M6Z4XFIP6PF03 | Long             | DBT              | CORP              | CA        |    10000000 | PA      | $8900825.53     | 0.00%             | 2044-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7505                      | CUSIP: 3138EQKT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3432082 | PA      | $3280064.53     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G15208                      | CUSIP: 3128MEAH4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      234341 | PA      | $227965.53      | 0.00%             | 2029-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL7620                      | CUSIP: 3138EQPE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1310517 | PA      | $1168933.24     | 0.00%             | 2045-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357969                      | CUSIP: 31376KT22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      183971 | PA      | $186073.98      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS3416                      | CUSIP: 3132A3YM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1887136 | PA      | $1776547.96     | 0.00%             | 2042-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Oesterreichische Kontrollbank AG                                                 | OESTER KONTROLBK               | CUSIP: 676167CL1<br>LEI: 5299000OVRLMF858L016 | Long             | DBT              | CORP              | AT        |     8800000 | PA      | $8888831.31     | 0.00%             | 2029-01-18      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust                        | AERCAP IRELAND                 | CUSIP: 00774MAV7<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    32000000 | PA      | $31177617.16    | 0.01%             | 2026-10-29      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081EC3<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    20550000 | PA      | $18812939.78    | 0.01%             | 2036-12-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                                        | ARCHER-DANIELS                 | CUSIP: 039483BQ4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | DBT              | CORP              | US        |    13325000 | PA      | $11374018.35    | 0.00%             | 2049-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1290                      | CUSIP: 3132DNNF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2182321 | PA      | $2102692.27     | 0.00%             | 2048-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 624084                      | CUSIP: 31389FJ52<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       15035 | PA      | $15392.72       | 0.00%             | 2032-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Carmax Select Receivables Trust 2024-A                                           | CMXS 2024-A A3                 | CUSIP: 14319FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1100000 | PA      | $1111948.86     | 0.00%             | 2028-11-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD5189                      | CUSIP: 3132DSXS6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18886492 | PA      | $19045721.63    | 0.01%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7453                      | CUSIP: 3140XBH78<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6082816 | PA      | $5586789.54     | 0.00%             | 2036-06-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 545120                      | CUSIP: 31385HSH6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3142 | PA      | $3304.92        | 0.00%             | 2031-08-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q55027                      | CUSIP: 3132XXSR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        2887 | PA      | $2807.99        | 0.00%             | 2048-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | FLORIDA PWR CORP               | CUSIP: 341099CR8<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $796853.49      | 0.00%             | 2042-11-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Dell Inc                                                                         | DELL INC                       | CUSIP: 24702RAF8<br>LEI: 3E70L4WYANTIWWIPHC81 | Long             | DBT              | CORP              | US        |     5200000 | PA      | $5550684.31     | 0.00%             | 2038-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7542                      | CUSIP: 3140XBLY4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7374044 | PA      | $6608569.17     | 0.00%             | 2036-05-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| CGI Inc                                                                          | CGI INC                        | CUSIP: 12532HAC8<br>LEI: 549300WSRCZY73ZG3090 | Long             | DBT              | CORP              | CA        |    11586000 | PA      | $11192848.30    | 0.00%             | 2026-09-14      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WBD6<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7609842.08     | 0.00%             | 2034-03-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Netflix Inc                                                                      | NETFLIX INC                    | CUSIP: 64110LAU0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |     6600000 | PA      | $6894269.89     | 0.00%             | 2029-11-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDP3<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    14475000 | PA      | $7869570.21     | 0.00%             | 2052-08-15      | Fixed         | 2.45%                 | No            |                  2 | On Loan: No      |
| Mizuho Financial Group Inc                                                       | MIZUHO FINANCIAL               | CUSIP: 60687YCZ0<br>LEI: 353800CI5L6DDAN5XZ33 | Long             | DBT              | CORP              | JP        |    29300000 | PA      | $30419433.78    | 0.01%             | 2029-07-06      | Variable      | 5.78%                 | No            |                  2 | On Loan: No      |
| FMC Corp                                                                         | FMC CORP                       | CUSIP: 302491AT2<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | DBT              | CORP              | US        |     7590000 | PA      | $7449884.22     | 0.00%             | 2026-10-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Carlisle Cos Inc                                                                 | CARLISLE COS INC               | CUSIP: 142339AH3<br>LEI: XR64VGX1ZPX6G7ZN7Z11 | Long             | DBT              | CORP              | US        |     3050000 | PA      | $3009114.34     | 0.00%             | 2027-12-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2022-4                                       | EART 2022-4A D                 | CUSIP: 30166BAF9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      425000 | PA      | $427496.37      | 0.00%             | 2028-12-15      | Fixed         | 5.98%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 724273                      | CUSIP: 3620AAT65<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      324198 | PA      | $327730.63      | 0.00%             | 2039-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                                                 | BANK OF NY MELLO               | CUSIP: 06406RBA4<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |     3400000 | PA      | $3297545.03     | 0.00%             | 2027-01-26      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Kennametal Inc                                                                   | KENNAMETAL INC                 | CUSIP: 489170AE0<br>LEI: 549300GZDSG25XUV0Y08 | Long             | DBT              | CORP              | US        |     6620000 | PA      | $6640846.26     | 0.00%             | 2028-06-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888344                      | CUSIP: 31410F5D3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      350464 | PA      | $354415.84      | 0.00%             | 2035-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Metropolitan Water Reclamation District of Greater Chicago                       | CHICAGO WTR TXB-BAB            | CUSIP: 167560PL9<br>LEI: 254900GOGQEZEWCZ4D37 | Long             | DBT              | MUN               | US        |     5135000 | PA      | $5307813.80     | 0.00%             | 2038-12-01      | Fixed         | 5.72%                 | No            |                  2 | On Loan: No      |
| Wisconsin Public Service Corp                                                    | WISCONSIN PUBLIC               | CUSIP: 976843BN1<br>LEI: 549300BJRHJVYNUMQZ30 | Long             | DBT              | CORP              | US        |     4045000 | PA      | $2485777.53     | 0.00%             | 2051-12-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5137                      | CUSIP: 3133KYV63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1552624 | PA      | $1280040.50     | 0.00%             | 2041-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA1237                      | CUSIP: 31418ALT3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2962804 | PA      | $2861116.00     | 0.00%             | 2032-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Corning Inc                                                                      | CORNING INC                    | CUSIP: 219350BL8<br>LEI: 549300X2937PB0CJ7I56 | Long             | DBT              | CORP              | US        |     3200000 | PA      | $3089872.76     | 0.00%             | 2068-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH#229          | CUSIP: 73358XDP4<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |    10000000 | PA      | $7149599.00     | 0.00%             | 2051-02-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZM8782                      | CUSIP: 3131Y3XK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      803128 | PA      | $783581.32      | 0.00%             | 2048-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                                       | ABBVIE INC                     | CUSIP: 00287YDX4<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $20367513.08    | 0.01%             | 2064-03-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM2007                      | CUSIP: 3140J6GR2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7123828 | PA      | $6730374.65     | 0.00%             | 2048-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN BL2164                      | CUSIP: 3617JEMM6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      590275 | PA      | $570213.82      | 0.00%             | 2049-01-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ7692                      | CUSIP: 3140E0RN7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3203224 | PA      | $2960869.26     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K741 A2                   | CUSIP: 3137FF3X3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24400000 | PA      | $23028183.20    | 0.01%             | 2027-12-25      | Fixed         | 1.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 945984                      | CUSIP: 31413HM96<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       12720 | PA      | $13731.88       | 0.00%             | 2037-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2023-C22                                                    | BBCMS 2023-C22 A5              | CUSIP: 05554FAD7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4400000 | PA      | $4896610.84     | 0.00%             | 2056-11-15      | Variable      | 6.80%                 | No            |                  2 | On Loan: No      |
| State of Wisconsin                                                               | WISCONSIN ST GEN FUND          | CUSIP: 977100GH3<br>LEI: 549300VTAT608CNZ5827 | Long             | DBT              | MUN               | US        |     3050000 | PA      | $3008585.27     | 0.00%             | 2027-05-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142FE8<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    14647000 | PA      | $12821551.72    | 0.00%             | 2053-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Eversource Energy                                                                | EVERSOURCE ENERG               | CUSIP: 30040WAP3<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Long             | DBT              | CORP              | US        |    14500000 | PA      | $13210959.01    | 0.00%             | 2032-03-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| TWDC Enterprises 18 Corp                                                         | WALT DISNEY CO                 | CUSIP: 25468PDM5<br>LEI: 7260JQNI6SCF9FIV2392 | Long             | DBT              | CORP              | US        |    20720000 | PA      | $20216132.24    | 0.01%             | 2026-07-30      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA9305                      | CUSIP: 36179YKS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    39741817 | PA      | $39953342.66    | 0.01%             | 2053-11-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Brookfield Finance Inc                                                           | BROOKFIELD FIN                 | CUSIP: 11271LAL6<br>LEI: 549300XH8D8K6OYWGD17 | Long             | DBT              | CORP              | CA        |     9500000 | PA      | $9493380.89     | 0.00%             | 2054-03-04      | Fixed         | 5.97%                 | No            |                  2 | On Loan: No      |
| Entergy Corp                                                                     | ENTERGY CORP                   | CUSIP: 29364GAJ2<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |     8900000 | PA      | $8752278.00     | 0.00%             | 2026-09-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AD9<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    51186000 | PA      | $51838317.41    | 0.02%             | 2032-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cummins Inc                                                                      | CUMMINS INC                    | CUSIP: 231021AV8<br>LEI: ZUNI8PYC725B6H8JU438 | Long             | DBT              | CORP              | US        |     8500000 | PA      | $8698692.81     | 0.00%             | 2029-02-20      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Host Hotels & Resorts LP                                                         | HOST HOTELS                    | CUSIP: 44107TBA3<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4382285.47     | 0.00%             | 2031-12-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp                                                             | WESTPAC BANKING                | CUSIP: 961214FG3<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |    11450000 | PA      | $11551635.43    | 0.00%             | 2033-08-10      | Variable      | 5.41%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A26753                      | CUSIP: 31297EQE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5372 | PA      | $5541.87        | 0.00%             | 2034-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                                       | FISERV INC                     | CUSIP: 337738BM9<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | DBT              | CORP              | US        |    12200000 | PA      | $12293276.06    | 0.00%             | 2030-03-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Eli Lilly & Co                                                                   | ELI LILLY & CO                 | CUSIP: 532457CF3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |    20005000 | PA      | $20182848.91    | 0.01%             | 2033-02-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH2621                      | CUSIP: 3140GQ4F0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      934250 | PA      | $909468.42      | 0.00%             | 2047-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM4413                      | CUSIP: 3140J83X9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7365995 | PA      | $7165999.88     | 0.00%             | 2047-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FX6<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     3300000 | PA      | $3171257.49     | 