# EDGAR Filing Document

**Accession Number:** 0000795259
**File Stem:** 0001752724-25-203031
**Filing Date:** 2025-8
**Character Count:** 231394
**Document Hash:** 07c4c977f2c5b73090e3e762f75e60b9
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-203031.hdr.sgml**: 20250825

**ACCESSION NUMBER**: 0001752724-25-203031

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250825

**DATE AS OF CHANGE**: 20250825

**PERIOD START**: 20251231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** MoA Funds Corp
- **CENTRAL INDEX KEY:** 0000795259

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-05084
- **FILM NUMBER:** 251251770

**BUSINESS ADDRESS:**
- **STREET 1:** 320 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022
- **BUSINESS PHONE:** (212)224-1600

**MAIL ADDRESS:**
- **STREET 1:** 320 PARK AVENUE
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10022

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** MUTUAL OF AMERICA INVESTMENT CORP
- **DATE OF NAME CHANGE:** 19920703

## Series and Classes Contracts Data

### MoA Core Bond Fund (Series ID: S000009395)

| Class ID   | Class Name         | Ticker Symbol   |
|:---|:---|:---|
| C000025739 | MoA Core Bond Fund |  |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** MoA Funds Corp

- **b. Investment Company Act file number:** 811-05084

- **c. CIK number of Registrant:** 0000795259

- **d. LEI of Registrant:** 2549004TRCWJFA4VU540

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

  - **Street Address 1:** 320 Park Avenue

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10022

  - **Telephone number:** 212-224-1600

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

- **a. Name of Series:** MOA CORE BOND FUND

- **b. EDGAR series identifier (if any):** S000009395

- **c. LEI of Series:** 25490015SZU4U4H18722

**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:** $2234232138.69

**Total Liabilities:** $859607.45

**Net Assets:** $2233372531.24

**Cash Not Reported:** $56202.91

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 1335.62634000 | **1-Year:** 102462.02458000 | **5-Year:** 580724.01874000 | **10-Year:** 127715.96806000 | **30-Year:** 0.00000000

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

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

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000025739 | 0.34%                | -0.55%               | 1.58%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-1547987.30             | $757800.17                                 |
| Month 2  | $-145349.60              | $-19634387.28                              |
| Month 3  | $551820.26               | $27427560.46                               |