0.00%             | 2030-04-01      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FV1<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    14506000 | PA      | $14258729.84    | 0.00%             | 2026-11-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2015-GC34                                           | GSMS 2015-GC34 AAB             | CUSIP: 36250VAE2<br>LEI: 54930070360RBP384M53 | Long             | ABS-MBS          | CORP              | US        |          48 | PA      | $47.68          | 0.00%             | 2048-10-10      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBJ1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    16450000 | PA      | $14783891.95    | 0.00%             | 2046-05-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| IDEX Corp                                                                        | IDEX CORP                      | CUSIP: 45167RAG9<br>LEI: 549300U5Y5EL6PHYLF13 | Long             | DBT              | CORP              | US        |     2995000 | PA      | $2785204.94     | 0.00%             | 2030-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122EJ3<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3965433.70     | 0.00%             | 2044-02-22      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trustees of Princeton University/The                                             | PRINCETON UNIV                 | CUSIP: 89837LAG0<br>LEI: 549300PJZYINN64GDJ90 | Long             | DBT              | CORP              | US        |     7575000 | PA      | $4662686.83     | 0.00%             | 2050-07-01      | Fixed         | 2.52%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 61747YFY6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    36770000 | PA      | $37309270.54    | 0.01%             | 2029-04-12      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                                                 | BANK OF MONTREAL               | CUSIP: 06368LAQ9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |     1500000 | PA      | $1514300.56     | 0.00%             | 2027-09-14      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Brown & Brown Inc                                                                | BROWN & BROWN                  | CUSIP: 115236AK7<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |     2275000 | PA      | $2296403.28     | 0.00%             | 2030-06-23      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888016                      | CUSIP: 31410FSD8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      373705 | PA      | $385835.57      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8106                      | CUSIP: 3132D6AF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    36247979 | PA      | $32303956.38    | 0.01%             | 2036-06-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5166                      | CUSIP: 3140X8W45<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15762247 | PA      | $13808135.01    | 0.00%             | 2050-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Diageo Capital PLC                                                               | DIAGEO CAP PLC                 | CUSIP: 25243YBN8<br>LEI: 213800L23DJLALFC4O95 | Long             | DBT              | CORP              | GB        |    10325000 | PA      | $10854996.22    | 0.00%             | 2033-10-05      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc                      | ANHEUSER-BUSCH                 | CUSIP: 03522AAH3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    76511000 | PA      | $74652794.27    | 0.02%             | 2036-02-01      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 255411                      | CUSIP: 31371LVC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      356451 | PA      | $367089.28      | 0.00%             | 2034-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 785016                      | CUSIP: 3622AAN91<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      799414 | PA      | $776570.64      | 0.00%             | 2034-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513BT1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    16985000 | PA      | $14525346.31    | 0.00%             | 2031-12-01      | Fixed         | 1.95%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    29025000 | PA      | $29369733.69    | 0.01%             | 2035-07-23      | Variable      | 5.33%                 | No            |                  2 | On Loan: No      |
| Japan Bank for International Cooperation                                         | JAPAN BANK COOP                | CUSIP: 471048CY2<br>LEI: 549300TJ3QFYVCTSCJ29 | Long             | DBT              | NUSS              | JP        |     2325000 | PA      | $2394074.83     | 0.00%             | 2028-10-18      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Boeing Co/The                                                                    | BOEING CO                      | CUSIP: 097023CE3<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |     3718000 | PA      | $2897991.29     | 0.00%             | 2039-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5300                        | CUSIP: 36202F3H7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      562134 | PA      | $555514.58      | 0.00%             | 2027-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135CH7<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    30885000 | PA      | $29555828.71    | 0.01%             | 2032-04-13      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB4129                      | CUSIP: 3140QPST5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9048713 | PA      | $8687800.58     | 0.00%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| American Express Credit Account Master Trust                                     | AMXCA 2024-2 A                 | CUSIP: 02582JKF6<br>LEI: 549300Y4SA5G3GIJTP18 | Long             | ABS-CBDO         | CORP              | US        |    10100000 | PA      | $10507006.77    | 0.00%             | 2031-04-15      | Fixed         | 5.24%                 | No            |                  2 | On Loan: No      |
| Autodesk Inc                                                                     | AUTODESK INC                   | CUSIP: 052769AG1<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    10300000 | PA      | $9634472.49     | 0.00%             | 2030-01-15      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A23779                      | CUSIP: 31297BFU1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8235 | PA      | $8332.65        | 0.00%             | 2034-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AT1896                      | CUSIP: 3138WPDA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      106945 | PA      | $109289.85      | 0.00%             | 2041-12-01      | Floating      | 6.19%                 | No            |                  2 | On Loan: No      |
| Exeter Automobile Receivables Trust 2023-1                                       | EART 2023-1A D                 | CUSIP: 30168BAF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      450000 | PA      | $457700.00      | 0.00%             | 2029-06-15      | Fixed         | 6.69%                 | No            |                  2 | On Loan: No      |
| Regents of the University of California Medical Center Pooled Revenue            | UNIV OF CALIFORNIA CA          | CUSIP: 913366KD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     3275000 | PA      | $2018674.96     | 0.00%             | 2120-05-15      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFR0<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $7947225.00     | 0.00%             | 2050-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DG5<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    11385000 | PA      | $9691824.01     | 0.00%             | 2043-04-11      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 783406                      | CUSIP: 36241LYB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      246753 | PA      | $249435.22      | 0.00%             | 2040-09-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAX5<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |     4489000 | PA      | $2651723.67     | 0.00%             | 2050-09-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley                                                                   | MORGAN STANLEY                 | CUSIP: 6174468X0<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |    13850000 | PA      | $11842431.53    | 0.00%             | 2032-04-28      | Variable      | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE7738                      | CUSIP: 31419JS41<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      348050 | PA      | $352106.86      | 0.00%             | 2040-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Vale Overseas Ltd                                                                | VALE OVERSEAS                  | CUSIP: 91911TAR4<br>LEI: 254900BA3U6G5DNV5V04 | Long             | DBT              | CORP              | KY        |    15550000 | PA      | $16295724.59    | 0.01%             | 2033-06-12      | Fixed         | 6.12%                 | No            |                  2 | On Loan: No      |
| Quanta Services Inc                                                              | QUANTA SERVICES                | CUSIP: 74762EAL6<br>LEI: SHVRXXEACT60MMH07S24 | Long             | DBT              | CORP              | US        |     8100000 | PA      | $8197600.29     | 0.00%             | 2034-08-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 745230                      | CUSIP: 3620C04P0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      285819 | PA      | $276243.64      | 0.00%             | 2040-07-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sherwin-Williams Co/The                                                          | SHERWIN-WILLIAMS               | CUSIP: 824348AW6<br>LEI: Z15BMIOX8DDH0X2OBP21 | Long             | DBT              | CORP              | US        |    26435000 | PA      | $26077838.95    | 0.01%             | 2027-06-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                        | AGCO CORP                      | CUSIP: 001084AR3<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     4585000 | PA      | $4649841.20     | 0.00%             | 2027-03-21      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Take-Two Interactive Software Inc                                                | TAKE-TWO INTERAC               | CUSIP: 874054AH2<br>LEI: BOMSTHHJK882EWYX3334 | Long             | DBT              | CORP              | US        |     3540000 | PA      | $3354381.29     | 0.00%             | 2032-04-14      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Union Pacific Corp                                                               | UNION PAC CORP                 | CUSIP: 907818FJ2<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | DBT              | CORP              | US        |     2390000 | PA      | $2320342.62     | 0.00%             | 2027-02-05      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| International Bank for Reconstruction & Development                              | INT BK RECON&DEV               | CUSIP: 459058HJ5<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | N/A       |    12680000 | PA      | $11647830.81    | 0.00%             | 2029-10-23      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 955770                      | CUSIP: 31413UJP5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      147956 | PA      | $155880.04      | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS8142                      | CUSIP: 3140XQBL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    49058741 | PA      | $49089079.28    | 0.02%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QA7209                      | CUSIP: 3133A2AJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5537048 | PA      | $4998725.54     | 0.00%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Washington Gas Light Co                                                          | WASHINGTON GAS                 | CUSIP: 93884PDW7<br>LEI: DL22T1SB4DUBS063O841 | Long             | DBT              | CORP              | US        |     3550000 | PA      | $2669476.63     | 0.00%             | 2046-09-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Williams Cos Inc/The                                                             | WILLIAMS COS INC               | CUSIP: 96950FAF1<br>LEI: D71FAKCBLFS2O0RBPG08 | Long             | DBT              | CORP              | US        |    12920000 | PA      | $13731806.42    | 0.00%             | 2040-04-15      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2024-4 Owner Trust                                        | HAROT 2024-4 A3                | CUSIP: 43816DAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     4050000 | PA      | $4059369.27     | 0.00%             | 2029-05-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02558                      | CUSIP: 3128M4E74<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       13554 | PA      | $14258.87       | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Prudential Financial Inc                                                         | PRUDENTIAL FIN                 | CUSIP: 744320AW2<br>LEI: 5PRBRS5FEH7NREC8OR45 | Long             | DBT              | CORP              | US        |     1500000 | PA      | $1475725.43     | 0.00%             | 2047-09-15      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3181                      | CUSIP: 31418CRB2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3464846 | PA      | $3321801.80     | 0.00%             | 2037-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3293                      | CUSIP: 3142GTUT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33382479 | PA      | $33580467.17    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781319                      | CUSIP: 36225BPC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       10902 | PA      | $11215.97       | 0.00%             | 2031-07-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JBS USA Holding Lux Sarl / JBS USA Foods Group Holdings Inc / JBS USA Food Co    | JBS HLD/FOOD/GRP               | CUSIP: 472140AG7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    12500000 | PA      | $12540335.10    | 0.00%             | 2056-03-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| BANK 2018-BNK14                                                                  | BANK 2018-BN14 A3              | CUSIP: 06035RAR7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1990000 | PA      | $1956444.82     | 0.00%             | 2060-09-15      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Jersey Central Power & Light Co                                                  | JERSEY CENT P&L                | CUSIP: 476556DF9<br>LEI: 549300W9UGH9ZPLNPF79 | Long             | DBT              | CORP              | US        |     2725000 | PA      | $2719874.15     | 0.00%             | 2035-01-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GL5<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13297145.95    | 0.00%             | 2033-04-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Exxon Mobil Corp                                                                 | EXXON MOBIL CORP               | CUSIP: 30231GBM3<br>LEI: J3WHBG0MTS7O8ZVMDC91 | Long             | DBT              | CORP              | US        |    26183000 | PA      | $18554692.25    | 0.01%             | 2051-04-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank of Nova Scotia/The                                                          | BANK NOVA SCOTIA               | CUSIP: 06418GAD9<br>LEI: L3I9ZG2KFGXZ61BMYR72 | Long             | DBT              | CORP              | CA        |    25000000 | PA      | $25755164.70    | 0.01%             | 2028-06-12      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Centene Corp                                                                     | CENTENE CORP                   | CUSIP: 15135BAW1<br>LEI: 549300Z7JJ4TQSQGT333 | Long             | DBT              | CORP              | US        |    23030000 | PA      | $20580276.05    | 0.01%             | 2030-10-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Receivables Trust 2025-1                                      | MBART 2025-1 A4                | CUSIP: 58773DAE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     2500000 | PA      | $2559347.00     | 0.00%             | 2031-04-15      | Fixed         | 4.92%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4778                      | CUSIP: 36179TJX4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    15289147 | PA      | $14110259.30    | 0.00%             | 2047-10-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A37401                      | CUSIP: 31297TGJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5289 | PA      | $5474.02        | 0.00%             | 2035-09-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0062                      | CUSIP: 3140Q7B89<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      955994 | PA      | $904986.31      | 0.00%             | 2047-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| America Movil SAB de CV                                                          | AMERICA MOVIL SA               | CUSIP: 02364WBH7<br>LEI: 5493000FNR3UCEAONM59 | Long             | DBT              | CORP              | MX        |     9313000 | PA      | $9027666.37     | 0.00%             | 2029-04-22      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4643                      | CUSIP: 31418EER7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7153222 | PA      | $6487710.17     | 0.00%             | 2042-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810SZ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   894652100 | PA      | $515822851.41   | 0.16%             | 2051-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Children's Hospital/DC                                                           | CHILDREN'S HS/DC               | CUSIP: 16876DAA6<br>LEI: 549300C1PQZDYQ6KZS51 | Long             | DBT              | CORP              | US        |     4575000 | PA      | $2862026.55     | 0.00%             | 2050-07-15      | Fixed         | 2.93%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828X88<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   426780000 | PA      | $416193854.40   | 0.13%             | 2027-05-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL0762                      | CUSIP: 3138EGZ49<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      280717 | PA      | $277815.65      | 0.00%             | 2041-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7936                      | CUSIP: 31417EZA2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      632892 | PA      | $574844.79      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BK2056                      | CUSIP: 3140HFJA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4145670 | PA      | $3798327.25     | 0.00%             | 2048-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2016-C29                      | MSBAM 2016-C29 A4              | CUSIP: 61766EBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     1550000 | PA      | $1528728.73     | 0.00%             | 2049-05-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 82980                       | CUSIP: 36225FJ26<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      235620 | PA      | $238761.53      | 0.00%             | 2041-11-20      | Floating      | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08545                      | CUSIP: 3128MJTB6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2716024 | PA      | $2536715.57     | 0.00%             | 2043-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Expedia Group Inc                                                                | EXPEDIA GRP INC                | CUSIP: 30212PAR6<br>LEI: CI7MUJI4USF3V0NJ1H64 | Long             | DBT              | CORP              | US        |    17084000 | PA      | $16132258.94    | 0.01%             | 2030-02-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A84160                      | CUSIP: 312930TR1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       38703 | PA      | $40103.01       | 0.00%             | 2039-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T Inc                                                                         | AT&T INC                       | CUSIP: 00206RKB7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |    22790000 | PA      | $15934226.43    | 0.01%             | 2060-06-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5841                      | CUSIP: 3140QRP31<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4105317 | PA      | $4104008.38     | 0.00%             | 2053-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berry Global Inc                                                                 | BERRY GLOBAL INC               | CUSIP: 08576PAQ4<br>LEI: 549300AP2Q7ERHX6RI89 | Long             | DBT              | CORP              | US        |    13000000 | PA      | $13443927.44    | 0.00%             | 2034-01-15      | Fixed         | 5.65%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | WELLPOINT INC                  | CUSIP: 94973VBK2<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |     9592000 | PA      | $8340825.31     | 0.00%             | 2044-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Crown Castle Inc                                                                 | CROWN CASTLE INC               | CUSIP: 22822VBE0<br>LEI: 54930012H97VSM0I2R19 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $5076263.45     | 0.00%             | 2034-03-01      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH5574                      | CUSIP: 3138A7FQ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1020303 | PA      | $987003.67      | 0.00%             | 2041-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2017-C42                                   | WFCM 2017-C42 A3               | CUSIP: 95001GAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4076206 | PA      | $3976412.24     | 0.00%             | 2050-12-15      | Fixed         | 3.33%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AJ7689                      | CUSIP: 3138E0RK7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2034618 | PA      | $1962937.72     | 0.00%             | 2041-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QO2795                      | CUSIP: 3133WMC83<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3916140 | PA      | $3830493.71     | 0.00%             | 2039-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2021-3                        | GMCAR 2021-3 A4                | CUSIP: 380140AD5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1581793 | PA      | $1575053.87     | 0.00%             | 2027-08-16      | Fixed         | 0.73%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAP4<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |     1680000 | PA      | $1353503.36     | 0.00%             | 2049-03-04      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| Consumers Energy Co                                                              | CONSUMERS ENERGY               | CUSIP: 210518DB9<br>LEI: 7NKTFWJ1G6MELP9TU740 | Long             | DBT              | CORP              | US        |     4306000 | PA      | $3449282.67     | 0.00%             | 2048-05-15      | Fixed         | 4.05%                 | No            |                  2 | On Loan: No      |
| Carrier Global Corp                                                              | CARRIER GLOBAL                 | CUSIP: 14448CAQ7<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |    27834000 | PA      | $25891894.11    | 0.01%             | 2030-02-15      | Fixed         | 2.72%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6328                      | CUSIP: 3138WGA61<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     5526210 | PA      | $5102918.70     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AX7247                      | CUSIP: 3138Y9BR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104529 | PA      | $100054.03      | 0.00%             | 2044-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA8779                      | CUSIP: 3140QGXH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    46069665 | PA      | $36759464.52    | 0.01%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                                          | O'REILLY AUTOMOT               | CUSIP: 67103HAJ6<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |    17950000 | PA      | $17766352.94    | 0.01%             | 2030-04-01      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Meta Platforms Inc                                                               | META PLATFORMS                 | CUSIP: 30303M8K1<br>LEI: BQ4BKCS1HXDV9HN80Z93 | Long             | DBT              | CORP              | US        |    15700000 | PA      | $13236029.31    | 0.00%             | 2062-08-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Republic Services Inc                                                            | REPUBLIC SVCS                  | CUSIP: 760759AS9<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |       75000 | PA      | $73714.21       | 0.00%             | 2027-11-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RJ3255                      | CUSIP: 3142GTTM8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    24187216 | PA      | $24315551.24    | 0.01%             | 2055-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Realty Income Corp                                                               | REALTY INCOME                  | CUSIP: 756109BK9<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |    16600000 | PA      | $15743681.03    | 0.01%             | 2029-12-15      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6601                      | CUSIP: 36179VKN9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    14317577 | PA      | $13447020.82    | 0.00%             | 2050-04-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06566                      | CUSIP: 3128M8TX2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      954939 | PA      | $1005217.88     | 0.00%             | 2038-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2023-B Owner Trust                                       | TAOT 2023-B A4                 | CUSIP: 891941AE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1300000 | PA      | $1307656.22     | 0.00%             | 2028-09-15      | Fixed         | 4.66%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAM5<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |    15000000 | PA      | $14980610.47    | 0.00%             | 2034-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Moody's Corp                                                                     | MOODY'S CORP                   | CUSIP: 615369AV7<br>LEI: 549300GCEDD8YCF5WU84 | Long             | DBT              | CORP              | US        |     6000000 | PA      | $4228882.00     | 0.00%             | 2041-08-19      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Synopsys Inc                                                                     | SYNOPSYS INC                   | CUSIP: 871607AE7<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | DBT              | CORP              | US        |    20405000 | PA      | $20570119.24    | 0.01%             | 2035-04-01      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912828ZB9<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    77870000 | PA      | $74536190.63    | 0.02%             | 2027-02-28      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS7040                      | CUSIP: 3140XNZE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    13404656 | PA      | $14052943.62    | 0.00%             | 2054-01-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Humana Inc                                                                       | HUMANA INC                     | CUSIP: 444859BG6<br>LEI: 529900YLDW34GJAO4J06 | Long             | DBT              | CORP              | US        |     3120000 | PA      | $2582660.34     | 0.00%             | 2047-03-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G03392                      | CUSIP: 3128M5C57<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       44944 | PA      | $47410.45       | 0.00%             | 2037-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                                                   | AMAZON.COM INC                 | CUSIP: 023135BT2<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |    39200000 | PA      | $23556108.73    | 0.01%             | 2050-06-03      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Kinder Morgan Inc                                                                | KINDER MORGAN                  | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |     3600000 | PA      | $3679413.21     | 0.00%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K-1514 A2                 | CUSIP: 3137FQJZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10025000 | PA      | $8696620.33     | 0.00%             | 2034-10-25      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GYN8<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    63190000 | PA      | $55740563.31    | 0.02%             | 2032-10-21      | Variable      | 2.65%                 | No            |                  2 | On Loan: No      |
| Southwestern Electric Power Co                                                   | SOUTHWESTN EL PR               | CUSIP: 845437BT8<br>LEI: R64UBJHEC74EB3HGQ410 | Long             | DBT              | CORP              | US        |    12720000 | PA      | $8199177.00     | 0.00%             | 2051-11-01      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Johnson & Johnson                                                                | JOHNSON&JOHNSON                | CUSIP: 478160BA1<br>LEI: 549300G0CFPGEF6X2043 | Long             | DBT              | CORP              | US        |      825000 | PA      | $809176.33      | 0.00%             | 2041-05-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1578                      | CUSIP: 3140X4XG6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3834487 | PA      | $3748880.37     | 0.00%             | 2034-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB5639                      | CUSIP: 3140QRHR7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18158147 | PA      | $17891336.37    | 0.01%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Central Puget Sound Regional Transit Authority                                   | CENT PUGET SOUND               | CUSIP: 15504RET2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     1660000 | PA      | $1691375.16     | 0.00%             | 2039-11-01      | Fixed         | 5.49%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A97217                      | CUSIP: 312946AS5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2744234 | PA      | $2720753.86     | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Amgen Inc                                                                        | AMGEN INC                      | CUSIP: 031162DK3<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |     9500000 | PA      | $8291130.23     | 0.00%             | 2053-03-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918CS1<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     3800000 | PA      | $3326298.69     | 0.00%             | 2030-09-15      | Fixed         | 1.35%                 | No            |                  2 | On Loan: No      |