### Schedule of Portfolio Investments

| Name                                | Title                                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140FF4M0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1346868 | PA      | $1196841.45   | 0.05%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138WGJ47<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1443318 | PA      | $1318541.27   | 0.06%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 3617WPAY3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3872682 | PA      | $3270048.53   | 0.15%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3132HPJJ4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14385 | PA      | $13129.68     | 0.00%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| NISOURCE INC                        | NiSource Inc                                                        | CUSIP: 65473PAS4<br>LEI: 549300D8GOWWH0SJB189 | Long             | DBT              | CORP              | US        |  10740000 | PA      | $11026148.12  | 0.49%             | 2029-07-01      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                  | CUSIP: 3137HHJZ5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   8712120 | PA      | $8677811.27   | 0.39%             | 2052-01-25      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                       | Amphenol Corp                                                       | CUSIP: 032095AJ0<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   9520000 | PA      | $8931643.47   | 0.40%             | 2030-02-15      | Fixed         | 2.80%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132ADGW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    538775 | PA      | $502878.20    | 0.02%             | 2043-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                   | L3Harris Technologies Inc                                           | CUSIP: 502431AP4<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   6840000 | PA      | $6955945.36   | 0.31%             | 2027-01-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140JSDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1506101 | PA      | $1266169.02   | 0.06%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132E0AW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2601286 | PA      | $2670797.65   | 0.12%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138WJEL8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    152105 | PA      | $139065.18    | 0.01%             | 2046-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418D3G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2328159 | PA      | $1854157.19   | 0.08%             | 2051-08-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140Q7YK7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    901187 | PA      | $879533.59    | 0.04%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ARROW ELECTRONICS INC               | Arrow Electronics Inc                                               | CUSIP: 04273WAF8<br>LEI: 549300YNNLBXT8N8R512 | Long             | DBT              | CORP              | US        |   8845000 | PA      | $8989893.64   | 0.40%             | 2029-08-21      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132A3VZ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    262769 | PA      | $255150.83    | 0.01%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XKP38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8272879 | PA      | $8303677.48   | 0.37%             | 2053-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31411Y4P5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6322 | PA      | $6633.21      | 0.00%             | 2037-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31417APM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    339226 | PA      | $315761.23    | 0.01%             | 2041-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VERIZON COMMUNICATIONS              | Verizon Communications Inc                                          | CUSIP: 92343VEU4<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   5450000 | PA      | $5376641.61   | 0.24%             | 2029-12-03      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140J7UE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1029729 | PA      | $1004986.74   | 0.04%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140L6RW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3701926 | PA      | $3135914.49   | 0.14%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138WJWH7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    273241 | PA      | $249816.00    | 0.01%             | 2047-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140AJJ66<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1642969 | PA      | $1645739.99   | 0.07%             | 2054-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133B9DJ0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3434594 | PA      | $3386651.89   | 0.15%             | 2052-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138W6BX3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    389164 | PA      | $353778.64    | 0.02%             | 2042-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36202F3K0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    246424 | PA      | $228686.36    | 0.01%             | 2042-02-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31414HTN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13403 | PA      | $14064.24     | 0.00%             | 2037-12-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31419L2F9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      6245 | PA      | $6063.98      | 0.00%             | 2040-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| LENNOX INTERNATIONAL INC            | Lennox International Inc                                            | CUSIP: 526107AF4<br>LEI: S7DWAC87RDMPBF77GJ92 | Long             | DBT              | CORP              | US        |   4935000 | PA      | $4659829.79   | 0.21%             | 2027-08-01      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418AN87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    120823 | PA      | $115187.31    | 0.01%             | 2033-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                | Boston Properties LP                                                | CUSIP: 10112RBD5<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   6488000 | PA      | $5945130.14   | 0.27%             | 2031-01-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                | Tanger Properties LP                                                | CUSIP: 875484AK3<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3451907.29   | 0.15%             | 2027-07-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC             | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GXG4<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8319787.79   | 0.37%             | 2030-02-07      | Fixed         | 2.60%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XEAP9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  18936384 | PA      | $17423977.23  | 0.78%             | 2036-07-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31416W4K5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     26887 | PA      | $25160.15     | 0.00%             | 2040-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XRD44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17167846 | PA      | $17484086.72  | 0.78%             | 2054-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31411ELZ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22971 | PA      | $24056.56     | 0.00%             | 2037-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140ASCW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7995790 | PA      | $8032283.61   | 0.36%             | 2054-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| MERCURY GENERAL CORP                | Mercury General Corp                                                | CUSIP: 589400AB6<br>LEI: 5493001Q9EXPCEL4W527 | Long             | DBT              | CORP              | US        |   3330000 | PA      | $3301019.23   | 0.15%             | 2027-03-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140QK6F0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   6340142 | PA      | $5729394.60   | 0.26%             | 2051-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133LWAN2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2171678 | PA      | $1976865.63   | 0.09%             | 2050-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140LF5J9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8575177 | PA      | $7627214.56   | 0.34%             | 2034-04-01      | Fixed         | 3.03%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133LWAK8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    893703 | PA      | $751244.39    | 0.03%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| SOUTHERN CO                         | Southern Co/The                                                     | CUSIP: 842587DT1<br>LEI: 549300FC3G3YU2FBZD92 | Long             | DBT              | CORP              | US        |   8560000 | PA      | $8948176.00   | 0.40%             | 2034-03-15      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138EKLE3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    337895 | PA      | $315382.42    | 0.01%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31404GCC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     59185 | PA      | $60518.93     | 0.00%             | 2033-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418CGJ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    261988 | PA      | $229680.76    | 0.01%             | 2047-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KEMPER CORP                         | Kemper Corp                                                         | CUSIP: 488401AD2<br>LEI: 549300FNI1JKTRY2PV09 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4102531.22   | 0.18%             | 2032-02-23      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| WELLTOWER OP LLC                    | Welltower OP LLC                                                    | CUSIP: 95040QAL8<br>LEI: T6IZ0MBEG5ACZDTR7D06 | Long             | DBT              | CORP              | US        |   7123000 | PA      | $6510124.67   | 0.29%             | 2031-01-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131XU5P8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1879599 | PA      | $1638731.74   | 0.07%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY               | Wells Fargo & Co                                                    | CUSIP: 95000U2U6<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   9115000 | PA      | $8327626.26   | 0.37%             | 2033-03-02      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                  | CUSIP: 3133TLK56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     13747 | PA      | $13853.68     | 0.00%             | 2029-07-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140J7M44<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1076343 | PA      | $992991.74    | 0.04%             | 2047-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 912810SQ2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  46250000 | PA      | $28429296.88  | 1.27%             | 2040-08-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418SPM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2549 | PA      | $2583.56      | 0.00%             | 2040-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                           | Amgen Inc                                                           | CUSIP: 031162DP2<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   8125000 | PA      | $8300573.08   | 0.37%             | 2028-03-02      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                  | CUSIP: 3137BFCY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    182642 | PA      | $172289.51    | 0.01%             | 2044-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                       | Citigroup Inc                                                       | CUSIP: 172967NN7<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |  10865000 | PA      | $10137477.77  | 0.45%             | 2033-03-17      | Fixed         | 3.79%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK              | Federal Home Loan Banks                                             | CUSIP: 3130B54S4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   7000000 | PA      | $6996777.78   | 0.31%             | 2030-02-26      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| JM SMUCKER CO                       | J M Smucker Co/The                                                  | CUSIP: 832696AX6<br>LEI: 5493000WDH6A0LHDJD55 | Long             | DBT              | CORP              | US        |   7890000 | PA      | $8470811.70   | 0.38%             | 2033-11-15      | Fixed         | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31417AB40<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    372792 | PA      | $347005.66    | 0.02%             | 2041-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31389VBN6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        99 | PA      | $105.22       | 0.00%             | 2032-04-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| ALEXANDRIA REAL ESTATE E            | Alexandria Real Estate Equities Inc                                 | CUSIP: 015271BA6<br>LEI: MGCJBT4MKTQBVLNUIS88 | Long             | DBT              | CORP              | US        |  11253000 | PA      | $10774126.96  | 0.48%             | 2035-04-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140M2R61<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2767022 | PA      | $2506472.81   | 0.11%             | 2052-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140N4V38<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4104031 | PA      | $4214942.48   | 0.19%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| DARDEN RESTAURANTS INC              | Darden Restaurants Inc                                              | CUSIP: 237194AL9<br>LEI: CY1NFSCCB5GUXC7WZC70 | Long             | DBT              | CORP              | US        |   5280000 | PA      | $5236667.22   | 0.23%             | 2027-05-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Non Gold Pool                                           | CUSIP: 3142BUU97<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10333308 | PA      | $9233935.34   | 0.41%             | 2051-10-01      | Floating      | 1.93%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36179XDB9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4241108 | PA      | $3751569.42   | 0.17%             | 2052-08-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140LWBM8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9910621 | PA      | $8847605.06   | 0.40%             | 2051-09-01      | Floating      | 1.80%                 | No            |                  2 | On Loan: No      |
| AMERICAN ELECTRIC POWER             | American Electric Power Co Inc                                      | CUSIP: 025537AY7<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | DBT              | CORP              | US        |  11429000 | PA      | $11723670.87  | 0.52%             | 2029-01-15      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3128Q0UY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2902 | PA      | $2864.37      | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131XQR65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276569 | PA      | $265314.19    | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NEXTERA ENERGY CAPITAL              | NextEra Energy Capital Holdings Inc                                 | CUSIP: 65339KAT7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   6722000 | PA      | $6634998.93   | 0.30%             | 2027-05-01      | Fixed         | 3.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140EX2Y8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    441855 | PA      | $408765.59    | 0.02%             | 2046-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132A8P60<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1081714 | PA      | $1052416.16   | 0.05%             | 2032-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31390E6L1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     54832 | PA      | $57620.04     | 0.00%             | 2032-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31419GCH5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151786 | PA      | $151283.47    | 0.01%             | 2040-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| FAIRFAX FINL HLDGS LTD              | Fairfax Financial Holdings Ltd                                      | CUSIP: 303901BN1<br>LEI: GLS7OQD0WOEDI8YAP031 | Long             | DBT              | CORP              | CA        |   5010000 | PA      | $5228686.41   | 0.23%             | 2033-12-07      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 3620C4UQ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    114621 | PA      | $115339.28    | 0.01%             | 2030-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132DMEW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1537045 | PA      | $1348207.84   | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                         | Prologis LP                                                         | CUSIP: 74340XBZ3<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   3906000 | PA      | $3431799.02   | 0.15%             | 2030-07-01      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131XYV22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    388246 | PA      | $356020.24    | 0.02%             | 2047-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| ALLEGHANY CORP                      | Alleghany Corp                                                      | CUSIP: 017175AE0<br>LEI: 549300DCJE6AYX159479 | Long             | DBT              | CORP              | US        |   4660000 | PA      | $4524893.11   | 0.20%             | 2030-05-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Non Gold Pool                                           | CUSIP: 31288QWQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6636979 | PA      | $6505164.73   | 0.29%             | 2053-04-01      | Floating      | 4.42%                 | No            |                  2 | On Loan: No      |