| Otis Worldwide Corp                                                              | OTIS WORLDWIDE                 | CUSIP: 68902VAM9<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |     9255000 | PA      | $6402929.80     | 0.00%             | 2050-02-15      | Fixed         | 3.36%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18475                      | CUSIP: 3128MMQ55<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1007312 | PA      | $985100.29      | 0.00%             | 2028-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08767                      | CUSIP: 3128MJZ94<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     9646112 | PA      | $9143136.41     | 0.00%             | 2047-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91086QBB3<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    42333000 | PA      | $33393764.05    | 0.01%             | 2044-03-08      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Kraft Heinz Foods Co                                                             | KRAFT HEINZ FOOD               | CUSIP: 50077LAZ9<br>LEI: 5493003STKEZ2S0RNU91 | Long             | DBT              | CORP              | US        |    11500000 | PA      | $9870153.87     | 0.00%             | 2049-10-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Amphenol Corp                                                                    | AMPHENOL CORP                  | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |    10305000 | PA      | $9668128.78     | 0.00%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 842404                      | CUSIP: 31407V3M5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9574 | PA      | $9886.67        | 0.00%             | 2035-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781274                      | CUSIP: 36225BMX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        2569 | PA      | $2637.97        | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78534                      | CUSIP: 31288HPT1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        5932 | PA      | $6112.23        | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KAV2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |     2462000 | PA      | $2353172.25     | 0.00%             | 2077-12-01      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MER1<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $3316405.94     | 0.00%             | 2043-05-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Consolidated Edison Co of New York Inc                                           | CON EDISON CO                  | CUSIP: 209111FD0<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |     8646000 | PA      | $7457129.34     | 0.00%             | 2044-03-15      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  1228548500 | PA      | $1267804457.65  | 0.40%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Synovus Financial Corp                                                           | SYNOVUS FINL                   | CUSIP: 87161CAP0<br>LEI: 549300EIUS8UN5JTLE54 | Long             | DBT              | CORP              | US        |     5300000 | PA      | $5433306.94     | 0.00%             | 2030-11-01      | Variable      | 6.17%                 | No            |                  2 | On Loan: No      |
| Assurant Inc                                                                     | ASSURANT INC                   | CUSIP: 04621XAJ7<br>LEI: H3F39CAXWQRVWURFXL38 | Long             | DBT              | CORP              | US        |     1600000 | PA      | $1612217.67     | 0.00%             | 2028-03-27      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VCX0<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    17555000 | PA      | $14839602.17    | 0.00%             | 2048-09-15      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| Caterpillar Inc                                                                  | CATERPILLAR INC                | CUSIP: 149123BN0<br>LEI: WRJR7GS4GTRECRRTVX92 | Long             | DBT              | CORP              | US        |     9241000 | PA      | $10102853.07    | 0.00%             | 2036-08-15      | Fixed         | 6.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1600                      | CUSIP: 31416WX64<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22549 | PA      | $22460.75       | 0.00%             | 2025-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Mexico Government International Bond                                             | UNITED MEXICAN                 | CUSIP: 91087BAU4<br>LEI: N/A                  | Long             | DBT              | NUSS              | MX        |    10150000 | PA      | $10358388.10    | 0.00%             | 2028-02-09      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB8494                      | CUSIP: 3140QUNL6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11795756 | PA      | $12015994.91    | 0.00%             | 2054-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| GATX Corp                                                                        | GATX CORP                      | CUSIP: 361448BN2<br>LEI: 549300IHYHCQP2PIR591 | Long             | DBT              | CORP              | US        |     9400000 | PA      | $10413878.84    | 0.00%             | 2034-05-01      | Fixed         | 6.90%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2596                      | CUSIP: 31418B3E4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1120000 | PA      | $1090937.57     | 0.00%             | 2031-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8438                      | CUSIP: 3132DWLT8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    97780053 | PA      | $97840519.70    | 0.03%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0392                      | CUSIP: 36179MNH9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    22951990 | PA      | $21386760.24    | 0.01%             | 2042-09-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WW Grainger Inc                                                                  | WW GRAINGER INC                | CUSIP: 384802AD6<br>LEI: 549300TWZSP6O1IH2V34 | Long             | DBT              | CORP              | US        |     3075000 | PA      | $2522058.56     | 0.00%             | 2047-05-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| PayPal Holdings Inc                                                              | PAYPAL HOLDING                 | CUSIP: 70450YAQ6<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |     8600000 | PA      | $8417814.75     | 0.00%             | 2054-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5332                        | CUSIP: 36202F4R4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     4931595 | PA      | $4747417.48     | 0.00%             | 2042-03-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1A1203                      | CUSIP: 3128NFKQ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      104989 | PA      | $106932.07      | 0.00%             | 2037-01-01      | Floating      | 6.38%                 | No            |                  2 | On Loan: No      |
| Exelon Corp                                                                      | EXELON CO                      | CUSIP: 30161NBE0<br>LEI: 3SOUA6IRML7435B56G12 | Long             | DBT              | CORP              | US        |     3527000 | PA      | $3253232.15     | 0.00%             | 2032-03-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| SSM Health Care Corp                                                             | SSM HEALTH CARE                | CUSIP: 784710AC9<br>LEI: 5493000QP6H63JFPC580 | Long             | DBT              | CORP              | US        |     5550000 | PA      | $5639596.18     | 0.00%             | 2028-06-01      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM2967                      | CUSIP: 3140X6JM4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    22540249 | PA      | $20034636.22    | 0.01%             | 2048-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Virginia Power Fuel Securitization LLC                                           | VIRGINIA POWER                 | CUSIP: 92808VAA0<br>LEI: 254900BELJ95ONW6U791 | Long             | DBT              | CORP              | US        |     1487734 | PA      | $1495452.09     | 0.00%             | 2029-05-01      | Fixed         | 5.09%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18691                      | CUSIP: 3128MMXV0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3499467 | PA      | $3390612.47     | 0.00%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G30936                      | CUSIP: 3132J4HN2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |           8 | PA      | $8.20           | 0.00%             | 2025-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G18601                      | CUSIP: 3128MMU35<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2087860 | PA      | $2035368.69     | 0.00%             | 2031-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8200                      | CUSIP: 3132DWDD2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    67073863 | PA      | $55801604.03    | 0.02%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Steel Dynamics Inc                                                               | STEEL DYNAMICS                 | CUSIP: 858119BM1<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |     4115000 | PA      | $3836508.47     | 0.00%             | 2031-01-15      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Indonesia Government International Bond                                          | INDONESIA (REP)                | CUSIP: 455780DK9<br>LEI: N/A                  | Long             | DBT              | NUSS              | ID        |     8075000 | PA      | $6544319.07     | 0.00%             | 2052-03-31      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8386                      | CUSIP: 3132DWJ79<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14219102 | PA      | $14993503.05    | 0.00%             | 2053-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                                                  | MCDONALD'S CORP                | CUSIP: 58013MFZ2<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |     2530000 | PA      | $2557395.56     | 0.00%             | 2030-05-15      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Elevance Health Inc                                                              | ELEVANCE HEALTH                | CUSIP: 036752AN3<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |    30808000 | PA      | $27802129.56    | 0.01%             | 2030-05-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Landwirtschaftliche Rentenbank                                                   | RENTENBANK                     | CUSIP: 515110BT0<br>LEI: 529900Z3J0N6S0F7CT25 | Long             | DBT              | CORP              | DE        |    23105000 | PA      | $22449728.14    | 0.01%             | 2027-11-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB1149                      | CUSIP: 31416WH39<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      225752 | PA      | $228377.71      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3319                        | CUSIP: 36202DVL2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       20063 | PA      | $20257.64       | 0.00%             | 2032-12-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SB8057                      | CUSIP: 3132D55S7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4571061 | PA      | $4208310.50     | 0.00%             | 2035-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Allegion plc                                                                     | ALLEGION PLC                   | CUSIP: 01748TAB7<br>LEI: 984500560CAC2E6FB757 | Long             | DBT              | CORP              | IE        |     3455000 | PA      | $3310535.14     | 0.00%             | 2029-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| International Business Machines Corp                                             | IBM CORP                       | CUSIP: 459200LK5<br>LEI: VGRQXHF3J8VDLUA7XE92 | Long             | DBT              | CORP              | US        |    30679000 | PA      | $30338260.38    | 0.01%             | 2055-02-10      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Delta Air Lines Inc                                                              | DELTA AIR LINES                | CUSIP: 247361ZN1<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2983362.71     | 0.00%             | 2028-04-19      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8288                      | CUSIP: 3140XCF60<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     2666991 | PA      | $2451872.63     | 0.00%             | 2049-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                                          | MAGNA INTL INC                 | CUSIP: 559222BA1<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |    12500000 | PA      | $12753712.89    | 0.00%             | 2029-03-14      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                                                  | PHILIP MORRIS IN               | CUSIP: 718172CW7<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |    15200000 | PA      | $15959086.51    | 0.01%             | 2029-11-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AT3<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     5800000 | PA      | $5942429.18     | 0.00%             | 2034-06-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NNN REIT Inc                                                                     | NNN REIT                       | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |     8375000 | PA      | $7636313.98     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Florida Power & Light Co                                                         | FLORIDA POWER &                | CUSIP: 341081GN1<br>LEI: A89MY1K3YLIGJMYWVX50 | Long             | DBT              | CORP              | US        |     5250000 | PA      | $5291608.75     | 0.00%             | 2028-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 887812                      | CUSIP: 31410FKZ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        8197 | PA      | $8628.86        | 0.00%             | 2036-07-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| LYB International Finance III LLC                                                | LYB INT FIN III                | CUSIP: 50249AAK9<br>LEI: 984500A51LA0B8EB4053 | Long             | DBT              | CORP              | US        |     4650000 | PA      | $3009591.83     | 0.00%             | 2060-10-01      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Lease Trust 2024-B                                                   | NALT 2024-B A4                 | CUSIP: 65481DAE2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    10313000 | PA      | $10438457.65    | 0.00%             | 2028-08-15      | Fixed         | 4.96%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BM0<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |     8350000 | PA      | $8039562.94     | 0.00%             | 2052-04-01      | Variable      | 4.12%                 | No            |                  2 | On Loan: No      |
| Lowe's Cos Inc                                                                   | LOWE'S COS INC                 | CUSIP: 548661DW4<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $3564913.22     | 0.00%             | 2050-04-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Micron Technology Inc                                                            | MICRON TECH                    | CUSIP: 595112CD3<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | DBT              | CORP              | US        |     2850000 | PA      | $2917179.86     | 0.00%             | 2031-01-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM7842                      | CUSIP: 3140XBWC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1448277 | PA      | $1399419.35     | 0.00%             | 2032-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Benchmark 2021-B29 Mortgage Trust                                                | BMARK 2021-B29 A3              | CUSIP: 08163JAC8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      850000 | PA      | $774549.07      | 0.00%             | 2054-09-15      | Fixed         | 2.28%                 | No            |                  2 | On Loan: No      |
| Marriott International Inc/MD                                                    | MARRIOTT INTL                  | CUSIP: 571903BH5<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | DBT              | CORP              | US        |     5000000 | PA      | $4253534.09     | 0.00%             | 2033-10-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2023-B                                            | HART 2023-B A4                 | CUSIP: 44933XAE7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      768000 | PA      | $781762.71      | 0.00%             | 2029-08-15      | Fixed         | 5.31%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4901                      | CUSIP: 36179TNS0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     6012022 | PA      | $5676531.79     | 0.00%             | 2047-12-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Targa Resources Partners LP / Targa Resources Partners Finance Corp              | TARGA RES PRTNRS               | CUSIP: 87612BBU5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    10000000 | PA      | $9306591.34     | 0.00%             | 2032-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| First American Financial Corp                                                    | FIRST AMERICAN                 | CUSIP: 31847RAG7<br>LEI: 549300B6VEZK3N0A1P55 | Long             | DBT              | CORP              | US        |     3130000 | PA      | $3000574.62     | 0.00%             | 2030-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 357909                      | CUSIP: 31376KR65<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       95986 | PA      | $99145.68       | 0.00%             | 2035-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Essex Portfolio LP                                                               | ESSEX PORTFOLIO                | CUSIP: 29717PAZ0<br>LEI: 5493003GN3O58H286O74 | Long             | DBT              | CORP              | US        |      680000 | PA      | $603405.55      | 0.00%             | 2031-06-15      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VBB5<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     6350000 | PA      | $6333151.81     | 0.00%             | 2035-05-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR ZS7279                      | CUSIP: 3132A8CQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1803141 | PA      | $1763143.81     | 0.00%             | 2029-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BX0<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     4500000 | PA      | $4222743.29     | 0.00%             | 2027-10-01      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C78071                      | CUSIP: 31288G6G2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       10378 | PA      | $10644.59       | 0.00%             | 2033-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 781660                      | CUSIP: 36225BZZ4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        9192 | PA      | $9475.09        | 0.00%             | 2033-06-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM8030                      | CUSIP: 3140XB4Q0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15046920 | PA      | $13908477.97    | 0.00%             | 2048-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6412                      | CUSIP: 36179VDR8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     5745374 | PA      | $5587755.75     | 0.00%             | 2050-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3439                      | CUSIP: 31418CZD9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      297597 | PA      | $297319.35      | 0.00%             | 2033-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Transatlantic Holdings Inc                                                       | TRANSATLANTIC HL               | CUSIP: 893521AB0<br>LEI: RN37QJVS1BV19MNIC295 | Long             | DBT              | CORP              | US        |     4125000 | PA      | $5185375.37     | 0.00%             | 2039-11-30      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4496                      | CUSIP: 31418D7J5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    38286334 | PA      | $34072666.53    | 0.01%             | 2036-12-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Ventas Realty LP                                                                 | VENTAS REALTY LP               | CUSIP: 92277GBB2<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |     5525000 | PA      | $5588653.40     | 0.00%             | 2032-07-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| CSX Corp                                                                         | CSX CORP                       | CUSIP: 126408HG1<br>LEI: 549300JVQR4N1MMP3Q88 | Long             | DBT              | CORP              | US        |     1625000 | PA      | $1251984.04     | 0.00%             | 2066-11-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAK8<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    14051000 | PA      | $10607529.18    | 0.00%             | 2040-04-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M15 A2                | CUSIP: 3136AY6X6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       80309 | PA      | $78453.23       | 0.00%             | 2027-09-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD1593                      | CUSIP: 31418NXX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      628699 | PA      | $622929.31      | 0.00%             | 2040-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA4587                      | CUSIP: 36179TCY9<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     8261198 | PA      | $7805359.43     | 0.00%             | 2047-07-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BP Capital Markets America Inc                                                   | BP CAP MKTS AMER               | CUSIP: 10373QBQ2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |    16400000 | PA      | $10581728.65    | 0.00%             | 2061-02-08      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Lam Research Corp                                                                | LAM RESEARCH                   | CUSIP: 512807AX6<br>LEI: 549300I4GMO6D34U1T02 | Long             | DBT              | CORP              | US        |     4900000 | PA      | $3054124.96     | 0.00%             | 2060-06-15      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081ET6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    32537000 | PA      | $31863668.04    | 0.01%             | 2029-03-15      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Panama Government International Bond                                             | PANAMA                         | CUSIP: 698299AK0<br>LEI: N/A                  | Long             | DBT              | NUSS              | PA        |     5080000 | PA      | $5728736.31     | 0.00%             | 2029-04-01      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| Atmos Energy Corp                                                                | ATMOS ENERGY COR               | CUSIP: 049560BC8<br>LEI: QVLWEGTD2S8GJMO8D383 | Long             | DBT              | CORP              | US        |     4200000 | PA      | $4251980.70     | 0.00%             | 2035-08-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A86968                      | CUSIP: 312933W59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       46091 | PA      | $45758.88       | 0.00%             | 2039-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RE0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   253494400 | PA      | $216886244.51   | 0.07%             | 2044-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Travelers Cos Inc/The                                                            | TRAVELERS COS                  | CUSIP: 89417EAD1<br>LEI: 549300Y650407RU8B149 | Long             | DBT              | CORP              | US        |    11380000 | PA      | $12533591.92    | 0.00%             | 2037-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                                            | UNILEVER CAPITAL               | CUSIP: 904764BH9<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | DBT              | CORP              | US        |    23366000 | PA      | $21533461.55    | 0.01%             | 2029-09-06      | Fixed         | 2.12%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14912L6T3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     6800000 | PA      | $6671481.48     | 0.00%             | 2026-08-09      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7735                      | CUSIP: 31417ESZ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1063908 | PA      | $967562.65      | 0.00%             | 2043-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AV0970                      | CUSIP: 3138XCCG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       98709 | PA      | $97796.30       | 0.00%             | 2026-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165EL0<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $2711345.35     | 0.00%             | 2049-09-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 888209                      | CUSIP: 31410FYE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      918465 | PA      | $948577.63      | 0.00%             | 2036-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                                              | NEXTERA ENERGY                 | CUSIP: 65339KBR0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    43021000 | PA      | $38779111.36    | 0.01%             | 2030-06-01      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust 2023-2                                                   | BMWLT 2023-2 A3                | CUSIP: 055979AC2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      574958 | PA      | $576982.36      | 0.00%             | 2026-09-25      | Fixed         | 5.99%                 | No            |                  2 | On Loan: No      |
| LKQ Corp                                                                         | LKQ CORP                       | CUSIP: 501889AF6<br>LEI: DS830JTTZQN6GK0I2E41 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $8440515.46     | 0.00%             | 2033-06-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Chile Government International Bond                                              | CHILE                          | CUSIP: 168863DY1<br>LEI: N/A                  | Long             | DBT              | NUSS              | CL        |    10504000 | PA      | $9093781.01     | 0.00%             | 2042-03-07      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH7009                      | CUSIP: 3138A8YF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      235472 | PA      | $233167.41      | 0.00%             | 2041-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Microsoft Corp                                                                   | MICROSOFT CORP                 | CUSIP: 594918AR5<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | DBT              | CORP              | US        |     2500000 | PA      | $2023514.68     | 0.00%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS6746                      | CUSIP: 3138WGP81<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1332324 | PA      | $1298515.71     | 0.00%             | 2031-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 535532                      | CUSIP: 31384V4R0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        1673 | PA      | $1759.85        | 0.00%             | 2030-09-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| American Water Capital Corp                                                      | AMERICAN WATER                 | CUSIP: 03040WAJ4<br>LEI: 5IDHQUFVC8Q2KIBBFF06 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $853440.37      | 0.00%             | 2042-12-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AS5942                      | CUSIP: 3138WFS80<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       51508 | PA      | $48968.91       | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CA0859                      | CUSIP: 3140Q75V5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1132407 | PA      | $1040359.75     | 0.00%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables 2022-1 Owner Trust                                        | HAROT 2022-1 A3                | CUSIP: 43815BAC4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      137637 | PA      | $137358.68      | 0.00%             | 2026-05-15      | Fixed         | 1.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA7549                      | CUSIP: 3133KPL63<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8643160 | PA      | $8065856.19     | 0.00%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tyson Foods Inc                                                                  | TYSON FOODS INC                | CUSIP: 902494BL6<br>LEI: WD6L6041MNRW1JE49D58 | Long             | DBT              | CORP              | US        |     4000000 | PA      | $4123045.01     | 0.00%             | 2029-03-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| CenterPoint Energy Inc                                                           | CENTERPOINT ENER               | CUSIP: 15189TAX5<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | DBT              | CORP              | US        |     7230000 | PA      | $6730734.00     | 0.00%             | 2030-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| General Mills Inc                                                                | GENERAL MILLS IN               | CUSIP: 370334CT9<br>LEI: 2TGYMUGI08PO8X8L6150 | Long             | DBT              | CORP              | US        |    14987000 | PA      | $15018209.27    | 0.00%             | 2033-03-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Republic of Poland Government International Bond                                 | REP OF POLAND                  | CUSIP: 857524AH5<br>LEI: N/A                  | Long             | DBT              | NUSS              | PL        |    32100000 | PA      | $32727837.68    | 0.01%             | 2035-02-12      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBF9<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |    27928000 | PA      | $27783552.89    | 0.01%             | 2049-02-14      | Fixed         | 5.95%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142DW0<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    19378000 | PA      | $15026886.11    | 0.00%             | 2047-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS6150                      | CUSIP: 3140XMZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12355992 | PA      | $12444719.35    | 0.00%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB9468                      | CUSIP: 3140QVQW7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    18630545 | PA      | $18355338.64    | 0.01%             | 2054-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Lennox International Inc                                                         | LENNOX INTL INC                | CUSIP: 526107AG2<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |     5500000 | PA      | $5669239.66     | 0.00%             | 2028-09-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AH0969                      | CUSIP: 3138A2CF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      159734 | PA      | $158964.97      | 0.00%             | 2025-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| TransCanada PipeLines Ltd                                                        | TRANSCANADA PL                 | CUSIP: 89352HAB5<br>LEI: 5BV01I6231JPDAPMGH09 | Long             | DBT              | CORP              | CA        |    10025000 | PA      | $10333944.40    | 0.00%             | 2036-03-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8463                      | CUSIP: 3132DWML4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    61277740 | PA      | $62306960.64    | 0.02%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804GK4<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |    10750000 | PA      | $10859334.49    | 0.00%             | 2033-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EXN4<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    23000000 | PA      | $23565689.89    | 0.01%             | 2031-03-07      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Baylor Scott & White Holdings                                                    | BAYLOR SCOTT & W               | CUSIP: 072863AJ2<br>LEI: 549300JQDKSBWYRGGV95 | Long             | DBT              | CORP              | US        |    10475000 | PA      | $6591414.03     | 0.00%             | 2050-11-15      | Fixed         | 2.84%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA2145                      | CUSIP: 31418BL38<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1920035 | PA      | $1836214.74     | 