| KINDER MORGAN INC                   | Kinder Morgan Inc                                                   | CUSIP: 49456BAZ4<br>LEI: 549300WR7IX8XE0TBO16 | Long             | DBT              | CORP              | US        |  10870000 | PA      | $11109783.76  | 0.50%             | 2029-08-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 3620C1B96<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      6369 | PA      | $6369.37      | 0.00%             | 2030-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131Y0KB7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    257767 | PA      | $243902.29    | 0.01%             | 2048-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140KEBP2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3689826 | PA      | $3230751.32   | 0.14%             | 2050-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KYNDRYL HOLDINGS INC                | Kyndryl Holdings Inc                                                | CUSIP: 50155QAJ9<br>LEI: 549300LQ4LWX2R8ZV130 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2422674.91   | 0.11%             | 2026-10-15      | Fixed         | 2.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31410WN79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3830 | PA      | $4100.57      | 0.00%             | 2037-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 36210EE70<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    224903 | PA      | $216124.84    | 0.01%             | 2041-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132ADVF2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1629476 | PA      | $1579176.63   | 0.07%             | 2045-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31371M2X4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3504 | PA      | $3508.87      | 0.00%             | 2026-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140L1TM7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8013034 | PA      | $6344180.46   | 0.28%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                      | Morgan Stanley                                                      | CUSIP: 61747YFK6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1910000 | PA      | $1950247.75   | 0.09%             | 2030-01-16      | Fixed         | 5.17%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131XMF83<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    888953 | PA      | $806963.91    | 0.04%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418EBU3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5719569 | PA      | $5181001.78   | 0.23%             | 2052-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140KEHY7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2187808 | PA      | $1913576.44   | 0.09%             | 2050-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XHA49<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3916156 | PA      | $3558559.78   | 0.16%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                     | CVS Health Corp                                                     | CUSIP: 126650EB2<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   2045000 | PA      | $2103564.53   | 0.09%             | 2029-06-01      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 31306XB69<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       542 | PA      | $537.23       | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MOTOROLA SOLUTIONS INC              | Motorola Solutions Inc                                              | CUSIP: 620076CC1<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | DBT              | CORP              | US        |   4810000 | PA      | $4905057.35   | 0.22%             | 2035-08-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                 | JPMorgan Chase & Co                                                 | CUSIP: 46647PDR4<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   4625000 | PA      | $4763203.43   | 0.21%             | 2034-06-01      | Fixed         | 5.35%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 912810SR0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  71625000 | PA      | $44497031.25  | 1.99%             | 2040-05-15      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131XJXA5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    767172 | PA      | $720496.71    | 0.03%             | 2042-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140L8QT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2107180 | PA      | $1781073.57   | 0.08%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3132QQFF4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     24307 | PA      | $23183.70     | 0.00%             | 2045-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AUTODESK INC                        | Autodesk Inc                                                        | CUSIP: 052769AJ5<br>LEI: FRKKVKAIQEF3FCSTPG55 | Long             | DBT              | CORP              | US        |    970000 | PA      | $986228.98    | 0.04%             | 2035-06-15      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| EXPEDIA GROUP INC                   | Expedia Group Inc                                                   | CUSIP: 30212PBL8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5537493.99   | 0.25%             | 2035-02-15      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 31427MTP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  10988959 | PA      | $11176607.74  | 0.50%             | 2055-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| TOLL BROS FINANCE CORP              | Toll Brothers Finance Corp                                          | CUSIP: 88947EAS9<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   6115000 | PA      | $6132819.21   | 0.27%             | 2027-03-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133AC2D9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2629666 | PA      | $2297606.69   | 0.10%             | 2050-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO            | Manufacturers & Traders Trust Co                                    | CUSIP: 55279HAW0<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3480532.95   | 0.16%             | 2028-01-27      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XHC39<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4257921 | PA      | $3785716.02   | 0.17%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138YJDC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    755131 | PA      | $678354.57    | 0.03%             | 2045-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XCR34<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    669277 | PA      | $578547.31    | 0.03%             | 2036-08-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| TANGER PROPERTIES LP                | Tanger Properties LP                                                | CUSIP: 875484AJ6<br>LEI: PQPGJDNFN35EXH363L31 | Long             | DBT              | CORP              | US        |   5800000 | PA      | $5692942.62   | 0.25%             | 2026-09-01      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| TRUIST FINANCIAL CORP               | Truist Financial Corp                                               | CUSIP: 89788MAL6<br>LEI: 549300DRQQI75D2JP341 | Long             | DBT              | CORP              | US        |   8055000 | PA      | $8146344.74   | 0.36%             | 2029-01-26      | Fixed         | 4.87%                 | No            |                  2 | On Loan: No      |
| INTL FLAVOR & FRAGRANCES            | International Flavors & Fragrances Inc                              | CUSIP: 459506AP6<br>LEI: BZLRL03D3GPGMOGFO832 | Long             | DBT              | CORP              | US        |   9112000 | PA      | $8582066.57   | 0.38%             | 2027-10-15      | Fixed         | 1.83%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                           | ONEOK Inc                                                           | CUSIP: 682680CC5<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   2260000 | PA      | $2242724.12   | 0.10%             | 2029-10-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140X3BY3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3356561 | PA      | $3245831.42   | 0.15%             | 2044-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                 | American Express Co                                                 | CUSIP: 025816DU0<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |  10025000 | PA      | $10421474.96  | 0.47%             | 2030-04-25      | Fixed         | 5.53%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418AWG9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1438198 | PA      | $1343149.82   | 0.06%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31371KLC3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       257 | PA      | $273.58       | 0.00%             | 2032-02-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY               | Wells Fargo & Co                                                    | CUSIP: 95000U2J1<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $915617.89    | 0.04%             | 2031-02-11      | Fixed         | 2.57%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                | Bank of America Corp                                                | CUSIP: 06051GKK4<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |  26230000 | PA      | $23483911.80  | 1.05%             | 2033-02-04      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3132GTPH4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20234 | PA      | $18975.87     | 0.00%             | 2042-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 91282CNF4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2715000 | PA      | $2738332.03   | 0.12%             | 2032-05-31      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| OLD REPUBLIC INTL CORP              | Old Republic International Corp                                     | CUSIP: 680223AK0<br>LEI: 549300IV6O2YY2A1KH37 | Long             | DBT              | CORP              | US        |   4895000 | PA      | $4861487.99   | 0.22%             | 2026-08-26      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                  | CUSIP: 3137BK2H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     77903 | PA      | $77002.97     | 0.00%             | 2043-09-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131X7ZS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8464 | PA      | $8385.77      | 0.00%             | 2027-08-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                  | Realty Income Corp                                                  | CUSIP: 756109BR4<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   1780000 | PA      | $1811766.79   | 0.08%             | 2030-03-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| EQT CORP                            | EQT Corp                                                            | CUSIP: 26884LAF6<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   6693000 | PA      | $6602908.54   | 0.30%             | 2027-10-01      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK              | Federal Home Loan Banks                                             | CUSIP: 3130B6K96<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5000000 | PA      | $4993670.47   | 0.22%             | 2032-06-09      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36176DTA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3368 | PA      | $3388.47      | 0.00%             | 2031-04-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 3617A3ZQ6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    867136 | PA      | $775035.98    | 0.03%             | 2047-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                        | AutoZone Inc                                                        | CUSIP: 053332BG6<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   6195000 | PA      | $6567520.84   | 0.29%             | 2028-11-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133KN4C4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3383337 | PA      | $3170476.85   | 0.14%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31389VKW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12069 | PA      | $12616.15     | 0.00%             | 2032-04-01      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132AALH5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    817127 | PA      | $803778.39    | 0.04%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418AQA9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    370325 | PA      | $353061.38    | 0.02%             | 2033-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XHB30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1740422 | PA      | $1453233.45   | 0.07%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                  | Energy Transfer LP                                                  | CUSIP: 29273VAZ3<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   3400000 | PA      | $3484695.37   | 0.16%             | 2029-07-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133ASYD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3496544 | PA      | $2936903.86   | 0.13%             | 2051-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XFR60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9227944 | PA      | $8033140.98   | 0.36%             | 2052-01-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132XGUL8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7361000 | PA      | $7309435.55   | 0.33%             | 2030-05-01      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31371LCD9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7859 | PA      | $7988.31      | 0.00%             | 2033-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 36200YNP8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      2457 | PA      | $2465.77      | 0.00%             | 2031-12-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 912810TL2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  30665000 | PA      | $26822292.19  | 1.20%             | 2052-11-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK              | Federal Home Loan Banks                                             | CUSIP: 3130B53T3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   6450000 | PA      | $6444636.87   | 0.29%             | 2032-02-27      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| STRIPS                              | United States Treasury Strip Coupon                                 | CUSIP: 9128335A4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9790000 | PA      | $6256996.31   | 0.28%             | 2035-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132DTH52<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13799134 | PA      | $11643378.56  | 0.52%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418EB90<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4113296 | PA      | $3418341.61   | 0.15%             | 2052-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140L1VP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5358122 | PA      | $4344895.85   | 0.19%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 3617QHVP4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322872 | PA      | $295897.74    | 0.01%             | 2050-12-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 91282CJJ1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   5690000 | PA      | $5845585.94   | 0.26%             | 2033-11-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31416XT67<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    445479 | PA      | $418413.30    | 0.02%             | 2041-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140X3BZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1765420 | PA      | $1714221.83   | 0.08%             | 2043-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                        | Broadcom Inc                                                        | CUSIP: 11135FBX8<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |  10805000 | PA      | $11064851.28  | 0.50%             | 2029-07-12      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 912810RT7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  29985000 | PA      | $19640175.00  | 0.88%             | 2046-08-15      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131WMMZ6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359017 | PA      | $353699.17    | 0.02%             | 2033-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                        | NNN REIT Inc                                                        | CUSIP: 637417AJ5<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   3145000 | PA      | $3108758.01   | 0.14%             | 2026-12-15      | Fixed         | 3.60%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 31329LSJ2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    231398 | PA      | $202862.93    | 0.01%             | 2046-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140KBV43<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2443631 | PA      | $2297147.80   | 0.10%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 912810TX6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  11530000 | PA      | $10521125.00  | 0.47%             | 2054-02-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132DQQ33<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4228370 | PA      | $4255489.53   | 0.19%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 91282CGS4<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  24820000 | PA      | $24643545.31  | 1.10%             | 2030-03-31      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| JABIL INC                           | Jabil Inc                                                           | CUSIP: 466313AK9<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3648028.66   | 0.16%             | 2031-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133ATPD7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2773978 | PA      | $2310893.73   | 0.10%             | 2051-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas      | FRESB 2016-SB24 Mortgage Trust                                      | CUSIP: 30295NAG5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    621643 | PA      | $606789.64    | 0.03%             | 2026-10-25      | Variable      | 2.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 36297EHS7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     22744 | PA      | $23029.43     | 0.00%             | 2036-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131Y1F54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    752190 | PA      | $732023.40    | 0.03%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 3620AWFC9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     35046 | PA      | $35692.47     | 0.00%             | 2040-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140MNAE6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4856143 | PA      | $4062083.84   | 0.18%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132DMH57<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2555790 | PA      | $2329833.66   | 0.10%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140ATDM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2154173 | PA      | $2293529.97   | 0.10%             | 2054-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133BD7A7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2471580 | PA      | $2438651.44   | 0.11%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133BR4X9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4641879 | PA      | $4842672.28   | 0.22%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                              | United States Treasury Strip Coupon                                 | CUSIP: 912834TV0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  15160000 | PA      | $4757976.14   | 0.21%             | 2048-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131Y1GX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    116149 | PA      | $109718.27    | 0.00%             | 2048-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418AUQ9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    539116 | PA      | $518507.95    | 0.02%             | 2033-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140KUMY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3181806 | PA      | $2519303.69   | 0.11%             | 2050-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140QEHW5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1847810 | PA      | $1737050.43   | 0.08%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133BFPC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3723387 | PA      | $3673780.48   | 0.16%             | 2052-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31371MFP7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1762 | PA      | $1769.11      | 0.00%             | 2035-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140W1NL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  29014112 | PA      | $25112486.66  | 1.12%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DIAMONDBACK ENERGY INC              | Diamondback Energy Inc                                              | CUSIP: 25278XAY5<br>LEI: 549300R22LSX6OHWEN64 | Long             | DBT              | CORP              | US        |  10942000 | PA      | $11184411.67  | 0.50%             | 2030-01-30      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| ZIONS BANCORP NA                    | Zions Bancorp NA                                                    | CUSIP: 98971DAB6<br>LEI: 8WH0EE09O9V05QJZ3V89 | Long             | DBT              | CORP              | US        |  12030000 | PA      | $11081390.72  | 0.50%             | 2029-10-29      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133D0Q87<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2213715 | PA      | $2347116.09   | 0.11%             | 2054-10-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                    | T-Mobile USA Inc                                                    | CUSIP: 87264ABV6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   5230000 | PA      | $5036408.68   | 0.23%             | 2029-04-15      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3132M92T0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     11134 | PA      | $10694.53     | 0.00%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131X7V96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     75895 | PA      | $74839.29     | 0.00%             | 2027-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 36213E2J4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       345 | PA      | $345.28       | 0.00%             | 2032-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO            | Capital One Financial Corp                                          | CUSIP: 14040HCS2<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   4365000 | PA      | $4398538.72   | 0.20%             | 2028-05-10      | Fixed         | 4.93%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133AJT29<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3903399 | PA      | $3300518.90   | 0.15%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                    | Freddie Mac Strips                                                  | CUSIP: 3132J0SJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    359335 | PA      | $327241.50    | 0.01%             | 2047-10-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 31329LPQ9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    349111 | PA      | $314988.11    | 0.01%             | 2042-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140H3GX8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    462257 | PA      | $437378.79    | 0.02%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                    | Freddie Mac Strips                                                  | CUSIP: 3132HTJV9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    587373 | PA      | $532216.92    | 0.02%             | 2043-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418AWE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    774412 | PA      | $724085.28    | 0.03%             | 2043-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DTE ENERGY CO                       | DTE Energy Co                                                       | CUSIP: 233331BK2<br>LEI: 549300IX8SD6XXD71I78 | Long             | DBT              | CORP              | US        |  10596000 | PA      | $10809206.92  | 0.48%             | 2029-03-01      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| AUTOZONE INC                        | AutoZone Inc                                                        | CUSIP: 053332AW2<br>LEI: GA3JGKJ41LJKXDN23E90 | Long             | DBT              | CORP              | US        |   1795000 | PA      | $1755210.90   | 0.08%             | 2029-04-18      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36179S4G9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    322304 | PA      | $303808.19    | 0.01%             | 2032-04-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                 | Fifth Third Bancorp                                                 | CUSIP: 316773DK3<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   4762000 | PA      | $5014376.87   | 0.22%             | 2029-07-27      | Fixed         | 6.34%                 | No            |                  2 | On Loan: No      |
| EQUIFAX INC                         | Equifax Inc                                                         | CUSIP: 294429AX3<br>LEI: 5493004MCF8JDC86VS77 | Long             | DBT              | CORP              | US        |   8650000 | PA      | $8724196.91   | 0.39%             | 2029-09-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31401J4H8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1938 | PA      | $2010.87      | 0.00%             | 2033-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 31329JN78<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    650224 | PA      | $590252.62    | 0.03%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| DOMINION ENERGY SOUTH               | Dominion Energy South Carolina Inc                                  | CUSIP: 25731VAA2<br>LEI: 3QRVFYR22IUIEOORTK28 | Long             | DBT              | CORP              | US        |  10799000 | PA      | $9459091.22   | 0.42%             | 2031-12-01      | Fixed         | 2.30%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 3620ASAG4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156617 | PA      | $150491.36    | 0.01%             | 2041-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140QMYZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  17210882 | PA      | $13666153.93  | 0.61%             | 2051-12-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fanniemae Strip                     | Fannie Mae Interest Strip                                           | CUSIP: 31395QCY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    359851 | PA      | $326940.05    | 0.01%             | 2042-08-25      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                 | JPMorgan Chase & Co                                                 | CUSIP: 46647PEJ1<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   7600000 | PA      | $7737758.84   | 0.35%             | 2030-07-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140LW2B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1708166 | PA      | $1682790.24   | 0.08%             | 2052-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140MNQB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    378697 | PA      | $343767.23    | 0.02%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31371ME60<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |         3 | PA      | $3.07         | 0.00%             | 2025-08-01      | Fixed         | 5.50%                 | No            |                  1 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XQEL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  16853927 | PA      | $14241693.23  | 0.64%             | 2051-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138WEKF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    653562 | PA      | $606213.90    | 0.03%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3132J8X54<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     14544 | PA      | $13222.21     | 0.00%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140FS4X8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1118267 | PA      | $1063398.68   | 0.05%             | 2047-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 912810SH2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7500000 | PA      | $5384765.63   | 0.24%             | 2049-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140FXD74<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3093567 | PA      | $2880760.88   | 0.13%             | 2056-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK              | Federal Home Loan Banks                                             | CUSIP: 3130B3Q89<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   3300000 | PA      | $3297072.61   | 0.15%             | 2032-05-27      | Fixed         | 5.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140KAM37<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3269688 | PA      | $3071853.49   | 0.14%             | 2050-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31371KRC7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     12312 | PA      | $13256.31     | 0.00%             | 2032-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                 | American Express Co                                                 | CUSIP: 025816DG1<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   6650000 | PA      | $6714826.36   | 0.30%             | 2027-07-28      | Fixed         | 5.39%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133BDQ99<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6046348 | PA      | $5962313.43   | 0.27%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CAPITAL ONE FINANCIAL CO            | Capital One Financial Corp                                          | CUSIP: 254709AM0<br>LEI: ZUE8T73ROZOF6FLBAR73 | Long             | DBT              | CORP              | US        |   6685000 | PA      | $6654359.17   | 0.30%             | 2027-02-09      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                      | BankUnited Inc                                                      | CUSIP: 06652KAA1<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   5315000 | PA      | $5311402.58   | 0.24%             | 2025-11-17      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31416PVQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180307 | PA      | $179799.61    | 0.01%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140FBEJ5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    529509 | PA      | $489085.57    | 0.02%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                   | CUSIP: 31396PRK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      3776 | PA      | $3859.19      | 0.00%             | 2037-02-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133AKEK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1160724 | PA      | $1013173.22   | 0.05%             | 2051-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 912828Z94<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2775000 | PA      | $2511375.00   | 0.11%             | 2030-02-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131XTNR7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1608097 | PA      | $1494814.98   | 0.07%             | 2045-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AMGEN INC                           | Amgen Inc                                                           | CUSIP: 031162DR8<br>LEI: 62QBXGPJ34PQ72Z12S66 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2867697.19   | 0.13%             | 2033-03-02      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP              | Bank of New York Mellon Corp/The                                    | CUSIP: 06406RBZ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   6840000 | PA      | $6992203.64   | 0.31%             | 2032-07-22      | Fixed         | 5.06%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131XF3M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    155027 | PA      | $141313.96    | 0.01%             | 2042-07-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133D0SL6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3802980 | PA      | $4049001.18   | 0.18%             | 2054-11-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REALTY INCOME CORP                  | Realty Income Corp                                                  | CUSIP: 756109CG7<br>LEI: 549300CUWDAUZSH43859 | Long             | DBT              | CORP              | US        |   8865000 | PA      | $8967774.16   | 0.40%             | 2034-02-15      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CHENIERE ENERGY PARTNERS            | Cheniere Energy Partners LP                                         | CUSIP: 16411QAG6<br>LEI: 5493005UEC8AZ34LDV29 | Long             | DBT              | CORP              | US        |   6865000 | PA      | $6790489.44   | 0.30%             | 2029-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31417F6Y9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     84356 | PA      | $78576.73     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418B5R3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233586 | PA      | $229713.45    | 0.01%             | 2036-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138XQD57<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    369313 | PA      | $364066.87    | 0.02%             | 2044-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132A65H2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5757 | PA      | $5724.72      | 0.00%             | 2026-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31416YND6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    168957 | PA      | $163272.96    | 0.01%             | 2041-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133AWLU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2519648 | PA      | $2112012.87   | 0.09%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| ENERGY TRANSFER LP                  | Energy Transfer LP                                                  | CUSIP: 29273VAP5<br>LEI: MTLVN9N7JE8MIBIJ1H73 | Long             | DBT              | CORP              | US        |   7215000 | PA      | $7423893.71   | 0.33%             | 2028-02-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133A2DU1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1010306 | PA      | $925094.60    | 0.04%             | 2050-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| PNC