0.00%             | 2045-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Bristol-Myers Squibb Co                                                          | BRISTOL-MYERS                  | CUSIP: 110122CP1<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | DBT              | CORP              | US        |    47725000 | PA      | $46245415.10    | 0.01%             | 2029-07-26      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| VMware LLC                                                                       | VMWARE LLC                     | CUSIP: 928563AE5<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |    17000000 | PA      | $17099616.28    | 0.01%             | 2027-05-15      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| TSMC Arizona Corp                                                                | TSMC ARIZONA                   | CUSIP: 872898AA9<br>LEI: 2549005GOBWLCSY63Q97 | Long             | DBT              | CORP              | US        |    13050000 | PA      | $12623578.15    | 0.00%             | 2026-10-25      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE5471                      | CUSIP: 31419GCH5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      653258 | PA      | $646972.17      | 0.00%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Equinor ASA                                                                      | EQUINOR ASA                    | CUSIP: 29446MAE2<br>LEI: OW6OFBNCKXC4US5C7523 | Long             | DBT              | CORP              | NO        |     3254000 | PA      | $3200732.28     | 0.00%             | 2027-04-06      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Loews Corp                                                                       | LOEWS CORP                     | CUSIP: 540424AP3<br>LEI: R8V1FN4M5ITGZOG7BS19 | Long             | DBT              | CORP              | US        |     3575000 | PA      | $3890307.37     | 0.00%             | 2035-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                                              | CATERPILLAR FINL               | CUSIP: 14913R3A3<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |     7500000 | PA      | $7427673.05     | 0.00%             | 2027-08-12      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FS0197                      | CUSIP: 3140XFGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23074088 | PA      | $17367817.51    | 0.01%             | 2051-08-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Diamondback Energy Inc                                                           | DIAMONDBACK ENER               | CUSIP: 25278XBB4<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |    11515000 | PA      | $10681285.04    | 0.00%             | 2064-04-18      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Reliance Inc                                                                     | RELIANCE INC                   | CUSIP: 759509AG7<br>LEI: 549300E287ZOFT3C5Z56 | Long             | DBT              | CORP              | US        |    10511000 | PA      | $9316261.45     | 0.00%             | 2030-08-15      | Fixed         | 2.15%                 | No            |                  2 | On Loan: No      |
| Ares Strategic Income Fund                                                       | ARES STRATEGIC I               | CUSIP: 04020EAB3<br>LEI: 549300IANZJVZPTICV54 | Long             | DBT              | CORP              | US        |     9525000 | PA      | $9766750.75     | 0.00%             | 2029-08-15      | Fixed         | 6.35%                 | No            |                  2 | On Loan: No      |
| Sempra                                                                           | SEMPRA                         | CUSIP: 816851BS7<br>LEI: PBBKGKLRK5S5C0Y4T545 | Long             | DBT              | CORP              | US        |    15800000 | PA      | $15978231.85    | 0.01%             | 2054-10-01      | Variable      | 6.88%                 | No            |                  2 | On Loan: No      |
| Puget Sound Energy Inc                                                           | PUGET SOUND ENRG               | CUSIP: 745332CN4<br>LEI: 8MNFJR7KOMBQ7X62LK44 | Long             | DBT              | CORP              | US        |     4300000 | PA      | $4218632.66     | 0.00%             | 2054-06-15      | Fixed         | 5.68%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40879                      | CUSIP: 3128K06Q1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      165707 | PA      | $167813.94      | 0.00%             | 2035-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2023-3                        | GMCAR 2023-3 A3                | CUSIP: 36267KAD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1675167 | PA      | $1685738.54     | 0.00%             | 2028-06-16      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 323031                      | CUSIP: 31374SY47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |         639 | PA      | $649.13         | 0.00%             | 2028-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BV2946                      | CUSIP: 3140MGHY0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    10383410 | PA      | $8995545.57     | 0.00%             | 2052-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM1119                      | CUSIP: 3140X4G59<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1673745 | PA      | $1653638.63     | 0.00%             | 2034-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Illumina Inc                                                                     | ILLUMINA INC                   | CUSIP: 452327AQ2<br>LEI: SQ95QG8SR5Q56LSNF682 | Long             | DBT              | CORP              | US        |     4750000 | PA      | $4755499.45     | 0.00%             | 2026-09-09      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0155                      | CUSIP: 36179ME48<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      927641 | PA      | $892687.31      | 0.00%             | 2042-06-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Baidu Inc                                                                        | BAIDU INC                      | CUSIP: 056752AN8<br>LEI: 254900AL64IANZYI1E02 | Long             | DBT              | CORP              | KY        |     4365000 | PA      | $4439112.17     | 0.00%             | 2028-11-14      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| BAT Capital Corp                                                                 | BAT CAPITAL CORP               | CUSIP: 05526DBR5<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |    35625000 | PA      | $33701926.18    | 0.01%             | 2028-03-25      | Fixed         | 2.26%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q00876                      | CUSIP: 3132GD6M9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      982941 | PA      | $974072.47      | 0.00%             | 2041-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| McCormick & Co Inc/MD                                                            | MCCORMICK                      | CUSIP: 579780AQ0<br>LEI: 549300JQQA6MQ4OJP259 | Long             | DBT              | CORP              | US        |     4100000 | PA      | $3755594.73     | 0.00%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6285                      | CUSIP: 3140X96X8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3417909 | PA      | $2930020.34     | 0.00%             | 2049-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1725                      | CUSIP: 3132DN4J9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6388315 | PA      | $5941656.19     | 0.00%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BH5748                      | CUSIP: 3140GUL62<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      120913 | PA      | $114348.20      | 0.00%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                                        | L3HARRIS TECH IN               | CUSIP: 502431AS8<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |    12700000 | PA      | $12992642.28    | 0.00%             | 2029-06-01      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA8799                      | CUSIP: 36179XX43<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    99721942 | PA      | $96113603.60    | 0.03%             | 2053-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAP0<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     8000000 | PA      | $7129688.91     | 0.00%             | 2032-03-15      | Variable      | 2.90%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AX9969                      | CUSIP: 36196NCE5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      203027 | PA      | $196570.91      | 0.00%             | 2047-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB2817                      | CUSIP: 31416YDX3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      202728 | PA      | $205092.35      | 0.00%             | 2041-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AZ9218                      | CUSIP: 3140E2G47<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4493769 | PA      | $4153772.55     | 0.00%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ACE Capital Trust II                                                             | ACE CAP TRUST II               | CUSIP: 00440FAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      725000 | PA      | $864819.13      | 0.00%             | 2030-04-01      | Fixed         | 9.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 803857                      | CUSIP: 31406AB27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        7175 | PA      | $7402.79        | 0.00%             | 2034-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                                          | JOHN DEERE CAP                 | CUSIP: 24422EVL0<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |     9200000 | PA      | $7939457.25     | 0.00%             | 2031-01-15      | Fixed         | 1.45%                 | No            |                  2 | On Loan: No      |
| Australia & New Zealand Banking Group Ltd/New York NY                            | AUST & NZ BK NY                | CUSIP: 05253JB59<br>LEI: JHE42UYNWWTJB8YTTU19 | Long             | DBT              | CORP              | AU        |    14500000 | PA      | $14744144.94    | 0.00%             | 2029-12-16      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K105 A2                   | CUSIP: 3137FRUJ8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4600000 | PA      | $4177260.00     | 0.00%             | 2030-01-25      | Fixed         | 1.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BM1164                      | CUSIP: 3140J5JJ9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     7356337 | PA      | $6799760.53     | 0.00%             | 2045-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Walmart Inc                                                                      | WALMART INC                    | CUSIP: 931142EX7<br>LEI: Y87794H0US1R65VBXU25 | Long             | DBT              | CORP              | US        |    11000000 | PA      | $11009790.98    | 0.00%             | 2027-09-09      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Ingersoll Rand Inc                                                               | INGERSOLL RAND                 | CUSIP: 45687VAA4<br>LEI: 5299004C02FMZCUOIR50 | Long             | DBT              | CORP              | US        |     1000000 | PA      | $1030832.09     | 0.00%             | 2028-08-14      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8364                      | CUSIP: 3132DWJH7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    21229676 | PA      | $21944594.05    | 0.01%             | 2053-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank AG/New York NY                                                     | DEUTSCHE BANK NY               | CUSIP: 251526CT4<br>LEI: 7LTWFZYICNSX8D621K86 | Long             | DBT              | CORP              | DE        |    16846000 | PA      | $17959083.89    | 0.01%             | 2034-02-10      | Variable      | 7.08%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08497                      | CUSIP: 3128MJRT9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      390366 | PA      | $356287.02      | 0.00%             | 2042-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MPLX LP                                                                          | MPLX LP                        | CUSIP: 55336VBY5<br>LEI: 5493000CZJ19CK4P3G36 | Long             | DBT              | CORP              | US        |     4880000 | PA      | $4843238.25     | 0.00%             | 2035-04-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae or Freddie Mac                                                        | FNCL 3 7/25                    | CUSIP: 01F030678<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   168175000 | PA      | $145418904.40   | 0.05%             | 2025-07-14      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 912810RZ3<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   377824100 | PA      | $268609321.09   | 0.09%             | 2047-11-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN BJ4546                      | CUSIP: 3140H6BQ1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      453544 | PA      | $415543.61      | 0.00%             | 2048-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Helmerich & Payne Inc                                                            | HELMERICH & PAYN               | CUSIP: 423452AG6<br>LEI: 254900NAOGHJ88RZ4C73 | Long             | DBT              | CORP              | US        |     5400000 | PA      | $4515612.55     | 0.00%             | 2031-09-29      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RAD4<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    22966000 | PA      | $24719832.76    | 0.01%             | 2039-02-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| Becton Dickinson & Co                                                            | BECTON DICKINSON               | CUSIP: 075887CL1<br>LEI: ICE2EP6D98PQUILVRZ91 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $8677582.80     | 0.00%             | 2031-02-11      | Fixed         | 1.96%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 4771                        | CUSIP: 36202FJQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |     3489000 | PA      | $3454428.56     | 0.00%             | 2040-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Sumitomo Mitsui Financial Group Inc                                              | SUMITOMO MITSUI                | CUSIP: 86562MAF7<br>LEI: 35380028MYWPB6AUO129 | Long             | DBT              | CORP              | JP        |    17900000 | PA      | $17587639.18    | 0.01%             | 2026-07-14      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 651222                      | CUSIP: 36292KPF7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        4139 | PA      | $4181.89        | 0.00%             | 2036-01-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Berkshire Hathaway Finance Corp                                                  | BERKSHIRE HATH                 | CUSIP: 084664CU3<br>LEI: 549300RLHFT5RU20WM87 | Long             | DBT              | CORP              | US        |     2000000 | PA      | $1812630.96     | 0.00%             | 2030-03-12      | Fixed         | 1.85%                 | No            |                  2 | On Loan: No      |
| Western Midstream Operating LP                                                   | WESTERN GAS PART               | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |     2157000 | PA      | $2157930.46     | 0.00%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                                        | TORONTO DOM BANK               | CUSIP: 891160MJ9<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |     6400000 | PA      | $6326723.67     | 0.00%             | 2031-09-15      | Variable      | 3.62%                 | No            |                  2 | On Loan: No      |