BANK NA                         | PNC Bank NA                                                         | CUSIP: 69349LAS7<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |  10500000 | PA      | $9775064.24   | 0.44%             | 2029-10-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133G8VR9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1431416 | PA      | $1345609.57   | 0.06%             | 2035-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140QUD52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8731876 | PA      | $8907705.66   | 0.40%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| BOEING CO                           | Boeing Co/The                                                       | CUSIP: 097023CD5<br>LEI: RVHJWBXLJ1RFUBSY1F30 | Long             | DBT              | CORP              | US        |  12077000 | PA      | $11498170.92  | 0.51%             | 2029-03-01      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132AADS0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    578088 | PA      | $560794.80    | 0.03%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31417BKW6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    705483 | PA      | $656463.16    | 0.03%             | 2042-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132DMH65<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4313905 | PA      | $3932001.74   | 0.18%             | 2043-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31410U2C5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      7188 | PA      | $7673.62      | 0.00%             | 2036-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 31339U3M0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1542895 | PA      | $1353338.97   | 0.06%             | 2049-11-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133WGBV6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1145073 | PA      | $1126583.27   | 0.05%             | 2054-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 36176WKC4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20383 | PA      | $19583.81     | 0.00%             | 2042-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133BRCP7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1276157 | PA      | $1333537.57   | 0.06%             | 2052-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36179WHW1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   2476558 | PA      | $2234090.65   | 0.10%             | 2036-07-20      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131XQR73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    334024 | PA      | $320438.89    | 0.01%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131X8GW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    120124 | PA      | $117617.23    | 0.01%             | 2027-12-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3128LC5G7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       533 | PA      | $549.33       | 0.00%             | 2033-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140KMXH8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7436057 | PA      | $5941348.70   | 0.27%             | 2050-09-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140FNGT5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    233693 | PA      | $215108.12    | 0.01%             | 2046-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132AAD92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    294885 | PA      | $286457.63    | 0.01%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131XQRP3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    655331 | PA      | $628678.58    | 0.03%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138WMKF7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9149 | PA      | $8306.79      | 0.00%             | 2043-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140K3WD0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1175250 | PA      | $1030121.02   | 0.05%             | 2050-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31405JT79<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       303 | PA      | $321.35       | 0.00%             | 2034-09-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133AGDP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    899490 | PA      | $764507.94    | 0.03%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 31329KU77<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    276210 | PA      | $267072.13    | 0.01%             | 2036-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| STEEL DYNAMICS INC                  | Steel Dynamics Inc                                                  | CUSIP: 858119BF6<br>LEI: 549300HGGKEL4FYTTQ83 | Long             | DBT              | CORP              | US        |   3885000 | PA      | $3889283.13   | 0.17%             | 2026-12-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                     | CVS Health Corp                                                     | CUSIP: 126650DJ6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   9660000 | PA      | $9265613.87   | 0.41%             | 2030-04-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 9128286B1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23000000 | PA      | $22148281.25  | 0.99%             | 2029-02-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION BRANDS INC            | Constellation Brands Inc                                            | CUSIP: 21036PBQ0<br>LEI: 5493005GKEG8QCVY7037 | Long             | DBT              | CORP              | US        |   7450000 | PA      | $7530273.05   | 0.34%             | 2029-01-15      | Fixed         | 4.80%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31417YVJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     58627 | PA      | $58311.10     | 0.00%             | 2031-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140KFR56<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    735404 | PA      | $691094.14    | 0.03%             | 2035-07-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132DQUC8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2184238 | PA      | $2203279.90   | 0.10%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 36179HQY0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    156203 | PA      | $146072.28    | 0.01%             | 2042-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| WESTERN MIDSTREAM OPERAT            | Western Midstream Operating LP                                      | CUSIP: 958254AK0<br>LEI: L6D8A6MLSY454J2JXJ60 | Long             | DBT              | CORP              | US        |   9150000 | PA      | $9153947.03   | 0.41%             | 2028-08-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                | Boston Properties LP                                                | CUSIP: 10112RBJ2<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   1465000 | PA      | $1473789.39   | 0.07%             | 2035-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 91282CHT1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  18100000 | PA      | $17828500.00  | 0.80%             | 2033-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132DPPW2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  16105900 | PA      | $15921450.27  | 0.71%             | 2052-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140MJLV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2052797 | PA      | $1937094.74   | 0.09%             | 2052-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138W0XK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    394843 | PA      | $368871.49    | 0.02%             | 2042-12-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| AUTOMATIC DATA PROCESSI 0.0 01JUL25 | AUTOMATIC DATA PROCESSI 0.0 01JUL25                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   5000000 | PA      | $5000000.00   | 0.22%             | 2025-07-01      | None          | 0.00%                 | No            |                  1 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140LCD65<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9237643 | PA      | $7538844.58   | 0.34%             | 2036-05-01      | Fixed         | 2.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140NDQ59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2684455 | PA      | $2701958.09   | 0.12%             | 2053-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                              | United States Treasury Strip Coupon                                 | CUSIP: 912833XP0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3280000 | PA      | $2801612.75   | 0.13%             | 2029-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LIBERTY MUTUAL GROUP INC            | Liberty Mutual Group Inc                                            | CUSIP: 53079EBG8<br>LEI: QUR0DG15Z6FFGYCHH861 | Long             | DBT              | CORP              | US        |  11473000 | PA      | $11485644.09  | 0.51%             | 2029-02-01      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| FIRST HORIZON BANK                  | First Horizon Bank                                                  | CUSIP: 337158AJ8<br>LEI: COOWI3L2W9TPYR3WJX37 | Long             | DBT              | CORP              | US        |   4800000 | PA      | $4911513.38   | 0.22%             | 2030-05-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| HESS CORP                           | Hess Corp                                                           | CUSIP: 42809HAG2<br>LEI: UASVRYNXNK17ULIGK870 | Long             | DBT              | CORP              | US        |   2492000 | PA      | $2486855.87   | 0.11%             | 2027-04-01      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140MUVZ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3969327 | PA      | $3743153.20   | 0.17%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XATC6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8713074 | PA      | $7281378.04   | 0.33%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VOYA FINANCIAL INC                  | Voya Financial Inc                                                  | CUSIP: 929089AB6<br>LEI: 549300T065Z4KJ686G75 | Long             | DBT              | CORP              | US        |   4970000 | PA      | $4925030.30   | 0.22%             | 2026-06-15      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| CH ROBINSON WORLDWIDE               | CH Robinson Worldwide Inc                                           | CUSIP: 12541WAA8<br>LEI: 529900WNWN5L0OVDHA79 | Long             | DBT              | CORP              | US        |   5575000 | PA      | $5544525.50   | 0.25%             | 2028-04-15      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                      | Morgan Stanley                                                      | CUSIP: 61747YFF7<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10255000 | PA      | $10545234.00  | 0.47%             | 2029-07-20      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 3620AREA5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    254086 | PA      | $252263.97    | 0.01%             | 2040-09-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 31306XSR5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     23649 | PA      | $23229.04     | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132A9XY8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |       644 | PA      | $642.39       | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138WB6G5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    190114 | PA      | $177793.97    | 0.01%             | 2043-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138WZVE9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     14558 | PA      | $13650.21     | 0.00%             | 2038-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131XTFY1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    400741 | PA      | $371429.63    | 0.02%             | 2045-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| MICROCHIP TECHNOLOGY INC            | Microchip Technology Inc                                            | CUSIP: 595017BK9<br>LEI: 5493007PTFULNYZJ1R12 | Long             | DBT              | CORP              | US        |   4825000 | PA      | $4881455.45   | 0.22%             | 2028-03-15      | Fixed         | 4.90%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Non Gold Pool                                           | CUSIP: 3128QJ2J4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     16266 | PA      | $16372.75     | 0.00%             | 2037-04-01      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| M&T BANK CORPORATION                | M&T Bank Corp                                                       | CUSIP: 55261FAQ7<br>LEI: 549300WYXDDBYRASEG81 | Long             | DBT              | CORP              | US        |   1387000 | PA      | $1389278.41   | 0.06%             | 2028-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| FRESB Multifamily Mortgage Pas      | FRESB 2019-SB58 Mortgage Trust                                      | CUSIP: 30308MAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    532212 | PA      | $523157.76    | 0.02%             | 2028-10-25      | Variable      | 3.61%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132DMH73<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7187803 | PA      | $6732521.82   | 0.30%             | 2044-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK              | Federal Home Loan Banks                                             | CUSIP: 3130B5A99<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   4860000 | PA      | $4855954.70   | 0.22%             | 2032-03-05      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                  | CUSIP: 3137FRWE7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  13133919 | PA      | $10900793.86  | 0.49%             | 2050-04-25      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31371LKX6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       578 | PA      | $587.58       | 0.00%             | 2034-03-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                    | T-Mobile USA Inc                                                    | CUSIP: 87264ABD6<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |   6105000 | PA      | $6043424.30   | 0.27%             | 2027-04-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| INTEL CORP                          | Intel Corp                                                          | CUSIP: 458140CG3<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   6570000 | PA      | $6625422.35   | 0.30%             | 2033-02-10      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES              | PNC Financial Services Group Inc/The                                | CUSIP: 693475BU8<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   3635000 | PA      | $4062085.33   | 0.18%             | 2034-10-20      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140E7GQ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    338482 | PA      | $322424.63    | 0.01%             | 2045-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 36201PYA7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      5886 | PA      | $6019.07      | 0.00%             | 2032-05-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                  | CUSIP: 3137FBNG7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     20793 | PA      | $20681.85     | 0.00%             | 2045-04-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                    | Hewlett Packard Enterprise Co                                       | CUSIP: 42824CBT5<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   5465000 | PA      | $5438156.95   | 0.24%             | 2029-10-15      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140X3BV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1022439 | PA      | $1027934.52   | 0.05%             | 2039-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140X7ZW2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2399039 | PA      | $2253754.02   | 0.10%             | 2035-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31404KSG8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1074 | PA      | $1091.08      | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31404U2L3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1181 | PA      | $1186.85      | 0.00%             | 2034-06-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133KMYY5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   9672174 | PA      | $8371524.22   | 0.37%             | 2051-10-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                 | American Tower Corp                                                 | CUSIP: 03027XBA7<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   4435000 | PA      | $4132322.42   | 0.19%             | 2030-01-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 36210SR91<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      3921 | PA      | $4048.28      | 0.00%             | 2031-04-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36180XYK3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |      8785 | PA      | $8652.41      | 0.00%             | 2043-10-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140K8QK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2236811 | PA      | $2043821.12   | 0.09%             | 2050-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 313637Q52<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5105000 | PA      | $5031128.99   | 0.23%             | 2028-08-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140E2FC0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    143345 | PA      | $136526.03    | 0.01%             | 2045-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae REMICS                                                   | CUSIP: 3136BUT59<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9126414 | PA      | $9185370.50   | 0.41%             | 2051-08-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                 | American Tower Corp                                                 | CUSIP: 03027XCE8<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   5435000 | PA      | $5670800.29   | 0.25%             | 2028-11-15      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| CELANESE US HOLDINGS LLC            | Celanese US Holdings LLC                                            | CUSIP: 15089QAM6<br>LEI: CD30XVRLT4QO00B1C706 | Long             | DBT              | CORP              | US        |   8485000 | PA      | $8786725.86   | 0.39%             | 2027-07-15      | Variable      | 6.42%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3132QRHT0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     28075 | PA      | $26116.38     | 0.00%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                  | CUSIP: 31393JBX5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     39745 | PA      | $40547.97     | 0.00%             | 2033-01-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                      | Lowe's Cos Inc                                                      | CUSIP: 548661DU8<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   5050000 | PA      | $5087200.80   | 0.23%             | 2030-04-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| SYNCHRONY FINANCIAL                 | Synchrony Financial                                                 | CUSIP: 87165BAL7<br>LEI: 549300RS7EWPM9MA6C78 | Long             | DBT              | CORP              | US        |  11535000 | PA      | $11422923.61  | 0.51%             | 2026-08-04      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3142GQ5H1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   7331097 | PA      | $7477744.60   | 0.33%             | 2054-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XAYG1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5003042 | PA      | $4726047.95   | 0.21%             | 2049-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 91282CMM0<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   2100000 | PA      | $2167265.63   | 0.10%             | 2035-02-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140MX4S0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11162575 | PA      | $11003746.28  | 0.49%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| AON NORTH AMERICA INC               | Aon North America Inc                                               | CUSIP: 03740MAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |  10845000 | PA      | $11140077.22  | 0.50%             | 2034-03-01      | Fixed         | 5.45%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                  | CUSIP: 3137HBM43<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2829493 | PA      | $2843110.20   | 0.13%             | 2047-09-25      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31405SKT0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1432 | PA      | $1454.06      | 0.00%             | 2035-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31406TMA6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    105042 | PA      | $103183.60    | 0.00%             | 2035-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XPDH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5603426 | PA      | $5510883.26   | 0.25%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 91282CLF6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   7000000 | PA      | $6837031.25   | 0.31%             | 2034-08-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36230RAU0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    278867 | PA      | $272271.37    | 0.01%             | 2041-04-20      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138WERN1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    880325 | PA      | $815934.98    | 0.04%             | 2045-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 312946GY6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5407 | PA      | $5256.44      | 0.00%             | 2041-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31400SPQ6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82093 | PA      | $85189.92     | 0.00%             | 2033-04-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140HCA89<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    180715 | PA      | $170709.99    | 0.01%             | 2048-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 36225BNC8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       108 | PA      | $113.36       | 0.00%             | 2031-05-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| FLEX LTD                            | Flex Ltd                                                            | CUSIP: 33938XAA3<br>LEI: 549300EAQH74YHD07T53 | Long             | DBT              | CORP              | SG        |   1478000 | PA      | $1487743.68   | 0.07%             | 2029-06-15      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31416CCM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247162 | PA      | $246466.61    | 0.01%             | 2039-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                 | Otis Worldwide Corp                                                 | CUSIP: 68902VAR8<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   7715000 | PA      | $7944963.83   | 0.36%             | 2031-11-19      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140X3BW7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1087777 | PA      | $1105231.73   | 0.05%             | 2037-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US BANCORP                          | US Bancorp                                                          | CUSIP: 91159HJM3<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |   2500000 | PA      | $2594677.57   | 0.12%             | 2029-06-12      | Fixed         | 5.78%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 912810UB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3500000 | PA      | $3432734.38   | 0.15%             | 2044-05-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                      | Morgan Stanley                                                      | CUSIP: 6174468L6<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |  10000000 | PA      | $9216607.29   | 0.41%             | 2031-01-22      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY               | Wells Fargo & Co                                                    | CUSIP: 95000U3J0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6595000 | PA      | $6752663.46   | 0.30%             | 2030-01-23      | Fixed         | 5.20%                 | No            |                  2 | On Loan: No      |
| ARTHUR J GALLAGHER & CO             | Arthur J Gallagher & Co                                             | CUSIP: 04316JAM1<br>LEI: 54930049QLLMPART6V29 | Long             | DBT              | CORP              | US        |   8245000 | PA      | $8355465.19   | 0.37%             | 2032-02-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                    | HF Sinclair Corp                                                    | CUSIP: 403949AC4<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   3116000 | PA      | $3022581.31   | 0.14%             | 2030-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138WTUZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    777148 | PA      | $675186.08    | 0.03%             | 2043-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3128M6RN0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      1178 | PA      | $1206.03      | 0.00%             | 2032-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36179X5B8<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   6594686 | PA      | $5609819.07   | 0.25%             | 2053-06-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US BANCORP                          | US Bancorp                                                          | CUSIP: 91159HJK7<br>LEI: N1GZ7BBF3NP8GI976H15 | Long             | DBT              | CORP              | US        |  13695000 | PA      | $13784800.54  | 0.62%             | 2029-02-01      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133BGYU6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4203242 | PA      | $3948755.86   | 0.18%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 912810RB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    200000 | PA      | $154093.75    | 0.01%             | 2043-05-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JABIL INC                           | Jabil Inc                                                           | CUSIP: 466313AH6<br>LEI: 5493000CGCQY2OQU7669 | Long             | DBT              | CORP              | US        |   2910000 | PA      | $2879623.12   | 0.13%             | 2028-01-12      | Fixed         | 3.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31416WGX4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    175747 | PA      | $174730.16    | 0.01%             | 2040-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 31335AU30<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     44401 | PA      | $41641.56     | 0.00%             | 2043-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36178MMF5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    225852 | PA      | $217684.47    | 0.01%             | 2042-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC             | Goldman Sachs Group Inc/The                                         | CUSIP: 38141GB37<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |  12200000 | PA      | $12344900.98  | 0.55%             | 2035-07-23      | Fixed         | 5.33%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131Y6F53<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    696355 | PA      | $617148.63    | 0.03%             | 2046-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418BCB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    640415 | PA      | $628305.94    | 0.03%             | 2044-04-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140JVNW8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    317809 | PA      | $309888.19    | 0.01%             | 2034-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140LTT53<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1702044 | PA      | $1420543.02   | 0.06%             | 2051-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31406V4X1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       634 | PA      | $644.26       | 0.00%             | 2035-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS            | Targa Resources Partners LP / Targa Resources Partners Finance Corp | CUSIP: 87612BBQ4<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3912000 | PA      | $3968488.21   | 0.18%             | 2030-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36202D6C0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     53608 | PA      | $53568.99     | 0.00%             | 2034-06-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140HFF87<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    121861 | PA      | $111512.02    | 0.00%             | 2048-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                       | Citigroup Inc                                                       | CUSIP: 172967MP3<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989088.54    | 0.04%             | 2031-03-31      | Fixed         | 4.41%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140H5ZC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    128559 | PA      | $113858.97    | 0.01%             | 2047-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140KMDK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2966193 | PA      | $2396740.85   | 0.11%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VULCAN MATERIALS CO                 | Vulcan Materials Co                                                 | CUSIP: 929160BB4<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | DBT              | CORP              | US        |  11330000 | PA      | $11546133.61  | 0.52%             | 2029-12-01      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140KTMD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    863737 | PA      | $729283.55    | 0.03%             | 2050-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31416WYK2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    290850 | PA      | $282422.06    | 0.01%             | 2040-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Government National Mortgage Association                            | CUSIP: 38374UWE7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    337721 | PA      | $343283.62    | 0.02%             | 2039-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| EQT CORP                            | EQT Corp                                                            | CUSIP: 26884LBG3<br>LEI: 4NT01YGM4X7ZX86ISY52 | Long             | DBT              | CORP              | US        |   4200000 | PA      | $4281970.61   | 0.19%             | 2027-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418BZQ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    633119 | PA      | $600945.79    | 0.03%             | 2036-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132AA2H6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    678222 | PA      | $625700.92    | 0.03%             | 2046-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132A3NH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    291768 | PA      | $274845.32    | 0.01%             | 2041-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 31339S6F7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1591140 | PA      | $1337500.05   | 0.06%             | 2049-10-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418AJL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     19310 | PA      | $18935.97     | 0.00%             | 2032-09-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138ERJJ0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    247977 | PA      | $243883.40    | 0.01%             | 2036-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31417YNY9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     43039 | PA      | $43159.39     | 0.00%             | 2030-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HOST HOTELS & RESORTS LP            | Host Hotels & Resorts LP                                            | CUSIP: 44107TBB1<br>LEI: FXB7X4WXVA8QPMNOGS12 | Long             | DBT              | CORP              | US        |   8715000 | PA      | $8762305.60   | 0.39%             | 2034-07-01      | Fixed         | 5.70%                 | No            |                  2 | On Loan: No      |
| FEDERAL FARM CREDIT BANK            | Federal Farm Credit Banks Funding Corp                              | CUSIP: 3133ERY21<br>LEI: 254900C5LP6DN9OP9V83 | Long             | DBT              | USGSE             | US        |  12000000 | PA      | $11996748.12  | 0.54%             | 2032-01-28      | Fixed         | 5.