| Altria Group Inc                                                                 | ALTRIA GROUP INC               | CUSIP: 02209SBQ5<br>LEI: XSGZFLO9YTNO9VCQV219 | Long             | DBT              | CORP              | US        |     8250000 | PA      | $8709083.86     | 0.00%             | 2028-11-01      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA3209                      | CUSIP: 31418CR71<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6647137 | PA      | $5887457.98     | 0.00%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Charles Schwab Corp/The                                                          | CHARLES SCHWAB                 | CUSIP: 808513CJ2<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |    13775000 | PA      | $14614848.72    | 0.00%             | 2029-11-17      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA0872                      | CUSIP: 36179M6H8<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      290705 | PA      | $295223.09      | 0.00%             | 2043-03-20      | Floating      | 5.62%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NAC5<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |     2200000 | PA      | $2501142.26     | 0.00%             | 2033-03-15      | Fixed         | 7.05%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                                                 | US TREASURY N/B                | CUSIP: 91282CMU2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   814555000 | PA      | $822191453.13   | 0.26%             | 2030-03-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A40869                      | CUSIP: 3128K06E8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        3019 | PA      | $3124.17        | 0.00%             | 2035-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A78614                      | CUSIP: 3128LCSB3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       45720 | PA      | $46298.96       | 0.00%             | 2038-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| European Investment Bank                                                         | EUROPEAN INVT BK               | CUSIP: 298785KE5<br>LEI: 5493006YXS1U5GIHE750 | Long             | DBT              | CORP              | N/A       |    28844000 | PA      | $29475303.85    | 0.01%             | 2031-10-10      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| American International Group Inc                                                 | AMERICAN INTERNA               | CUSIP: 026874DL8<br>LEI: ODVCVCQG2BP6VHV36M30 | Long             | DBT              | CORP              | US        |    11689000 | PA      | $10368541.21    | 0.00%             | 2048-04-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                                                      | GOLDMAN SACHS GP               | CUSIP: 38141GFD1<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |    56135000 | PA      | $61596373.25    | 0.02%             | 2037-10-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 776594                      | CUSIP: 31404RXX0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       17152 | PA      | $17326.91       | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RB5100                      | CUSIP: 3133KYUZ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    23117604 | PA      | $19897226.60    | 0.01%             | 2041-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8189                      | CUSIP: 3132DWC27<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   158611908 | PA      | $132055135.87   | 0.04%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ally Financial Inc                                                               | GMAC LLC                       | CUSIP: 36186CBY8<br>LEI: 549300JBN1OSM8YNAI90 | Long             | DBT              | CORP              | US        |    27425000 | PA      | $31229450.23    | 0.01%             | 2031-11-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG C90918                      | CUSIP: 3128P7AT0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        6481 | PA      | $6470.42        | 0.00%             | 2025-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                                             | KEURIG DR PEPPER               | CUSIP: 49271VAN0<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |     3000000 | PA      | $2647771.61     | 0.00%             | 2031-03-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Cisco Systems Inc                                                                | CISCO SYSTEMS                  | CUSIP: 17275RAF9<br>LEI: 549300LKFJ962MZ46593 | Long             | DBT              | CORP              | US        |    10142000 | PA      | $10471174.02    | 0.00%             | 2040-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Pfizer Investment Enterprises Pte Ltd                                            | PFIZER INVSTMNT                | CUSIP: 716973AD4<br>LEI: 5493000FQO8XF9C0RT95 | Long             | DBT              | CORP              | SG        |    31832000 | PA      | $32261740.64    | 0.01%             | 2030-05-19      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 737941                      | CUSIP: 3620ARZE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       15012 | PA      | $14924.82       | 0.00%             | 2026-02-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2SF 3 7/25                    | CUSIP: 21H030674<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    62000000 | PA      | $54786870.40    | 0.02%             | 2025-07-21      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA3575                      | CUSIP: 3133KJ6L1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12341432 | PA      | $9905207.35     | 0.00%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 723344                      | CUSIP: 3620A9S93<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      312371 | PA      | $302444.26      | 0.00%             | 2039-09-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5050                      | CUSIP: 3140X8TG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1357326 | PA      | $1318651.52     | 0.00%             | 2035-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BANK 2018-BNK10                                                                  | BANK 2018-BN10 A5              | CUSIP: 065404BB0<br>LEI: 549300GL0Y86051URC66 | Long             | ABS-MBS          | CORP              | US        |     4375000 | PA      | $4293149.44     | 0.00%             | 2061-02-15      | Fixed         | 3.69%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AB7040                      | CUSIP: 31417DZE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      374879 | PA      | $367660.33      | 0.00%             | 2027-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 574353                      | CUSIP: 36200WBW0<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1627 | PA      | $1675.01        | 0.00%             | 2032-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN AM8513                      | CUSIP: 36185BN69<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      595640 | PA      | $570399.63      | 0.00%             | 2045-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wells Fargo & Co                                                                 | WELLS FARGO CO                 | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |    55000000 | PA      | $54272514.37    | 0.02%             | 2028-03-24      | Variable      | 3.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2020-M42 A2                | CUSIP: 3136BBN73<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63300000 | PA      | $55100959.89    | 0.02%             | 2030-07-25      | Fixed         | 1.27%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C59                                   | WFCM 2021-C59 A5               | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     4650000 | PA      | $4125120.09     | 0.00%             | 2054-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AD6370                      | CUSIP: 31418UCG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      273579 | PA      | $271014.75      | 0.00%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q04651                      | CUSIP: 3132GKZQ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1500883 | PA      | $1453967.42     | 0.00%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 762904                      | CUSIP: 36176DKR3<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      388858 | PA      | $384269.96      | 0.00%             | 2041-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-B                                         | WOART 2025-B A3                | CUSIP: 98164TAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     1500000 | PA      | $1511069.85     | 0.00%             | 2030-09-16      | Fixed         | 4.34%                 | No            |                  2 | On Loan: No      |
| Province of British Columbia Canada                                              | BRIT COLUMBIA                  | CUSIP: 110709AQ5<br>LEI: 54930058TO7MEKUHWL16 | Long             | DBT              | NUSS              | CA        |    23748000 | PA      | $24065436.85    | 0.01%             | 2035-06-11      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG A96312                      | CUSIP: 312945AM0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      562815 | PA      | $544717.67      | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBZ5<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |    11600000 | PA      | $8466544.11     | 0.00%             | 2060-01-31      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| State Street Bank & Trust Co                                                     | STATE ST BK & TR               | CUSIP: 857449AE2<br>LEI: 571474TGEMMWANRLN572 | Long             | DBT              | CORP              | US        |    11995000 | PA      | $12244750.73    | 0.00%             | 2029-11-23      | Fixed         | 4.78%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 MA6217                      | CUSIP: 36179U4A7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |    11876281 | PA      | $10143435.22    | 0.00%             | 2049-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Stryker Corp                                                                     | STRYKER CORP                   | CUSIP: 863667BJ9<br>LEI: 5493002F0SC4JTBU5137 | Long             | DBT              | CORP              | US        |     9200000 | PA      | $9252637.11     | 0.00%             | 2027-02-10      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Virginia Electric and Power Co                                                   | VIRGINIA EL&PWR                | CUSIP: 927804FW9<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |     9685000 | PA      | $7501766.75     | 0.00%             | 2046-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Province of Quebec Canada                                                        | QUEBEC PROVINCE                | CUSIP: 748148M91<br>LEI: 549300WN65YFEQH74Y36 | Long             | DBT              | NUSS              | CA        |    31300000 | PA      | $31923893.41    | 0.01%             | 2029-04-03      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Aon Corp                                                                         | AON CORP                       | CUSIP: 037389BC6<br>LEI: LTS3U8DGK38SETRUWX71 | Long             | DBT              | CORP              | US        |     9459000 | PA      | $9257361.69     | 0.00%             | 2029-05-02      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Norfolk Southern Corp                                                            | NORFOLK SOUTHERN               | CUSIP: 655844CM8<br>LEI: 54930036C8MWP850MI84 | Long             | DBT              | CORP              | US        |    16187000 | PA      | $14669635.39    | 0.00%             | 2032-03-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Ecolab Inc                                                                       | ECOLAB INC                     | CUSIP: 278865BP4<br>LEI: 82DYEISM090VG8LTLS26 | Long             | DBT              | CORP              | US        |     1900000 | PA      | $1956323.14     | 0.00%             | 2028-01-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Apple Inc                                                                        | APPLE INC                      | CUSIP: 037833EC0<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | DBT              | CORP              | US        |    28800000 | PA      | $26884797.93    | 0.01%             | 2028-02-08      | Fixed         | 1.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM6152                      | CUSIP: 3140X9ZS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     4657551 | PA      | $4294091.27     | 0.00%             | 2040-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| American Tower Corp                                                              | AMERICAN TOWER                 | CUSIP: 03027XCN8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |     4580000 | PA      | $4646926.10     | 0.00%             | 2030-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term                                                    | GMCAR 2025-2 A3                | CUSIP: 362549AD9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |      750000 | PA      | $754035.90      | 0.00%             | 2030-04-16      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| Southern California Gas Co                                                       | SOUTHERN CAL GAS               | CUSIP: 842434DC3<br>LEI: XY0N0J73VHV5F4CUJV89 | Long             | DBT              | CORP              | US        |     2800000 | PA      | $2856689.83     | 0.00%             | 2035-06-15      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2017-M8 A2                 | CUSIP: 3136AW7J0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    15306507 | PA      | $15012805.90    | 0.00%             | 2027-05-25      | Variable      | 3.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Multifamily Structured Pass Through Certificates                     | FHMS K524 A2                   | CUSIP: 3137HDV56<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3000000 | PA      | $3058417.80     | 0.00%             | 2029-05-25      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Citizens Financial Group Inc                                                     | CITIZENS FIN GRP               | CUSIP: 174610AW5<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |     8000000 | PA      | $6732312.65     | 0.00%             | 2032-09-30      | Fixed         | 2.64%                 | No            |                  2 | On Loan: No      |
| Santander UK Group Holdings PLC                                                  | SANTANDER UK GRP               | CUSIP: 80281LAS4<br>LEI: 549300F5XIFGNNW4CF72 | Long             | DBT              | CORP              | GB        |     8000000 | PA      | $8065317.90     | 0.00%             | 2026-11-21      | Variable      | 6.83%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Non Gold Pool                                                        | FH 1B7911                      | CUSIP: 3128UGFB8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |      130481 | PA      | $134967.98      | 0.00%             | 2040-12-01      | Floating      | 6.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G06007                      | CUSIP: 3128M8AG9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |        9033 | PA      | $9528.81        | 0.00%             | 2040-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8233                      | CUSIP: 3132DWEE9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    26739690 | PA      | $26382298.22    | 0.01%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae I Pool                                                                | GN 605098                      | CUSIP: 36200NGF2<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |       65297 | PA      | $65909.04       | 0.00%             | 2034-03-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD4267                      | CUSIP: 3132E0W40<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    25782615 | PA      | $26682969.24    | 0.01%             | 2053-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Valero Energy Partners LP                                                        | VALERO ENERGY PA               | CUSIP: 91914JAB8<br>LEI: 549300WH1375KZXLJ231 | Long             | DBT              | CORP              | US        |     3090000 | PA      | $3096570.72     | 0.00%             | 2028-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Lear Corp                                                                        | LEAR CORP                      | CUSIP: 521865AZ8<br>LEI: 549300UPNBTXA1SYTQ33 | Long             | DBT              | CORP              | US        |    14990000 | PA      | $12891562.49    | 0.00%             | 2049-05-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 5281                        | CUSIP: 36202F2N5<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |      765709 | PA      | $757662.68      | 0.00%             | 2042-01-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4160                      | CUSIP: 31418DTS1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30521991 | PA      | $26709437.28    | 0.01%             | 2050-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Visa Inc                                                                         | VISA INC                       | CUSIP: 92826CAQ5<br>LEI: 549300JZ4OKEHW3DPJ59 | Long             | DBT              | CORP              | US        |    16869000 | PA      | $9165374.98     | 0.00%             | 2050-08-15      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Harley-Davidson Motorcycle Trust 2023-A                                          | HDMOT 2023-A A4                | CUSIP: 41285JAE8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3450000 | PA      | $3473148.12     | 0.00%             | 2030-06-17      | Fixed         | 4.97%                 | No            |                  2 | On Loan: No      |