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 36225BPZ5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       106 | PA      | $110.09       | 0.00%             | 2031-10-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                              | United States Treasury Strip Coupon                                 | CUSIP: 912833Z52<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9790000 | PA      | $5607771.31   | 0.25%             | 2037-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140JB4W3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7617842 | PA      | $7515924.02   | 0.34%             | 2053-02-01      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418BN69<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    203126 | PA      | $179630.52    | 0.01%             | 2045-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138EMY70<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     20214 | PA      | $19630.77     | 0.00%             | 2041-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 912810ST6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  22500000 | PA      | $14329687.50  | 0.64%             | 2040-11-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133KYWS4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  11918577 | PA      | $10553826.69  | 0.47%             | 2042-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| VERISIGN INC                        | VeriSign Inc                                                        | CUSIP: 92343EAM4<br>LEI: LMPL4N8ZOJRMF0KOF759 | Long             | DBT              | CORP              | US        |  10304000 | PA      | $9219450.86   | 0.41%             | 2031-06-15      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| KEYCORP                             | KeyCorp                                                             | CUSIP: 49326EEJ8<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   3800000 | PA      | $3507747.88   | 0.16%             | 2029-10-01      | Fixed         | 2.55%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131XRM35<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    697957 | PA      | $647393.41    | 0.03%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| LENNAR CORP                         | Lennar Corp                                                         | CUSIP: 526057CV4<br>LEI: 529900G61XVRLX5TJX09 | Long             | DBT              | CORP              | US        |   3051000 | PA      | $3072532.27   | 0.14%             | 2027-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36179XDA1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   9987473 | PA      | $8491250.57   | 0.38%             | 2052-08-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 912810TT5<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  42025000 | PA      | $37546710.94  | 1.68%             | 2053-08-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31404J5D3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       391 | PA      | $397.08       | 0.00%             | 2034-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418EED8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7669780 | PA      | $6791543.14   | 0.30%             | 2042-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138ET5U6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1028235 | PA      | $954409.48    | 0.04%             | 2045-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                         | Equinix Inc                                                         | CUSIP: 29444UBE5<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |  11880000 | PA      | $11271713.05  | 0.50%             | 2029-11-18      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 3617MQC46<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   4153498 | PA      | $3512069.69   | 0.16%             | 2050-12-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 36176BXA0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |       801 | PA      | $799.51       | 0.00%             | 2041-04-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| BOSTON PROPERTIES LP                | Boston Properties LP                                                | CUSIP: 10112RBH6<br>LEI: BVHHEFJI6SHNOKQT2572 | Long             | DBT              | CORP              | US        |   3435000 | PA      | $3678757.65   | 0.16%             | 2034-01-15      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                       | Citigroup Inc                                                       | CUSIP: 172967ME8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4460000 | PA      | $4369711.17   | 0.20%             | 2030-03-20      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131Y1EV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    383780 | PA      | $373490.29    | 0.02%             | 2048-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                          | AbbVie Inc                                                          | CUSIP: 00287YDU0<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |  14690000 | PA      | $14958459.98  | 0.67%             | 2034-03-15      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 3617Q8JT0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   1692064 | PA      | $1333456.49   | 0.06%             | 2050-09-20      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 91282CNC1<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23746000 | PA      | $23786813.44  | 1.07%             | 2035-05-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP              | Bunge Ltd Finance Corp                                              | CUSIP: 120568BE9<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   4125000 | PA      | $4079624.95   | 0.18%             | 2029-09-17      | Fixed         | 4.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418BGC4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1003717 | PA      | $912648.11    | 0.04%             | 2044-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31403HQ29<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2896 | PA      | $2943.35      | 0.00%             | 2033-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| TARGA RESOURCES PARTNERS            | Targa Resources Partners LP / Targa Resources Partners Finance Corp | CUSIP: 87612BBN1<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3125000 | PA      | $3188576.67   | 0.14%             | 2029-01-15      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| AID-SRI LANKA                       | Sri Lanka Government AID Bond                                       | CUSIP: 85227SAG1<br>LEI: N/A                  | Long             | DBT              | NUSS              | LK        |   1117460 | PA      | $1142803.48   | 0.05%             | 2028-09-15      | Fixed         | 6.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XAYH9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   4800723 | PA      | $4402250.63   | 0.20%             | 2047-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36184CDG7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    693944 | PA      | $644553.66    | 0.03%             | 2045-03-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3128L3J49<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      7315 | PA      | $7573.15      | 0.00%             | 2037-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                              | United States Treasury Strip Coupon                                 | CUSIP: 9128334W7<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9790000 | PA      | $6948561.57   | 0.31%             | 2033-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140K4MN7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327577 | PA      | $308041.35    | 0.01%             | 2035-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31405DND5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       478 | PA      | $507.11       | 0.00%             | 2034-07-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| HP ENTERPRISE CO                    | Hewlett Packard Enterprise Co                                       | CUSIP: 42824CBU2<br>LEI: 549300BX44RGX6ANDV88 | Long             | DBT              | CORP              | US        |   3615000 | PA      | $3599842.52   | 0.16%             | 2031-10-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                    | HF Sinclair Corp                                                    | CUSIP: 403949AR1<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   1800000 | PA      | $1843517.91   | 0.08%             | 2031-01-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418BMN3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    408629 | PA      | $396235.55    | 0.02%             | 2035-02-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31407KDU0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       990 | PA      | $1005.18      | 0.00%             | 2035-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131XWSZ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    298862 | PA      | $282775.35    | 0.01%             | 2047-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31385HRB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |        49 | PA      | $51.11        | 0.00%             | 2031-06-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31402YGE8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2284 | PA      | $2321.68      | 0.00%             | 2033-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK              | Federal Home Loan Banks                                             | CUSIP: 3130B47L9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   1720000 | PA      | $1718145.05   | 0.08%             | 2031-12-24      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132DQZD1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |  33092785 | PA      | $33336414.76  | 1.49%             | 2053-07-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133A1U75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1813762 | PA      | $1590927.78   | 0.07%             | 2050-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                 | Kimco Realty OP LLC                                                 | CUSIP: 49447BAA1<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   6800000 | PA      | $7398270.65   | 0.33%             | 2034-03-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| DIGITAL REALTY TRUST LP             | Digital Realty Trust LP                                             | CUSIP: 25389JAV8<br>LEI: CD4SPTZ3YBTHY0C1AH38 | Long             | DBT              | CORP              | US        |   7531000 | PA      | $7727262.65   | 0.35%             | 2028-01-15      | Fixed         | 5.55%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                 | Elevance Health Inc                                                 | CUSIP: 036752BB8<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   2725000 | PA      | $2757112.31   | 0.12%             | 2030-02-15      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131X76M5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    109147 | PA      | $107095.77    | 0.00%             | 2027-09-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36185GBP9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    737267 | PA      | $684792.86    | 0.03%             | 2045-05-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140H4KK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    350083 | PA      | $309087.41    | 0.01%             | 2048-03-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418BHY5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    489224 | PA      | $475035.55    | 0.02%             | 2034-10-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138W4CW9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      9918 | PA      | $9040.77      | 0.00%             | 2043-02-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140MJTC9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1005795 | PA      | $1012647.80   | 0.05%             | 2052-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31371NWG6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     22927 | PA      | $23655.03     | 0.00%             | 2048-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| AT&T INC                            | AT&T Inc                                                            | CUSIP: 00206RJY9<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |  12275000 | PA      | $11123600.02  | 0.50%             | 2031-06-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31371MRB5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      5808 | PA      | $6082.04      | 0.00%             | 2036-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XQET0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9376137 | PA      | $7949261.72   | 0.36%             | 2051-03-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132DMSV8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3288327 | PA      | $2652582.95   | 0.12%             | 2051-02-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| BUNGE LTD FINANCE CORP              | Bunge Ltd Finance Corp                                              | CUSIP: 120568BC3<br>LEI: 549300QHC068L40NNM71 | Long             | DBT              | CORP              | US        |   8115000 | PA      | $7343311.21   | 0.33%             | 2031-05-14      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 36177WFM7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    359300 | PA      | $337324.20    | 0.02%             | 2042-05-15      | Fixed         | 3.70%                 | No            |                  2 | On Loan: No      |
| MANUF & TRADERS TRUST CO            | Manufacturers & Traders Trust Co                                    | CUSIP: 55279HAQ3<br>LEI: WWB2V0FCW3A0EE3ZJN75 | Long             | DBT              | CORP              | US        |   3690000 | PA      | $3602459.66   | 0.16%             | 2027-08-17      | Fixed         | 3.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133A4P75<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   2871335 | PA      | $2425423.20   | 0.11%             | 2050-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31417ER45<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     61627 | PA      | $57344.95     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                       | Citigroup Inc                                                       | CUSIP: 172967PG0<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   6620000 | PA      | $6748361.10   | 0.30%             | 2035-02-13      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140LGDL3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9800000 | PA      | $9377683.76   | 0.42%             | 2029-06-01      | Fixed         | 3.10%                 | No            |                  2 | On Loan: No      |
| KEYCORP                             | KeyCorp                                                             | CUSIP: 49326EEP4<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2133427.17   | 0.10%             | 2035-03-06      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133KYSL4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1651005 | PA      | $1574451.55   | 0.07%             | 2039-11-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                 | Fifth Third Bancorp                                                 | CUSIP: 316773DD9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965427.26    | 0.04%             | 2027-11-01      | Fixed         | 1.71%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140QDRP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1866470 | PA      | $1639540.87   | 0.07%             | 2050-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138M66X0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16426 | PA      | $15385.22     | 0.00%             | 2042-08-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133ALV96<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    583366 | PA      | $493815.10    | 0.02%             | 2051-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418ATR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    396439 | PA      | $381286.84    | 0.02%             | 2033-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XMUZ7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   9812950 | PA      | $10093923.55  | 0.45%             | 2053-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE & CO                 | JPMorgan Chase & Co                                                 | CUSIP: 46647PEW2<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   9765000 | PA      | $10061992.88  | 0.45%             | 2036-01-24      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132XFLP1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3250000 | PA      | $3234056.28   | 0.14%             | 2029-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| UBER TECHNOLOGIES INC               | Uber Technologies Inc                                               | CUSIP: 90353TAK6<br>LEI: 549300B2FTG34FILDR98 | Long             | DBT              | CORP              | US        |   8825000 | PA      | $8779570.77   | 0.39%             | 2029-08-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR            | Occidental Petroleum Corp                                           | CUSIP: 674599EC5<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   5300000 | PA      | $5512506.40   | 0.25%             | 2028-09-01      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| ELEVANCE HEALTH INC                 | Elevance Health Inc                                                 | CUSIP: 036752AL7<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | DBT              | CORP              | US        |   7245000 | PA      | $6824231.00   | 0.31%             | 2029-09-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| JUNIPER NETWORKS INC                | Juniper Networks Inc                                                | CUSIP: 48203RAM6<br>LEI: AUHIXNGG7U2U7JEHM527 | Long             | DBT              | CORP              | US        |   6135000 | PA      | $5963343.10   | 0.27%             | 2029-08-15      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| ONEOK INC                           | ONEOK Inc                                                           | CUSIP: 682680CM3<br>LEI: 2T3D6M0JSY48PSZI1Q41 | Long             | DBT              | CORP              | US        |   5510000 | PA      | $5630473.62   | 0.25%             | 2028-01-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                  | CUSIP: 3137FDCW0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    712945 | PA      | $709496.36    | 0.03%             | 2040-01-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140X8FD4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3449427 | PA      | $2781555.47   | 0.12%             | 2050-10-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| VMWARE LLC                          | VMware LLC                                                          | CUSIP: 928563AJ4<br>LEI: 549300BUDHS3LRWBE814 | Long             | DBT              | CORP              | US        |   6860000 | PA      | $6637382.75   | 0.30%             | 2026-08-15      | Fixed         | 1.40%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 91282CFY2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  35925000 | PA      | $36087785.16  | 1.62%             | 2029-11-30      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| PAYCHEX INC                         | Paychex Inc                                                         | CUSIP: 704326AA5<br>LEI: 529900K900DW6SUBM174 | Long             | DBT              | CORP              | US        |   9140000 | PA      | $9359266.09   | 0.42%             | 2030-04-15      | Fixed         | 5.10%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418AWX2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    626692 | PA      | $602423.10    | 0.03%             | 2033-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BLACK HILLS CORP                    | Black Hills Corp                                                    | CUSIP: 092113AR0<br>LEI: 3MGELCRSTNSAMJ962671 | Long             | DBT              | CORP              | US        |   4855000 | PA      | $4545575.65   | 0.20%             | 2029-10-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418ECZ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |  11470951 | PA      | $10161006.92  | 0.45%             | 2042-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| STRIPS                              | United States Treasury Strip Coupon                                 | CUSIP: 912834LB2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  28575000 | PA      | $12555098.84  | 0.56%             | 2042-02-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31412FUV3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     68928 | PA      | $73811.52     | 0.00%             | 2037-05-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31416YJD1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    763385 | PA      | $759731.48    | 0.03%             | 2040-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36179WQA9<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   3637172 | PA      | $3093426.15   | 0.14%             | 2051-10-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| KEY BANK NA                         | KeyBank NA/Cleveland OH                                             | CUSIP: 49327M3F9<br>LEI: HUX2X73FUCYHUVH1BK78 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2064403.86   | 0.09%             | 2027-11-15      | Fixed         | 5.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140N4V95<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2825901 | PA      | $2799176.54   | 0.13%             | 2052-11-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133A0GY4<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1264296 | PA      | $1108976.20   | 0.05%             | 2049-12-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36297FPL0<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |     20688 | PA      | $21068.95     | 0.00%             | 2040-06-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| KEYCORP                             | KeyCorp                                                             | CUSIP: 49326EEK5<br>LEI: RKPI3RZGV1V1FJTH5T61 | Long             | DBT              | CORP              | US        |   3565000 | PA      | $3438255.03   | 0.15%             | 2027-04-06      | Fixed         | 2.25%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3132J4MH9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    232373 | PA      | $228856.27    | 0.01%             | 2038-01-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3128M8ZB3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      8770 | PA      | $8527.26      | 0.00%             | 2041-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC            | Ford Motor Credit Co LLC                                            | CUSIP: 345397B77<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |   5510000 | PA      | $5365127.25   | 0.24%             | 2026-08-10      | Fixed         | 2.70%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131XR6C3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    842245 | PA      | $782284.16    | 0.04%             | 2045-07-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31403DT33<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1179 | PA      | $1197.09      | 0.00%             | 2036-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 3620AMMT6<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    344494 | PA      | $342043.84    | 0.02%             | 2040-10-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XFM99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    703114 | PA      | $605653.49    | 0.03%             | 2036-12-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31371K6B2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1971 | PA      | $2003.60      | 0.00%             | 2033-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 91282CNG2<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  14126000 | PA      | $14265052.81  | 0.64%             | 2030-05-31      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 3617WPB63<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |   5402005 | PA      | $4735876.65   | 0.21%             | 2051-10-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANCORP                 | Fifth Third Bancorp                                                 | CUSIP: 316773DM9<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | DBT              | CORP              | US        |   3240000 | PA      | $3276234.44   | 0.15%             | 2030-09-06      | Fixed         | 4.89%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133A6GH8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3758221 | PA      | $3150716.30   | 0.14%             | 2050-06-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31404XZK3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      1774 | PA      | $1783.66      | 0.00%             | 2034-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140X9PZ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   7348529 | PA      | $7132837.26   | 0.32%             | 2050-05-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 36176WRC7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    751026 | PA      | $702289.45    | 0.03%             | 2042-07-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY CAROLINAS               | Duke Energy Carolinas LLC                                           | CUSIP: 26442CBM5<br>LEI: MWIUSDMN17TCR56VW396 | Long             | DBT              | CORP              | US        |  11017000 | PA      | $11000177.09  | 0.49%             | 2034-01-15      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| CITIZENS FINANCIAL GROUP            | Citizens Financial Group Inc                                        | CUSIP: 174610BF1<br>LEI: 2138004JDDA4ZQUPFW65 | Long             | DBT              | CORP              | US        |  10653000 | PA      | $11029513.07  | 0.49%             | 2030-01-23      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO              | General Motors Financial Co Inc                                     | CUSIP: 37045XER3<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |  10970000 | PA      | $11270956.85  | 0.50%             | 2031-02-08      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3132J8RF9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     12983 | PA      | $12189.06     | 0.00%             | 2043-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138X3XH0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    141465 | PA      | $128424.18    | 0.01%             | 2043-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 912810RY6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   9790000 | PA      | $6978434.38   | 0.31%             | 2047-08-15      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae I Pool                                                   | CUSIP: 36291FS41<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |    726660 | PA      | $642530.19    | 0.03%             | 2046-01-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddiemac Strip                    | Freddie Mac Strips                                                  | CUSIP: 3128HXJS5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3699547 | PA      | $3381712.73   | 0.15%             | 2042-06-15      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133KHF92<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1086100 | PA      | $912967.87    | 0.04%             | 2050-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133GFBY0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   3333491 | PA      | $2974260.08   | 0.13%             | 2036-10-01      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac REMICS                                                  | CUSIP: 3137BDKG0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    876751 | PA      | $853985.13    | 0.04%             | 2043-08-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3133BDYF6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   4174612 | PA      | $3922503.78   | 0.18%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418ADQ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    176212 | PA      | $172968.38    | 0.01%             | 2032-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3132GJLD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5249 | PA      | $5216.49      | 0.00%             | 2041-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BROWN & BROWN INC                   | Brown & Brown Inc                                                   | CUSIP: 115236AL5<br>LEI: 549300PC8KTJ71XKFY89 | Long             | DBT              | CORP              | US        |   2880000 | PA      | $2935852.31   | 0.13%             | 2032-06-23      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31413HJN9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     32359 | PA      | $33955.40     | 0.00%             | 2037-08-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY               | Wells Fargo & Co                                                    | CUSIP: 95000U2V4<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6200000 | PA      | $6117992.53   | 0.27%             | 2028-03-24      | Fixed         | 3.53%                 | No            |                  2 | On Loan: No      |
| KILROY REALTY LP                    | Kilroy Realty LP                                                    | CUSIP: 49427RAP7<br>LEI: 5493008CT3N3JR7P1552 | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3166973.49   | 0.14%             | 2030-02-15      | Fixed         | 3.05%                 | No            |                  2 | On Loan: No      |
| FEDERAL HOME LOAN BANK              | Federal Home Loan Banks                                             | CUSIP: 3130B3DE0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |   5875000 | PA      | $5840916.29   | 0.26%             | 2032-10-22      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                     | United States Treasury Note/Bond                                    | CUSIP: 912810TN8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |  23570000 | PA      | $19246378.13  | 0.86%             | 2053-02-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3132M5G22<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     47729 | PA      | $47112.06     | 0.00%             | 2044-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| KIMCO REALTY OP LLC                 | Kimco Realty OP LLC                                                 | CUSIP: 49447BAB9<br>LEI: 549300EA7I6T15IBYS12 | Long             | DBT              | CORP              | US        |   3850000 | PA      | $3768601.93   | 0.17%             | 2035-03-01      | Fixed         | 4.85%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31412PNV9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    138070 | PA      | $140094.41    | 0.01%             | 2039-05-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140J7UL7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    731822 | PA      | $711654.28    | 0.03%             | 2047-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| HUNTINGTON INGALLS INDUS            | Huntington Ingalls Industries Inc                                   | CUSIP: 446413AL0<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | DBT              | CORP              | US        |   4613000 | PA      | $4516501.96   | 0.20%             | 2027-12-01      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| NNN REIT INC                        | NNN REIT Inc                                                        | CUSIP: 637417AN6<br>LEI: 5493008JKH5SOTI0JS97 | Long             | DBT              | CORP              | US        |   4835000 | PA      | $4408546.64   | 0.20%             | 2030-04-15      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140L53D6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3112750 | PA      | $2624224.02   | 0.12%             | 2051-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31371NSP1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     13827 | PA      | $14029.39     | 0.00%             | 2028-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31405PGW4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |      2803 | PA      | $2917.57      | 0.00%             | 2034-10-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| HF SINCLAIR CORP                    | HF Sinclair Corp                                                    | CUSIP: 403949AP5<br>LEI: 2549009G116AM01XHN24 | Long             | DBT              | CORP              | US        |   6469000 | PA      | $6530576.72   | 0.29%             | 2027-04-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3138EPPR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1247831 | PA      | $1163028.19   | 0.05%             | 2045-04-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3132DNPD9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   6104802 | PA      | $5336485.87   | 0.24%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3128CUJ56<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |        27 | PA      | $26.84        | 0.00%             | 2026-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 31302VVJ7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    351071 | PA      | $351075.86    | 0.02%             | 2047-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31418DSU7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    725809 | PA      | $676424.96    | 0.03%             | 2040-09-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BANKUNITED INC                      | BankUnited Inc                                                      | CUSIP: 06652KAB9<br>LEI: 96OVUWEW5D4YX6PFXD91 | Long             | DBT              | CORP              | US        |   6170000 | PA      | $6103031.35   | 0.27%             | 2030-06-11      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 3131YCRT5<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1804671 | PA      | $1582954.44   | 0.07%             | 2049-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31371KN31<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     36160 | PA      | $37407.68     | 0.00%             | 2032-05-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Pool                                                    | CUSIP: 31329JF28<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    165573 | PA      | $167811.34    | 0.01%             | 2040-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140LFRR7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5122000 | PA      | $4598708.48   | 0.21%             | 2032-03-01      | Fixed         | 2.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140JMBL5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    321924 | PA      | $313292.70    | 0.01%             | 2049-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3132HPT46<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      5059 | PA      | $4897.87      | 0.00%             | 2042-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS PLC                        | Barclays PLC                                                        | CUSIP: 06738ECF0<br>LEI: 213800LBQA1Y9L22JB70 | Long             | DBT              | CORP              | GB        |   3000000 | PA      | $3030303.47   | 0.14%             | 2027-05-09      | Fixed         | 5.83%                 | No            |                  2 | On Loan: No      |
| TELEDYNE TECHNOLOGIES IN            | Teledyne Technologies Inc                                           | CUSIP: 879360AE5<br>LEI: 549300VSMO9KYQWDND94 | Long             | DBT              | CORP              | US        |   6725000 | PA      | $6102575.43   | 0.27%             | 2031-04-01      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XNTM6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   3782044 | PA      | $3931238.25   | 0.18%             | 2054-02-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| PNC FINANCIAL SERVICES              | PNC Financial Services Group Inc/The                                | CUSIP: 693475BR5<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2133775.44   | 0.10%             | 2029-06-12      | Fixed         | 5.58%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 31405JVE1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |       420 | PA      | $436.63       | 0.00%             | 2034-09-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 31292JA91<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |      2103 | PA      | $2116.18      | 0.00%             | 2034-03-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                         | Freddie Mac Gold Pool                                               | CUSIP: 3132HQ4M1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     18294 | PA      | $17157.25     | 0.00%             | 2043-01-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140LFGF5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   5000000 | PA      | $4300136.66   | 0.19%             | 2032-02-01      | Fixed         | 2.16%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A      | Ginnie Mae II Pool                                                  | CUSIP: 36179XVM5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGA              | US        |  15209153 | PA      | $12940130.27  | 0.58%             | 2053-03-20      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140X3BX5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1093181 | PA      | $1130864.54   | 0.05%             | 2038-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                          | Fannie Mae Pool                                                     | CUSIP: 3140XNUR3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   8387639 | PA      | $6641199.62   | 0.30%             | 2051-03-01      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-08-25

**Name of Applicant:** MoA Funds Corp

**Signature:** Christian Hootman

**Name of Signer:** Christian Hootman

**Title:** Assistant Treasurer