| Mead Johnson Nutrition Co                                                        | MEAD JOHNSON NUT               | CUSIP: 582839AG1<br>LEI: E4BJRFT3MF4GJDY1SC50 | Long             | DBT              | CORP              | US        |     6335000 | PA      | $5525198.52     | 0.00%             | 2044-06-01      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| Baltimore Gas and Electric Co                                                    | BALTIMORE GAS                  | CUSIP: 059165ER7<br>LEI: 88V8C2WYSOD1SPSSLH72 | Long             | DBT              | CORP              | US        |     7525000 | PA      | $7699373.65     | 0.00%             | 2034-06-01      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Target Corp                                                                      | TARGET CORP                    | CUSIP: 87612EBT2<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | DBT              | CORP              | US        |     9700000 | PA      | $9692926.15     | 0.00%             | 2035-04-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Verizon Communications Inc                                                       | VERIZON COMM INC               | CUSIP: 92343VFV1<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |    21000000 | PA      | $12349424.66    | 0.00%             | 2060-11-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G08672                      | CUSIP: 3128MJXA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     3038637 | PA      | $2892538.12     | 0.00%             | 2045-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6701                      | CUSIP: 3132DUNS2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     8790602 | PA      | $9072854.85     | 0.00%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Enterprise Products Operating LLC                                                | ENTERPRISE PRODU               | CUSIP: 29379VBR3<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |     6715000 | PA      | $6601312.70     | 0.00%             | 2078-02-15      | Variable      | 5.38%                 | No            |                  2 | On Loan: No      |
| Progressive Corp/The                                                             | PROGRESSIVE CORP               | CUSIP: 743315BB8<br>LEI: 529900TACNVLY9DCR586 | Long             | DBT              | CORP              | US        |     4930000 | PA      | $5033559.12     | 0.00%             | 2033-06-15      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Peruvian Government International Bond                                           | REPUBLIC OF PERU               | CUSIP: 715638DW9<br>LEI: N/A                  | Long             | DBT              | NUSS              | PE        |    11675000 | PA      | $7203941.53     | 0.00%             | 2072-01-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD6599                      | CUSIP: 3132DUKL0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    30286855 | PA      | $30580058.89    | 0.01%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                                               | HOME DEPOT INC                 | CUSIP: 437076CD2<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    24560000 | PA      | $17227470.75    | 0.01%             | 2050-04-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Light and Power Co/The                                               | CONN LIGHT & PWR               | CUSIP: 207597EG6<br>LEI: 549300O45IUXEDS1VZ32 | Long             | DBT              | CORP              | US        |     5430000 | PA      | $4593593.30     | 0.00%             | 2044-04-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AE6147                      | CUSIP: 31419GZM9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       62890 | PA      | $65070.33       | 0.00%             | 2040-10-01      | Floating      | 7.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR RA8402                      | CUSIP: 3133KQKP0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    14199779 | PA      | $14057692.72    | 0.00%             | 2053-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN MA4121                      | CUSIP: 31418DSK9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    31338912 | PA      | $27424315.29    | 0.01%             | 2050-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                                             | ROYAL BK CANADA                | CUSIP: 78016EZT7<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |      450000 | PA      | $436320.18      | 0.00%             | 2026-07-14      | Fixed         | 1.15%                 | No            |                  2 | On Loan: No      |
| Boardwalk Pipelines LP                                                           | BOARDWALK PIPELI               | CUSIP: 096630AK4<br>LEI: 549300W6AQ2GHHCGL606 | Long             | DBT              | CORP              | US        |    10000000 | PA      | $10152017.91    | 0.00%             | 2034-08-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PeaceHealth Obligated Group                                                      | PEACEHEALTH OBLI               | CUSIP: 70462GAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5900000 | PA      | $3675900.76     | 0.00%             | 2050-11-15      | Fixed         | 3.22%                 | No            |                  2 | On Loan: No      |
| F&G Annuities & Life Inc                                                         | F&G ANNUITIES                  | CUSIP: 30190AAF1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     5000000 | PA      | $5162010.65     | 0.00%             | 2029-06-04      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae-Aces                                                                  | FNA 2019-M25 A2                | CUSIP: 3136B7FC0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6893613 | PA      | $6414073.17     | 0.00%             | 2029-11-25      | Variable      | 2.33%                 | No            |                  2 | On Loan: No      |
| Marvell Technology Inc                                                           | MARVELL TECH INC               | CUSIP: 573874AP9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |     4675000 | PA      | $4865468.60     | 0.00%             | 2029-02-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD1706                      | CUSIP: 3132DN3P6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     6865303 | PA      | $6764425.92     | 0.00%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN FM5290                      | CUSIP: 3140X82Y2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    12489972 | PA      | $11066437.34    | 0.00%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Dollar General Corp                                                              | DOLLAR GENERAL                 | CUSIP: 256677AF2<br>LEI: OPX52SQVOZI8IVSWYU66 | Long             | DBT              | CORP              | US        |     4475000 | PA      | $4444262.71     | 0.00%             | 2028-05-01      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG G02087                      | CUSIP: 3128LXJ84<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       27477 | PA      | $28442.41       | 0.00%             | 2036-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR QG6306                      | CUSIP: 3133C7AF4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    63919579 | PA      | $62800590.20    | 0.02%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Duke Energy Florida LLC                                                          | DUKE ENERGY FLA                | CUSIP: 26444HAE1<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |     4825000 | PA      | $4783676.52     | 0.00%             | 2028-07-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN AL8772                      | CUSIP: 3138ETXA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     1502125 | PA      | $1365657.70     | 0.00%             | 2044-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Port Authority of New York & New Jersey                                          | NY & NJ PORT AUTH-239          | CUSIP: 73358XJB9<br>LEI: 54930006MR4KZ4W74Z83 | Long             | DBT              | MUN               | US        |     2300000 | PA      | $2159745.08     | 0.00%             | 2053-07-15      | Fixed         | 5.07%                 | No            |                  2 | On Loan: No      |
| Ginnie Mae II Pool                                                               | G2 3600                        | CUSIP: 36202D7M7<br>LEI: N/A                  | Long             | ABS-MBS          | USGA              | US        |        1776 | PA      | $1867.65        | 0.00%             | 2034-08-20      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 589331AS6<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |     8670000 | PA      | $6875170.60     | 0.00%             | 2042-09-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 256527                      | CUSIP: 31371M4L8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       63580 | PA      | $68682.36       | 0.00%             | 2036-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Gilead Sciences Inc                                                              | GILEAD SCIENCES                | CUSIP: 375558BY8<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |     8063000 | PA      | $7044218.15     | 0.00%             | 2030-10-01      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Bank of America Corp                                                             | BANK OF AMER CRP               | CUSIP: 06051GMA4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |    52765000 | PA      | $54202836.70    | 0.02%             | 2035-01-23      | Variable      | 5.47%                 | No            |                  2 | On Loan: No      |
| Benchmark 2024-V5 Mortgage Trust                                                 | BMARK 2024-V5 A3               | CUSIP: 08163XAY9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     2700000 | PA      | $2802677.76     | 0.00%             | 2057-01-10      | Fixed         | 5.81%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD8277                      | CUSIP: 3132DWFS7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    11975371 | PA      | $12020199.92    | 0.00%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                                 | FR SD2250                      | CUSIP: 3132DPQB7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    33215317 | PA      | $31991711.55    | 0.01%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                                         | MARSH & MCLENNAN               | CUSIP: 571748BV3<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    12215000 | PA      | $12279598.63    | 0.00%             | 2053-09-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN 790828                      | CUSIP: 31405JSR6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       22773 | PA      | $23397.62       | 0.00%             | 2034-09-01      | Floating      | 7.37%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Gold Pool                                                            | FG Q02113                      | CUSIP: 3132GFK22<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |       41883 | PA      | $40573.04       | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Owens Corning                                                                    | OWENS CORNING                  | CUSIP: 690742AK7<br>LEI: JO5M6676RDJIZ2U8X907 | Long             | DBT              | CORP              | US        |     4275000 | PA      | $4129876.20     | 0.00%             | 2030-06-01      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Comcast Corp                                                                     | COMCAST CORP                   | CUSIP: 20030NDH1<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |    20050000 | PA      | $16614350.02    | 0.01%             | 2040-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Mylan Inc                                                                        | MYLAN INC                      | CUSIP: 628530BK2<br>LEI: 30ZMPDNA1RHIBH89C294 | Long             | DBT              | CORP              | US        |     3538000 | PA      | $3507122.61     | 0.00%             | 2028-04-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                                       | PFIZER INC                     | CUSIP: 717081DK6<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |    14075000 | PA      | $12319326.18    | 0.00%             | 2044-05-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Omega Healthcare Investors Inc                                                   | OMEGA HEALTHCARE               | CUSIP: 681936BF6<br>LEI: 549300OJ7ENK42CZ8E73 | Long             | DBT              | CORP              | US        |     8445000 | PA      | $8465058.15     | 0.00%             | 2027-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                                  | FN CB1293                      | CUSIP: 3140QLNK8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    35891201 | PA      | $28828634.24    | 0.01%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                                         | TOTALENERGIES                  | CUSIP: 89157XAF8<br>LEI: 529900QI55ZLJVCMPA71 | Long             | DBT              | CORP              | FR        |    14685000 | PA      | $13735488.96    | 0.00%             | 2064-09-10      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| AGCO Corp                                                                        | AGCO CORP                      | CUSIP: 001084AS1<br>LEI: LYOM0B2GCF1JWXK5ZG04 | Long             | DBT              | CORP              | US        |     8025000 | PA      | $8144946.27     | 0.00%             | 2034-03-21      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Merck & Co Inc                                                                   | MERCK & CO INC                 | CUSIP: 58933YBK0<br>LEI: 4YV9Y5M8S0BRK1RP0397 | Long             | DBT              | CORP              | US        |    15916000 | PA      | $15860077.19    | 0.01%             | 2033-05-17      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-A                                         | WOART 2025-A A3                | CUSIP: 98164YAD3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     3000000 | PA      | $3037524.60     | 0.00%             | 2030-03-15      | Fixed         | 4.73%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-27

**Name of Applicant:** VANGUARD BOND INDEX FUNDS

**Signature:** Ashley Grim

**Name of Signer:** Ashley Grim

**Title:** Treasurer